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Optimizing stock market returns during global pandemic using regression in the context of Indian stock market

Debnath, Pradip; Srivastava, Hari M. - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-10

Stock markets around the world experienced a massive collapse during the first wave of COVID-19. Roughly in the month of January 2021, the second wave of COVID-19 struck in India, reaching its peak in May, and by the end of May, the active cases started to decline. A third wave is again...

Persistent link: https://www.econbiz.de/10012627066

Abnormal trading volume and autoregressive behavior in weekly stock returns in the Saudi stock market

Alsubaie, Abdullah; Najand, Mohammad - In: Emerging markets review 10 (2009) 3, pp. 207-225

Persistent link: https://www.econbiz.de/10003890394

Essays on momentum, autoregressive returns, and conditional volatility : evidence from the Saudi stock market

Alsubaie, Abdullah - 2007

Persistent link: https://www.econbiz.de/10009696677

Should stock market return forecasts be conditioned on politics?

Powell, John Gregory; Qian, Meifen; Shi, Jing; Zhu, Qiaoqiao - In: Australian journal of management 40 (2015) 4, pp. 672-700

Persistent link: https://www.econbiz.de/10011479079

A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices

Almeshal, Khalid; Naifar, Nader - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 4, pp. 374-395

Persistent link: https://www.econbiz.de/10011719674

Stock market returns in Iran in three waves of COVID-19 pandemic : evidence of multiple breaks regression

Cheshomi, Ali; Osmani, Fariba - In: Iranian journal of economic studies : IJES 10 (2021) 2, pp. 339-364

Persistent link: https://www.econbiz.de/10013364184

Trading volume, price momentum, and the 52-week high price momentum strategy in the Saudi stock market

Alsubaie, Abdullah; Najand, Mohammad - In: The international journal of finance 21 (2009) 1, pp. 5070-5096

Persistent link: https://www.econbiz.de/10009384470

International stock return predictability under model uncertainty

Schrimpf, Andreas (contributor) - 2008

excess returns weakens substantially, once model uncertainty is accounted for. We document notable differences in the degree …

Persistent link: https://www.econbiz.de/10003728591

International stock return predictability under model uncertainty

Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282

Persistent link: https://www.econbiz.de/10009239675

Non-linear predictability of stock market returns : comparative evidence from Japan and the US

Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10010514142