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subject:"Capital income"
isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"International journal of finance & economics : IJFE"
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
International journal of finance & economics : IJFE
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143
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139
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130
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1
Study of the leading European construction companies using risk factor models
Escribano, Ana
;
Jareño, Francisco
;
Cano, Jose Ángel
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3386-3402
Persistent link: https://www.econbiz.de/10014327752
Saved in:
2
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
3
Does the tail risk index matter in forecasting downside risk?
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, J. Jimmy
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3451-3466
Persistent link: https://www.econbiz.de/10014327761
Saved in:
4
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
5
Power of moment-based normality tests : empirical analysis on Indian stock market index
Shaik, Muneer
;
Gulhane, Rutvik Digambar
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2989-2997
Persistent link: https://www.econbiz.de/10014327637
Saved in:
6
Banks' holdings of and trading in government bonds
Manna, Michele
;
Nobili, Stefano
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 257-283
Persistent link: https://www.econbiz.de/10014253185
Saved in:
7
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
8
Covid-19 outbreak and stocks return on the West African Economic and Monetary Union's stock market : an empirical analysis of the relationship through the event study approach
Zoungrana, Tibi Didier
;
TanToé, Daouda Lawa
;
Toé, Mamadou
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1404-1422
Persistent link: https://www.econbiz.de/10014253404
Saved in:
9
Emerging market debt and the COVID-19 pandemic : a time-frequency analysis of spreads and total returns dynamics
Gubareva, Mariya
;
Umar, Zaghum
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 112-126
Persistent link: https://www.econbiz.de/10014248114
Saved in:
10
Liquidity, time-varying betas and anomalies : is the high trading activity enhancing the validity of the CAPM in the UK equity market?
Rojo-Suárez, Javier
;
Alonso-Conde, Ana Belén
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10012814339
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11
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
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12
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
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13
The news effects on exchange rate returns and volatility : evidence from Pakistan
Jabeen, Munazza
;
Rashid, Abdul
;
Ihsan, Hajra
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 745-769
Persistent link: https://www.econbiz.de/10012814860
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14
Trade policy and return on capital : an empirical analysis based on China's antidumping
Wang, Xiaosong
;
Wu, Huan
;
Li, Le
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 865-892
Persistent link: https://www.econbiz.de/10012814941
Saved in:
15
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
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16
Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Zhang, Guoqing
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
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17
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
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18
Oil price risk and the cross-section of stock returns in Turkey
Azimli, Asil
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4105-4122
Persistent link: https://www.econbiz.de/10013461311
Saved in:
19
Can sentiments on macroeconomic news explain stock returns? : evidence form social network data
Xu, Yingying
;
Zhao, Jichang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2073-2088
Persistent link: https://www.econbiz.de/10013184675
Saved in:
20
Momentum crashes and variations to market liquidity
Butt, Hilal Anwar
;
Virk, Nader Shahzad
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1899-1911
Persistent link: https://www.econbiz.de/10013184407
Saved in:
21
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
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22
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
23
A global model of international yield curves : no-arbitrage term structure approach
Kaminska, Iryna
;
Meldrum, Andrew
;
Smith, James
- In:
International journal of finance & economics : IJFE
18
(
2013
)
4
,
pp. 352-374
Persistent link: https://www.econbiz.de/10010355970
Saved in:
24
Equity flows, stock returns and exchange rates
Kanas, Angelos
;
Karkalakos, Sotirios
- In:
International journal of finance & economics : IJFE
22
(
2017
)
2
,
pp. 159-168
Persistent link: https://www.econbiz.de/10011960275
Saved in:
25
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
26
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
27
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
28
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
Saved in:
29
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
30
Is correlation puzzle really puzzling? : reassessing motives of foreign asset holdings by US investors
Inoue, Kenta
- In:
International journal of finance & economics : IJFE
19
(
2014
)
2
,
pp. 160-172
Persistent link: https://www.econbiz.de/10010471960
Saved in:
31
What explains comovement in stock market returns during the 2007 - 2008 crisis?
Didier, Tatiana
;
Love, Inessa
;
Martínez Pería, María …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 182-202
Persistent link: https://www.econbiz.de/10009615694
Saved in:
32
Managerial ownership and informativeness of accounting numbers in a European emerging market
Korczak, Adriana
-
2004
Persistent link: https://www.econbiz.de/10002176955
Saved in:
33
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:
34
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
35
Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
Saved in:
36
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
37
Tests of the conditional asset pricing model : further evidence from the cross-section of stock returns
Hyde, Stuart
;
Sherif, Mohamed
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10008702351
Saved in:
38
Causality from real stock returns to real activity : evidence of regime-dependence
Kanas, Angelos
;
Ioannidis, Christos
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10008702354
Saved in:
39
The equity premium and the business cycle : the role of demand and supply shocks
Smith, Peter N.
;
Sorensen, Steffen
;
Wickens, Michael R.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 134-152
Persistent link: https://www.econbiz.de/10008702360
Saved in:
40
Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Higgs, Helen
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001905066
Saved in:
41
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:
42
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:
43
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:
44
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:
45
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:
46
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:
47
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:
48
Return performance and liquidity of cross-listed Central European stocks
Korczak, Piotr
;
Bohl, Martin T.
-
2002
Persistent link: https://www.econbiz.de/10001737968
Saved in:
49
The information content of registered insider trading under Lax law enforcement
Wisniewski, Tomasz Piotr
;
Bohl, Martin T.
-
2002
Persistent link: https://www.econbiz.de/10001718821
Saved in:
50
The influence of positive feedback trading on return autocorrelation : evidence for the German stock market
Bohl, Martin T.
;
Reitz, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001653648
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