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The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Cam, Marie-Anne; Ramiah, Vikash - In: Review of quantitative finance and accounting 42 (2014) 2, pp. 171-189
Persistent link: https://www.econbiz.de/10010391717
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News sentiment and stock market volatility
Hsu, Yen-Ju; Lu, Yang-cheng; Yang, J. Jimmy - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
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Determinants of equity return correlations : a case study of the Amman Stock Exchange
Alomari, Mohammad; Power, David M.; Tantisantiwong, Nongnuch - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10011979091
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Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
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Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
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Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il; Krausz, Joshua; Nam, Kiseok - In: Review of quantitative finance and accounting 36 (2011) 3, pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
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Modelling return and conditional volatility exposures in global stock markets
Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Review of quantitative finance and accounting 27 (2006) 2, pp. 125-142
Persistent link: https://www.econbiz.de/10003349568
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Another look at value and momentum : volatility spillovers
Grobys, Klaus; Vähämaa, Sami - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
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Comovements between Chinese and global stock markets : evidence from aggregate and sectoral data
Chiang, Thomas C.; Lao, LanJun; Xue, Qingfeng - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1003-1042
Persistent link: https://www.econbiz.de/10011595781
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Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi; … - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214