Similar Search Results

How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis

Chen, Qitong; Zhu, Huiming; Yu, Dongwei; Hau, Liya - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013413415

Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19

Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576

Persistent link: https://www.econbiz.de/10013475299

Stock market return predictability revisited : evidence from a new index constructing the oil market

Chen, Wang; Chevallier, Julien; Wang, Jiqian; Zhong, Juandan - In: Finance research letters 49 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013478846

Stock return predictability in China : power of oil price trend

Cao, Zhen; Han, Liyan; Zhang, Qunzi - In: Finance research letters 47 (2022) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10013457289

The nexus between oil and airline stock returns : does time frequency matter?

Asadi, Mehrad; Pham, Son Duy; Nguyen, Thao Thac Thanh; … - In: Energy economics 117 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014437120

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

Default return spread : a powerful predictor of crude oil price returns

Han, Qingxiang; He, Mengxi; Zhang, Yaojie; Umar, Muhammad - In: Journal of forecasting 42 (2023) 7, pp. 1786-1804

Persistent link: https://www.econbiz.de/10014432770

Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis

Zhu, Huiming; Wu, Hao; Ren, Ying-hua; Yu, Dongwei - In: Applied economics 54 (2022) 53, pp. 6116-6146

Persistent link: https://www.econbiz.de/10013411351

Banks' return reaction to freedom, sentiment, and uncertainty

Shah, Syed Faisal; Al-Baity, Mohamed; Mahfuzur Rahman - In: Journal of open innovation : technology, market, and … 9 (2023) 1, pp. 1-14

The paper aims to investigate the impact of freedom dimensions, investor sentiment, and uncertainty on bank stock returns. Additionally, this study examines the interaction between economic freedom dimensions and oil prices. To meet the study's objectives, a two-step GMM estimator was applied to...

Persistent link: https://www.econbiz.de/10014289303

Stock returns, crude oil and gold prices in Turkey : evidence from rolling window-based nonparametric quantile causality test

Pata, Ugur Korkut; Usman, Ojonugwa; … - In: Asia Pacific financial markets 31 (2024) 3, pp. 779-797

Persistent link: https://www.econbiz.de/10015072381