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The impact of uncertainty in the oil and gold market on the cross-section of stock returns

Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - 2015

Persistent link: https://www.econbiz.de/10011547101

Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?

Herrera Aramburú, Andrés; Rodriguez, Gabriel - In: International journal of monetary economics and finance 9 (2016) 1, pp. 45-66

Persistent link: https://www.econbiz.de/10011548319

On the interaction between momentum effect and size effect

Alhenawi, Yasser - In: Review of financial economics : RFE 26 (2015), pp. 36-46

Persistent link: https://www.econbiz.de/10011411959

What's growth got to do with it? : equity returns and economic growth

Klement, Joachim - In: The journal of investing 24 (2015) 2, pp. 74-78

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Co-existence of short-term reversals and momentum in the Australian equity market

Chai, Daniel; Do, Binh - In: Australian journal of management 41 (2016) 1, pp. 55-76

Persistent link: https://www.econbiz.de/10011479122

Does realized skewness predict the cross-section of equity returns?

Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - In: Journal of financial economics 118 (2015) 1, pp. 135-167

Persistent link: https://www.econbiz.de/10011480389

Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests

Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256

Persistent link: https://www.econbiz.de/10011508942

Oil shocks, policy uncertainty and stock returns in China

Kang, Wensheng; Ratti, Ronald A. - In: The economics of transition 23 (2015) 4, pp. 657-676

Persistent link: https://www.econbiz.de/10011346314

Paper profits from value, size and momentum : Evidence from the Polish market

Zaremba, Adam; Konieczka, Przemysław - In: E-Finanse : finansowy kwartalnik internetowy 11 (2015) 3, pp. 58-69

In this paper we investigate sources and characteristics of value, size and momentum profits on the Polish stock market. The research aims to broaden the academic knowledge in a few ways. First, we deliver fresh out-of-sample evidence on value, momentum, and size premiums. Second, we analyzemthe...

Persistent link: https://www.econbiz.de/10011455379

Risk and return in the Chinese stock market : does equity return dispersion proxy risk?

Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37

Persistent link: https://www.econbiz.de/10011474042