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91
Empirical linkage between oil price and stock market returns and
volatility
: evidence from international developed markets
Dhaoui, Abderrazak
;
Khraief, Naceur
-
2014
Singapore. On the
volatility
of returns, the changes in oil prices are significant for six markets and they have not much effect …
Persistent link: https://www.econbiz.de/10010257720
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92
Asset pricing with dynamic margin constraints
Ryčkov, Oleg
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 405-452
Persistent link: https://www.econbiz.de/10010372413
Saved in:
93
Model disagreement and economic outlook
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
-
2014
Persistent link: https://www.econbiz.de/10010372567
Saved in:
94
Sectoral responses of the Chinese stock market to international oil shocks
Zhang, Dayong
;
Cao, Hong
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
6
,
pp. 37-51
Persistent link: https://www.econbiz.de/10010346308
Saved in:
95
Idiosyncratic risk premia and momentum
Chichernea, Doina C.
;
Slezak, Steve L.
- In:
The journal of financial research
36
(
2013
)
3
,
pp. 389-412
Persistent link: https://www.econbiz.de/10010250254
Saved in:
96
The limits to arbitrage and the low-
volatility
anomaly
Li, Xi
;
Sullivan, Rodney N.
;
Garcia-Feijóo, Luis
- In:
Financial analysts' journal : FAJ
70
(
2014
)
1
,
pp. 52-63
Persistent link: https://www.econbiz.de/10010253409
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97
How differently does oil price influence BRICS stock markets?
Bouoiyour, Jamal
;
Selmi, Refk
- In:
Journal of economic integration
31
(
2016
)
3
,
pp. 547-568
Persistent link: https://www.econbiz.de/10011535656
Saved in:
98
Are frontier markets worth the risk?
Uludag, B. K.
;
Ezzat, H.
- In:
Handbook of frontier markets : evidence from Mittle …
,
(pp. 67-80)
.
2016
Persistent link: https://www.econbiz.de/10011549434
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99
Levered returns
Welch, Ivo
-
2016
Persistent link: https://www.econbiz.de/10011460520
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100
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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