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Modeling the contemporaneous duration dependence for high-frequency stock prices
Chu, Ba; Voia, Marcel-Christian - In: Finance research letters 7 (2010) 3, pp. 148-162
Persistent link: https://www.econbiz.de/10009272759
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Testing the hypothesis of duration dependence in the US housing market
Dettoni, Robinson; Gil-Alaña, Luis A. - In: Finance research letters 58 (2023) 4, pp. 1-9
Persistent link: https://www.econbiz.de/10014632834
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Corporate social responsibility, market rivalry and firm leverage : new evidence from a fixed-effect quantile regression approach
Nguyen Minh Thanh; Anh Mai Ngoc; Anh Nguyen Tuan; Tung … - In: Finance research letters 47 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013553932
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Uncovering the risk-return trade-off through ridge regressions
Alemany, Nuria; Aragó, Vicent; Salvador, Enrique - In: Finance research letters 71 (2025), pp. 1-13
Persistent link: https://www.econbiz.de/10015197449
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng; Zhu, Huiming; You, Wan-hai - In: Finance research letters 25 (2018), pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
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Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan; Zhou, Guofu - In: Finance research letters 15 (2015), pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
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In search of hedges and safe havens : revisiting the relations between gold and oil in the rolling regression framework
Śmiech, Sławomir; Papież, Monika - In: Finance research letters 20 (2017), pp. 238-244
Persistent link: https://www.econbiz.de/10011806928
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Twitter's daily happiness sentiment and the predictability of stock returns
You, Wan-hai; Guo, Yawei; Peng, Cheng - In: Finance research letters 23 (2017), pp. 58-64
Persistent link: https://www.econbiz.de/10011808358
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Analysts' forecast dispersion and stock returns : a panel threshold regression analysis based on conditional limited market participation hypothesis
Li, Leon; Chen, Carl R. - In: Finance research letters 18 (2016), pp. 100-107
Persistent link: https://www.econbiz.de/10011656802