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Market operating leverage and expected stock returns

Taussig, Roi D. - In: The journal of corporate accounting & finance 33 (2022) 4, pp. 166-172

Persistent link: https://www.econbiz.de/10013463695

Impact of COVID-19 on the Saudi stock market : analysis of return, volatility and trading volume

Shaista Wasiuzzaman - In: The journal of asset management : a major new, … 23 (2022) 4, pp. 350-363

Persistent link: https://www.econbiz.de/10013392025

Is sentiment the solution to the risk-return puzzle? : a (cautionary) note

Ung, Sze Nie; Ge̜bka, Bartosz; Anderson, Robert D. J. - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014456475

Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak

Mohanasundaram, T.; Rizwana, M.; Sathyanarayana, S.; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 412-431

Persistent link: https://www.econbiz.de/10014546120

Impact of network investor sentiment and news arrival on jumps

Liu, Wenwen; Zhang, Chang; Qiao, Gaoxiu; Xu, Lei - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013538989

Speculate against speculative demand

Ap Gwilym, Owain; Kita, Arben; Wang, Qingwei - In: International review of financial analysis 34 (2014), pp. 212-221

Persistent link: https://www.econbiz.de/10010529037

Does tropical weather condition affect investor behaviour? : case of Indonesian stock market

Rayenda Brahmana; Chee-Wooi Hooy; Ahmad, Zamri - In: Global business & economics review 17 (2015) 2, pp. 188-202

Persistent link: https://www.econbiz.de/10011337096

Expiration-day effects of index futures in a frontier market : the case of Ho Chi Minh Stock Exchange

Nguyen Thi Kim Anh; Loc Dong Truong; Friday, H. S. - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-12

This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily return series of the VN30-Index for the period...

Persistent link: https://www.econbiz.de/10012804832

The relationship between trading volume and market returns : a VAR/Granger causality testing approach in the context of Saudi Arabia

Alhussayen, Hanan - In: Organizations and markets in emerging economies 13 (2022) 1/25, pp. 260-275

This paper investigates the relationship between trading volume and market returns in the Saudi stock market. Daily data of number of shares traded and TASI returns from 2010 till mid-2021 are used for the same. The Granger causality test reveals a unidirectional relationship from returns to...

Persistent link: https://www.econbiz.de/10013279669

The impact of investor sentiment on returns, cash flows, discount rates, and performance

Ur Rehman, Muhammad Ateeq - In: Borsa Istanbul Review 22 (2022) 2, pp. 352-362

Investor sentiment is believed to play an increasingly significant role in business and economic activities. By analyzing data collected from a sample of listed nonfinancial firms in Pakistan for the period 2009-2018, we quantify investor behavior and how it affects market returns, cash flows,...

Persistent link: https://www.econbiz.de/10013184296