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subject:"Capital income"
isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Economics letters"
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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1
Natural disasters, investor sentiments and stock market reactions : evidence from Turkey-Syria earthquakes
Sakariyahu, Rilwan
;
Lawal, Rodiat
;
Oyekola, Olayinka
; …
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451170
Saved in:
2
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong
;
Wang, Haixu
;
Yu, Mei
- In:
Economics letters
233
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Saved in:
3
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
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4
Political orientation and compensation for idiosyncratic risk
Lee, Seunghyup
- In:
Economics letters
218
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013466385
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5
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco
;
Morone, Andrea
;
Potì, Valerio
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
Saved in:
6
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
7
Expected investment growth and stock returns in an emerging market
Özkan, Nesrin
- In:
Economics letters
207
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013169909
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8
A model-free identification of relative risk
Kuzmina, Olga
- In:
Economics letters
190
(
2020
),
pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
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9
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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10
Lumpy investment and expected stock returns
Im, Hyun Joong
;
Park, Heungju
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
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11
A new test of asset return predictability with an unstable predictor
Chang, Seong Yeon
- In:
Economics letters
196
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012510680
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12
A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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13
Measuring excess-predictability of asset returns and market efficiency over time
Levich, Richard M.
;
Conlon, Thomas
;
Potì, Valerio
- In:
Economics letters
175
(
2019
),
pp. 92-96
Persistent link: https://www.econbiz.de/10012121197
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14
Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz
;
Karathanasopoulos, Andreas
; …
- In:
Economics letters
176
(
2019
),
pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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15
Expected profitability and the cross-section of stock returns
Lin, Qi
;
Lin, Xi
- In:
Economics letters
183
(
2019
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012122451
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16
Expected investment and the cross-section of stock returns
Lin, Qi
;
Lin, Xi
- In:
Economics letters
172
(
2018
),
pp. 43-49
Persistent link: https://www.econbiz.de/10012021975
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17
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
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18
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
19
The new issues puzzle revisited : the role of firm quality in explaining IPO returns
Blomkvist, Magnus
;
Korkeamaki, Timo P.
;
Pettersson, John
- In:
Economics letters
159
(
2017
),
pp. 88-91
Persistent link: https://www.econbiz.de/10011903419
Saved in:
20
The time varying effect of monetary policy on stock returns
Jansen, Dennis W.
;
Zervou, Anastasia
- In:
Economics letters
160
(
2017
),
pp. 54-58
Persistent link: https://www.econbiz.de/10011903742
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21
The time-varying GARCH-in-mean model
Dias, Gustavo Fruet
- In:
Economics letters
157
(
2017
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011847330
Saved in:
22
Tail relation between return and volume in the US stock market : an analysis based on extreme value theory
Longin, François M.
;
Pagliardi, Giovanni
- In:
Economics letters
145
(
2016
),
pp. 252-254
Persistent link: https://www.econbiz.de/10011618837
Saved in:
23
Decomposing the size, value and momentum premia of the Fama-French-Carhart four-factor model
Rath, Subhrendu
;
Durand, Robert B.
- In:
Economics letters
132
(
2015
),
pp. 139-141
Persistent link: https://www.econbiz.de/10011431572
Saved in:
24
Missing mean does no harm to volatility!
Anatolyev, Stanislav
;
Tarasyuk, Irina
- In:
Economics letters
134
(
2015
),
pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
Saved in:
25
Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul
;
Kim, Jae H.
- In:
Economics letters
136
(
2015
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
Saved in:
26
Co-movements in commodity prices : global, sectoral and commodity-specific factors
Yin, Libo
;
Han, Liyan
- In:
Economics letters
126
(
2015
),
pp. 96-100
Persistent link: https://www.econbiz.de/10011376427
Saved in:
27
The term structure of implied dividend yields and expected returns
Bilson, John F.
;
Kang, Sang Baum
;
Luo, Hong
- In:
Economics letters
128
(
2015
),
pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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28
Risk and return : is there an unholy cycle of ratings and yields?
Shagi, Makram el-
;
Schweinitz, Gregor von
- In:
Economics letters
129
(
2015
),
pp. 49-51
Persistent link: https://www.econbiz.de/10011421939
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29
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
30
Nonlinear dependence between stock and real estate markets in China
Ding, Haoyuan
;
Chong, Terence Tai-Leung
;
Park, Sung Y.
- In:
Economics letters
124
(
2014
)
3
,
pp. 526-529
Persistent link: https://www.econbiz.de/10010495085
Saved in:
31
Sentiment and art prices
Pénasse, Julien
;
Renneboog, Luc
;
Spaenjers, Christophe
- In:
Economics letters
122
(
2014
)
3
,
pp. 432-434
Persistent link: https://www.econbiz.de/10010395617
Saved in:
32
Monetary environments and stock returns revisited : a quantile regression approach
Chevapatrakul, Thanaset
- In:
Economics letters
123
(
2014
)
2
,
pp. 122-126
Persistent link: https://www.econbiz.de/10010399880
Saved in:
33
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
34
Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen
;
Liu, Yuna
;
Sjögren, Tomas
- In:
Economics letters
121
(
2013
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
Saved in:
35
What determines the dynamics of absolute excess returns on stock markets?
Kurz, Claudia
;
Kurz-Kim, Jeong-Ryeol
- In:
Economics letters
118
(
2013
)
2
,
pp. 342-346
Persistent link: https://www.econbiz.de/10009708886
Saved in:
36
A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele
- In:
Economics letters
119
(
2013
)
2
,
pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
Saved in:
37
Chaos in German stock returns : new evidence from the 0-1 test
Webel, Karsten
- In:
Economics letters
115
(
2012
)
3
,
pp. 487-489
Persistent link: https://www.econbiz.de/10009632304
Saved in:
38
Stock returns and inflation : evidence from quantile regressions
Alagidede, Paul
;
Panagiōtidēs, Theodōros
- In:
Economics letters
117
(
2012
)
1
,
pp. 283-286
Persistent link: https://www.econbiz.de/10009697766
Saved in:
39
Do investors' sentiment dynamics affect stock returns? : evidence from the US economy
Dergiades, Theologos
- In:
Economics letters
116
(
2012
)
3
,
pp. 404-407
Persistent link: https://www.econbiz.de/10009674317
Saved in:
40
A refined consumption-wealth ratio and its role on time-varying consumption risk
Quijano, Margot
- In:
Economics letters
115
(
2012
)
1
,
pp. 88-90
Persistent link: https://www.econbiz.de/10009615307
Saved in:
41
Managerial ownership and informativeness of accounting numbers in a European emerging market
Korczak, Adriana
-
2004
Persistent link: https://www.econbiz.de/10002176955
Saved in:
42
Foreign acquisitions and industry wealth effects of privatisation : evidence from the Polish banking industry
Bohl, Martin T.
;
Havrylchyk, Olena
;
Schiereck, Dirk
-
2004
Persistent link: https://www.econbiz.de/10002176974
Saved in:
43
International evidence on the democrat premium and the presidential cycle effect
Bohl, Martin T.
;
Gottschalk, Katrin
-
2004
Persistent link: https://www.econbiz.de/10002464432
Saved in:
44
Do institutional investors destabilize stock prices? : Emerging market's evidence against a popular belief
Bohl, Martin T.
;
Brzeszczyński, Janusz
-
2004
Persistent link: https://www.econbiz.de/10002011730
Saved in:
45
Volume shocks and short-horizon stock return autocovariances : evidence from the Warsaw stock exchange
Ge̜bka, Bartosz
-
2003
Persistent link: https://www.econbiz.de/10001737978
Saved in:
46
Institutional trading and return autocorrelation : empirical evidence on Polish pension fund investors' behavior
Ge̜bka, Bartosz
;
Henke, Harald
;
Bohl, Martin T.
-
2003
Persistent link: https://www.econbiz.de/10001737979
Saved in:
47
Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach
Białkowski, Je̜drzej
-
2003
Persistent link: https://www.econbiz.de/10001768500
Saved in:
48
The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kurz-Kim, Jeong-Ryeol
- In:
Economics letters
80
(
2003
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001774138
Saved in:
49
Price limits on a call auction market : evidence from the Warsaw Stock Exchange
Henke, Harald
;
Voronkova, Svitlana
-
2003
Persistent link: https://www.econbiz.de/10001853928
Saved in:
50
Do central banks react to the stock market? : The case of the Bundesbank
Bohl, Martin T.
;
Siklos, Pierre L.
;
Werner, Thomas
-
2003
Persistent link: https://www.econbiz.de/10001788554
Saved in:
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