Oil information uncertainty and aggregate market returns : a natural experiment based on satellite data
Year of publication: |
2024
|
---|---|
Authors: | Hao, Xianfeng ; Wang, Yudong ; Wu, Chongfeng ; Wu, Liangyu |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 2014997-9. - Vol. 70.2024, Art.-No. 100913, p. 1-19
|
Subject: | Alternative data | Satellite information uncertainty | Cloud cover | Excess returns | Kapitaleinkommen | Capital income | Risiko | Risk | Weltraumtechnik | Space technology | Information |
-
Optimal taxation of normal and excess returns to risky assets
Boadway, Robin W., (2021)
-
Economic policy uncertainty dispersion and excess returns : evidence from China
Yang, Jianlei, (2021)
-
The effects of economic policy uncertainty on stock market returns : evidence from Brazil
Gea, Cristiane, (2021)
- More ...
-
Forecasting stock returns : a time-dependent weighted least squares approach
Wang, Yudong, (2021)
-
Hedging with Futures : Does Anything Beat the Naïve Hedging Strategy?
Wang, Yudong, (2015)
-
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong, (2020)
- More ...