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Zaremba, Adam
4
Szczygielski, Jan Jakub
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Economic research
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1
Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin
- In:
Economic research
35
(
2022
)
1,6
,
pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554
Saved in:
2
Volatility analysis based on GARCH-type models : evidence from the Chinese stock market
Wang, Yuling
;
Xiang, Yunshuang
;
Lei, Xinyu
;
Zhou, Yucheng
- In:
Economic research
35
(
2022
)
1,3
,
pp. 2530-2554
Persistent link: https://www.econbiz.de/10014382202
Saved in:
3
Institutional investment activities and stock market volatility amid COVID-19 in India
Naik, Pramod Kumar
;
Shaikh, Imlak
;
Toan Luu Duc Huynh
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1542-1560
Persistent link: https://www.econbiz.de/10014380903
Saved in:
4
Causal estimation of COVID-19 and SARS on China's stock market : evidence from a time series counterfactual prediction
Feng, Yun
;
Li, Xin
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1734-1751
Persistent link: https://www.econbiz.de/10014380967
Saved in:
5
The nexus between COVID-19 fear and stock market volatility
Li, Weiqing
;
Chien, Fengsheng
;
Hafiz Waqas Kamran
; …
- In:
Economic research
35
(
2022
)
1,2
,
pp. 1765-1785
Persistent link: https://www.econbiz.de/10014380976
Saved in:
6
Dynamic relationship between the stock market and macroeconomy in China (1995-2018) : new evidence from the continuous wavelet analysis
Wang, Rui
;
Li, Lianfa
- In:
Economic research
33
(
2020
)
1,1
,
pp. 521-539
Persistent link: https://www.econbiz.de/10013173532
Saved in:
7
Limits to arbitrage, investor sentiment, and factor returns in international government bond markets
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1727-1743
Persistent link: https://www.econbiz.de/10012433862
Saved in:
8
Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe
Zaremba, Adam
;
Nikorowski, Jerzy
- In:
Economic research
32
(
2019
)
1,1
,
pp. 403-422
Persistent link: https://www.econbiz.de/10012388032
Saved in:
9
Factors affecting development patterns : econometric investigation of the Japan equity market
Ashraf, Muhammad Ather
;
Masood, Omar
;
Tvaronavičienė, …
- In:
Economic research
32
(
2019
)
1,1
,
pp. 440-453
Persistent link: https://www.econbiz.de/10012388116
Saved in:
10
Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach
Czapkiewicz, Anna
;
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3083-3099
Persistent link: https://www.econbiz.de/10012395129
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11
Macroeconomic factors explaining stock volatility : multi-country empirical evidence from the auto industry
Vychytilová, Jana
;
Pavelková, Drahomíra
;
Pham Ha
; …
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3333-3347
Persistent link: https://www.econbiz.de/10012404013
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12
The asymmetric contagion effect from the U.S. stock market around the subprime crisis between 2007 and 2010
Kao, Yu-Sheng
;
Zhao, Kai
;
Ku, Yu-Cheng
;
Nieh, Chien-chung
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2422-2454
Persistent link: https://www.econbiz.de/10012584695
Saved in:
13
Investor sentiment, momentum, and stock returns : an examination for direct and indirect effects
Rashid, Abdul
;
Fayyaz, Madiha
;
Karim, Maria
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2638-2656
Persistent link: https://www.econbiz.de/10012585541
Saved in:
14
The nexus between oil prices and stock pricesof oil, technology and transportation companies under multiple regime shifts
Shaeri, Komeil
;
Katırcıoğlu, Salih Turan
- In:
Economic research
31
(
2018
)
1,1
,
pp. 681-702
Persistent link: https://www.econbiz.de/10012486544
Saved in:
15
The momentum effect in country-level stock market anomalies
Zaremba, Adam
- In:
Economic research
31
(
2018
)
1,1
,
pp. 703-721
Persistent link: https://www.econbiz.de/10012486546
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