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Bitcoin and CEE stock markets : fresh evidence from using the DECO-GARCH model and quantile on quantile regression
Ngo Thai Hung - In: European journal of management and business economics : … 30 (2021) 2, pp. 261-280
correlation (DCC) models, declining the estimation noise of the correlations. Besides, QQ approach allows us to capture some …
Persistent link: https://www.econbiz.de/10012822225
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Herding behaviour in Indian equity market : a quantile regression approach
Ansari, Aleem - In: American journal of finance and accounting 6 (2019) 1, pp. 38-55
Persistent link: https://www.econbiz.de/10012250873
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An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach
Ampofo, Richard T.; Aidoo, Eric N.; Ntiamoah, Bernard O.; … - In: Journal of economics and finance : JEF 47 (2023) 2, pp. 517-540
Persistent link: https://www.econbiz.de/10014252698
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How herding led to a speculative bubble during a period of severely negative macro fundamentals : the case of Istanbul stock market
Erol, Umit; Dogan, Burak - In: Eurasian economic review : a journal in applied … 14 (2024) 2, pp. 361-395
Persistent link: https://www.econbiz.de/10015069995
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Monetary policy surprises and firm-level stock return predictability : evidence from a new panel-based approach
Floro, Danvee - In: Applied economics letters 25 (2018) 17, pp. 1255-1260
Persistent link: https://www.econbiz.de/10012135374
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Wealth effect or credit-price effect under economic transition in Eastern European countries : new evidence from the quantile causality test
Lou, Tienwei; Chang, Haiyen; Luo, Wuchang - In: The empirical economics letters : a monthly … 17 (2018) 2, pp. 275-285
Persistent link: https://www.econbiz.de/10011912916
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Herding behaviour and investor's sentiment : evidence from the Chinese Stock Market
Khalil, Nait Bouzid; Sara, Rabiai; Soraya, Inariten; … - In: International journal of behavioural accounting and finance 7 (2023) 1, pp. 55-85
Persistent link: https://www.econbiz.de/10014306750
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Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131
Persistent link: https://www.econbiz.de/10011938084
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Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic : a quantile regression analysis
Assifuah-Nunoo, Emmanuel; Owusu Junior, Peterson; Adam, … - In: Quantitative finance and economics 6 (2022) 2, pp. 244-269
Using the quantile regression approach to reveal the conditional relationships, the study re-examined the oil-stock co-movement in the context of oil-exporting countries in Africa. The data employed include daily OPEC basket price for crude oil and daily data on stock market indices for six...
Persistent link: https://www.econbiz.de/10013498963
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Size and price-to-book effects : evidence from the Chinese stock markets
Hilliard, Jitka; Zhang, Haoran - In: Pacific-Basin finance journal 32 (2015), pp. 40-55
Persistent link: https://www.econbiz.de/10011471533