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Top-flight European football teams and stock returns : market reactions to sporting events

Boido, Claudio; Aliano, Mauro; Galloppo, Giuseppe - In: Journal of economics and finance : JEF 47 (2023) 4, pp. 1041-1061

Persistent link: https://www.econbiz.de/10014448609

Downside variance premium, firm fundamentals, and expected corporate bond returns

Huang, Tao; Jiang, Liang; Li, Junye - In: Journal of banking & finance 154 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014488900

The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields

Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 118-123

Persistent link: https://www.econbiz.de/10014249042

The impact of Twitter-based sentiment on US sectoral returns

Zeitun, Rami; Ur Rehman, Mobeen; Ahmad, Nasir; Xuan Vinh Vo - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014246833

Multilayer network analysis of investor sentiment and stock returns

Wang, Gang-Jin; Xiong, Lu; Zhu, You; Chi, Xie; Foglia, … - In: Research in international business and finance 62 (2022), pp. 1-24

Persistent link: https://www.econbiz.de/10014247313

So sue me! : the cross section of stock returns related to patent infringement allegations

Bereskin, Fred; Hsu, Po-Hsuan; Latham, William R.; … - In: Journal of banking & finance 148 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014248279

Tracking investor gambling intensity

Zhu, Hongbing; Yang, Lihua; Xu, Changxin - In: International review of financial analysis 86 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014248291

Dividend change announcements, ROE, and the cost of equity capital

Dempsey, Stephen J.; Sheng, Hainan - In: International review of financial analysis 86 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014248421

A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns

Peluso, Stefano; Corsi, Fulvio; Mira, Antonietta - 2014

A multivariate positive definite estimator of the integrated covariance matrix of noisy and asynchronously observed asset returns is proposed. We adopt a Bayesian Dynamic Linear Model where microstructure noise is interpreted as measurement error, and asynchronous trading as missing observations...

Persistent link: https://www.econbiz.de/10014173053

Investor sentiment, momentum, and stock returns : an examination for direct and indirect effects

Rashid, Abdul; Fayyaz, Madiha; Karim, Maria - In: Economic research 32 (2019) 1,3, pp. 2638-2656

Persistent link: https://www.econbiz.de/10012585541