Similar Search Results - EconBiz

New shocks and asset price volatility in general equilibrium

Matsumoto, Akito; Cova, Pietro; Pisani, Massimiliano; … - 2011

Persistent link: https://www.econbiz.de/10009425646

Conformism and public news

Desgranges, Gabriel; Rochon, Céline - 2011

Persistent link: https://www.econbiz.de/10009487106

Global oil market and the US stock returns

Ahmad, Maryam; Manera, Matteo; Sadeghzadeh, Mehdi - 2015

This paper provides an analysis of the link between the oil market and the U.S. stock market returns at the aggregate as well as industry levels. We empirically model oil price changes as driven by speculative demand shocks along with consumption demand and supply shocks in the oil market. We...

Persistent link: https://www.econbiz.de/10011391816

The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915

Persistent link: https://www.econbiz.de/10011392699

The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks

Fung, Joseph K. W.; Lau, Francis; Tse, Yiuman - In: The journal of futures markets 35 (2015) 10, pp. 939-952

Persistent link: https://www.econbiz.de/10011392705

Stock market timing with entropy

Efremidze, Levan; Stanley, Darrol J.; Kinsman, Michael D. - In: The journal of wealth management 18 (2015/16) 3, pp. 57-67

Persistent link: https://www.econbiz.de/10011398072

Market impact under a new regulatory regime : credit rating agencies in Europe

Alsakka, Rasha; Ap Gwilym, Owain; Klusak, Patrycja; Tran, Vu - In: Economic notes : economic review of Banca Monte dei … 44 (2015) 2, pp. 275-307

Persistent link: https://www.econbiz.de/10011401072

Thinking outside the borders : investors' underreaction to foreign operations information

Huang, Xing - In: The review of financial studies 28 (2015) 11, pp. 3109-3152

Persistent link: https://www.econbiz.de/10011401443

Foreign ownership restriction and momentum : evidence from emerging markets

Qin, Yafeng; Bai, Min - In: International review of finance 14 (2014) 2, pp. 237-261

Persistent link: https://www.econbiz.de/10010519317

Oil prices and UK industry-level stock returns

Xu, Bing - In: Applied economics 47 (2015) 25/27, pp. 2608-2627

Persistent link: https://www.econbiz.de/10010519651

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