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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
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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
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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
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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
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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
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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
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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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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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Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.; Czaja, Marc-Gregor; Kaufmann, Philipp - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 139-159
Persistent link: https://www.econbiz.de/10011627527
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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