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Essays in empirical asset pricing and international finance

Niu, Zilong - 2020

Persistent link: https://www.econbiz.de/10012172860

Taming momentum crashes

Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024

Persistent link: https://www.econbiz.de/10014529581

Can sentiments on macroeconomic news explain stock returns? : evidence form social network data

Xu, Yingying; Zhao, Jichang - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2073-2088

Persistent link: https://www.econbiz.de/10013184675

Panel data models and the uncovered interest parity condition : the role of two-way unobserved components

Herger, Nils - In: International journal of finance & economics : IJFE 21 (2016) 3, pp. 294-310

Persistent link: https://www.econbiz.de/10011560517

Interest premium and external position : a time varying approach

Kónya, István; Maduko, Franklin - 2018

The paper reexamines the empirical relationship between external indebtedness and the interest premium on government bonds. We use a broad sample of countries between 1980-2017 that includes advanced, emerging and less-developed economies. We show that the relationship is strongly...

Persistent link: https://www.econbiz.de/10012012505

Are investors moonstruck? : further international evidence on lunar phases and stock returns

Keef, Stephen P.; Khaled, Mohammed S. - In: Journal of empirical finance 18 (2011) 1, pp. 56-63

Persistent link: https://www.econbiz.de/10009301179

Does sentiment drive contrarian profits in the China stock market: 1996 - 2012? : evidence from the panel threshold regression model

Yeh, Chih-Cheng - In: The empirical economics letters : a monthly … 14 (2015) 3, pp. 225-232

Persistent link: https://www.econbiz.de/10011311206

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and …

Persistent link: https://www.econbiz.de/10012038696

Testing overconfidence bias in Pakistani stock market

Zia, Lubna; Sindhu, Muzammal Ilyas; Hashmi, Shujahat Haider - In: Cogent economics & finance 5 (2017) 1, pp. 1-8

behavior in the stock market. The market-wide panel VAR model is used to investigate the lead–lag relationship between stock …

Persistent link: https://www.econbiz.de/10011872902

Impact of the COVID-19 market turmoil on investor behavior : a panel VAR study of bank stocks in Borsa Istanbul

Ekinci, Cumhur; Ersan, Oǧuz - In: International Journal of Financial Studies : open … 12 (2024) 1, pp. 1-18

bank-owned or non-bank-owned broker, we associated trades to various investors. Then, building a panel vector …

Persistent link: https://www.econbiz.de/10014502320

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