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1
Momentum Profits and Macroeconomic
Risk
Liu, Laura X.L.
-
2005
Previous work shows that the growth rate of industrial production is a common macroeconomic
risk
factor in the cross …
Persistent link: https://www.econbiz.de/10012467199
Saved in:
2
Momentum profits and macroeconomic
risk
Liu, Laura Xiaolei
;
Warner, Jerold B.
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10003020819
Saved in:
3
The COVID-19 storm and the energy sector : the impact and role of uncertainty
Szczygielski, Jan Jakub
;
Brzeszczyński, Janusz
; …
- In:
Energy economics
109
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013283963
Saved in:
4
Financial distress
risk
and momentum effects : evidence from China's stock market
Wang, Qian
- In:
International journal of economics and finance
9
(
2017
)
12
,
pp. 153-161
Persistent link: https://www.econbiz.de/10011782901
Saved in:
5
Macroeconomic risks and REITs returns : a comparative analysis
Kola, Katlego
;
Kodongo, Odongo
- In:
Research in international business and finance
42
(
2017
),
pp. 1228-1243
Persistent link: https://www.econbiz.de/10011760970
Saved in:
6
Macroeconomic
risk
and seasonality in momentum profits
Ji, Xiuqing
;
Martin, J. Spencer
;
Yao, Yaqiong
- In:
Journal of financial markets
36
(
2017
),
pp. 76-90
Persistent link: https://www.econbiz.de/10011820364
Saved in:
7
The macroeconomic shock with the highest price of
risk
Pinter, Gabor
-
2016
Persistent link: https://www.econbiz.de/10011557416
Saved in:
8
The effects of the Paris climate agreement on stock markets : evidence from the German stock market
Huy Pham
;
Van Nguyen
;
Ramiah, Vikash
;
Saleem, Kashif
; …
- In:
Applied economics
51
(
2019
)
57
,
pp. 6068-6075
Persistent link: https://www.econbiz.de/10012197318
Saved in:
9
Market anomalies and disaster
risk
: evidence from extreme weather events
Lanfear, Matthew G.
;
Lioui, Abraham
;
Siebert, Mark G.
- In:
Journal of financial markets
46
(
2019
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012317885
Saved in:
10
Return seasonalities in government bonds and macroeconomic
risk
Mikutowski, Mateusz
;
Karathanasopoulos, Andreas
; …
- In:
Economics letters
176
(
2019
),
pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
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