The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
Neophytos Lambertides, Christos S. Savva, Dimitris A. Tsouknidis
| Year of publication: |
June 2017
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|---|---|
| Authors: | Lambertides, Neophytos ; Savva, Christos S. ; Tsouknidis, Dimitris A. |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 74.2017, p. 137-146
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| Subject: | Oil price shocks | Stock order flow imbalances | Structural VAR | Ölpreis | Oil price | USA | United States | VAR-Modell | VAR model | Aktienmarkt | Stock market | Börsenkurs | Share price | Schock | Shock | Volatilität | Volatility | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011787927