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subject:"Share price"
subject:"Capital income"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Decomposing the yield curve with linear regressions and survey information
Halberstadt, Arne
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 25-39
Persistent link: https://www.econbiz.de/10014461532
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
4
Trading strategies and the frequency of time-series
Isaenko, Sergei
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
Saved in:
5
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
6
Detecting periodically collapsing bubbles in the S&P 500
Nguyen, Quynh Nhu
;
Waters, George
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 83-91
Persistent link: https://www.econbiz.de/10013258514
Saved in:
7
Macroeconomic determinants of foreign exchange rate exposure
Fuchs, Fabian U.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 77-102
Persistent link: https://www.econbiz.de/10013336073
Saved in:
8
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
Saved in:
9
Further evidence on long-run abnormal returns after corporate events
Kolari, James W.
;
Pynnönen, Seppo
;
Tuncez, Ahmet M.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 421-439
Persistent link: https://www.econbiz.de/10012656438
Saved in:
10
Stock earnings and bond yields in the US 1871-2017 : the story of a changing relationship
Zakamulin, Valeriy
;
Hunnes, John A.
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 182-197
Persistent link: https://www.econbiz.de/10012655036
Saved in:
11
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
12
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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13
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
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14
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
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15
Conditional correlation between exchange rates and stock prices
Ding, Liang
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 452-463
Persistent link: https://www.econbiz.de/10012655525
Saved in:
16
Individual investor ownership and the news coverage premium
Marmora, Paul
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 494-507
Persistent link: https://www.econbiz.de/10012655544
Saved in:
17
Earnings and liquidity factors
Snigaroff, Robert
;
Wroblewski, David
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 508-523
Persistent link: https://www.econbiz.de/10012655545
Saved in:
18
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
19
The impact of order flow on event study returns : new evidence from zero-leverage firms
Zhang, Sijia
;
Gregoriou, Andros
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 627-634
Persistent link: https://www.econbiz.de/10012655584
Saved in:
20
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
Saved in:
21
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
Saved in:
22
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
23
The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
Saved in:
24
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
25
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
26
Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.
;
Alhadab, Mohammad
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 355-371
Persistent link: https://www.econbiz.de/10012431325
Saved in:
27
Extreme returns and the investor's expectation for future volatility : evidence from the Finnish stock market
Ali, Syed Riaz Mahmood
;
Ahmed, Shaker
;
Östermark, Ralf
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 260-269
Persistent link: https://www.econbiz.de/10012417625
Saved in:
28
Investors and dividend yields
Baker, H. Kent
;
De Ridder, Adri
;
Råsbrant, Jonas
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 386-395
Persistent link: https://www.econbiz.de/10012417789
Saved in:
29
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
30
Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies
Nguyen, Trang
;
Chaiechi, Taha
;
Eagle, Lynne C.
;
Low, …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 308-324
Persistent link: https://www.econbiz.de/10012416910
Saved in:
31
Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Guidolin, Massimo
;
Ricci, Andrea
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012417037
Saved in:
32
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
33
Institutions and return predictability in oil-exporting countries
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Shugarman, …
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 14-26
Persistent link: https://www.econbiz.de/10012175820
Saved in:
34
Asymmetric impact of oil prices on exchange rate and stock prices
Kumar, Satish
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 41-51
Persistent link: https://www.econbiz.de/10012176115
Saved in:
35
Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
Saved in:
36
Estimating the beta-return relationship by considering the sign and the magnitude of daily returns
Ben Sita, Bernard
- In:
The quarterly review of economics and finance : journal …
67
(
2018
),
pp. 28-35
Persistent link: https://www.econbiz.de/10012034395
Saved in:
37
Measuring contagion effects between crude oil and Chinese stock market sectors
Fang, Sheng
;
Egan, Paul
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 31-38
Persistent link: https://www.econbiz.de/10012034503
Saved in:
38
Temporary price trends in the stock market with rational agents
Ichkitidze, Yuri
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012034517
Saved in:
39
Stock return predictability and model instability : evidence from mainland China and Hong Kong
Hong, Hui
;
Chen, Naiwei
;
O'Brien, Fergal
;
Ryan, James
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 132-142
Persistent link: https://www.econbiz.de/10012034528
Saved in:
40
Equivalent volume and comovement
Staer, Arsenio
;
Sottile, Pedro
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
Saved in:
41
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
42
Quantile dependence between the stock, bond and foreign exchange markets : evidence from the UK
Raza, Hamid
;
Wu, Weiou
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 286-296
Persistent link: https://www.econbiz.de/10012035018
Saved in:
43
Volatility spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012035037
Saved in:
44
Examining return predictability of industry style portfolios with prior return relative to a benchmark
Noman, Abdullah
;
Naka, Atsuyuki
;
Zirek, Duygu
- In:
The quarterly review of economics and finance : journal …
63
(
2017
),
pp. 193-203
Persistent link: https://www.econbiz.de/10011792014
Saved in:
45
Diversification of risk exposure through country mutual funds under alternative investment opportunities
Naka, Atsuyuki
;
Noman, Abdullah
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 215-227
Persistent link: https://www.econbiz.de/10011792309
Saved in:
46
Do terror attacks predict gold returns? : evidence from a quantile-predictive-regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Pierdzioch, Christian
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 276-284
Persistent link: https://www.econbiz.de/10011792493
Saved in:
47
Market states and the risk-return tradeoff
Wang, Zijun
;
Khan, M. M. Moosa
- In:
The quarterly review of economics and finance : journal …
65
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011792498
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48
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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49
How does divergence of opinions affect the relative trading activity and information content in option and stock prior to takeover announcement?
Huang, Han-Ching
;
Tung, P. S.
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 162-171
Persistent link: https://www.econbiz.de/10011627400
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50
The source of stock return fluctuation in Taiwan
Liu, De-Chih
;
Liu, Chih-Yun
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 77-88
Persistent link: https://www.econbiz.de/10011627513
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