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Overflow effect of credit rating announcements on stock exchange based on event study
Xie, Yuantao; Yang, Juan; Munir, Fahad - In: Applied economics letters 26 (2019) 17, pp. 1452-1462
Persistent link: https://www.econbiz.de/10012204819
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Tax haven investors, firm value and investor protection
Kim, Soonho; Jung, Hosung; Na, Haejung - In: Applied economics letters 26 (2019) 19, pp. 1634-1640
Persistent link: https://www.econbiz.de/10012204862
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Initial wealth effects of the Brexit vote on UK ADRs
Schaub, Mark - In: Applied economics letters 24 (2017) 17, pp. 1232-1236
Persistent link: https://www.econbiz.de/10011852431
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Do stock prices react to immigration restrictions? : evidence from an event study in Switzerland
Hanke, Philip C. - In: Applied economics letters 24 (2017) 17, pp. 1251-1254
Persistent link: https://www.econbiz.de/10011852463
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Overreaction to extreme market events and investor sentiment
Piccoli, Pedro; Chaudhury, Mohammed M. - In: Applied economics letters 25 (2018) 2, pp. 115-118
Persistent link: https://www.econbiz.de/10011853707
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A first look at Brexit and global equity markets
Burdekin, Richard C. K.; Hughson, Eric; Gu, Jinlin - In: Applied economics letters 25 (2018) 2, pp. 136-140
Persistent link: https://www.econbiz.de/10011853727
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The valuation of power exchange options with counterparty risk and jump risk
Wang, Xingchun; Song, Shiyu; Wang, Yongjin - In: The journal of futures markets 37 (2017) 5, pp. 499-521
Persistent link: https://www.econbiz.de/10011950726
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VPIN, jump dynamics and inventory announcements in energy futures markets
Bjursell, Johan; Wang, George H. K.; Zheng, Hui - In: The journal of futures markets 37 (2017) 6, pp. 542-577
Persistent link: https://www.econbiz.de/10011950836
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Sugar with your coffee? : fundamentals, financials, and softs price uncertainty
Covindassamy, Genèvre; Robe, Michel A.; Wallen, Jonathan - In: The journal of futures markets 37 (2017) 8, pp. 744-765
Persistent link: https://www.econbiz.de/10011950876
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Do futures prices help forecast the spot price?
Jin, Xin - In: The journal of futures markets 37 (2017) 12, pp. 1205-1225
Persistent link: https://www.econbiz.de/10011951030