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The cross-section of stock returns on The Shanghai Stock Exchange

Wong, Kie Ann; Tan, Ruth Seow-kuan; Liu, Wei - In: Review of quantitative finance and accounting 26 (2006) 1, pp. 23-39

Persistent link: https://www.econbiz.de/10003271021

Further tests of the ZCAPM asset pricing model

Kolari, James W.; Huang, Jianhua Z.; Liu, Wei; Liao, Huiling - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-23

In a recent book, Kolari et al. developed a new theoretical capital asset pricing model dubbed the ZCAPM. Based on out-of-sample cross-sectional tests using U.S. stocks, the ZCAPM consistently outperformed well-known multifactor models popular in the finance literature. This paper presents...

Persistent link: https://www.econbiz.de/10013165003

Forecasting the stock price of listed innovative SMEs using machine learning methods based on Bayesian optimization : evidence from China

Liu, Wei; Suzuki, Yoshihisa; Du, Shuyi - In: Computational economics 63 (2024) 5, pp. 2035-2068

Persistent link: https://www.econbiz.de/10014550859

The stock market, exchange rate and macro-economy : an empirical investigation

Morley, Bruce - 1997

Persistent link: https://www.econbiz.de/10001530605

Exchange rates and stock prices : implications for European convergence

Morley, Bruce - In: Journal of policy modeling : JPMOD ; a social science … 24 (2002) 5, pp. 523-526

Persistent link: https://www.econbiz.de/10001697701

The effects of direct democracy on stock market risk and returns : an event study from Switzerland

Morley, Bruce - In: Risks : open access journal 11 (2023) 2, pp. 1-13

The aim of this study was to determine whether referendums affect stock price risks and returns, using an event study approach. Daily end period data for the Swiss stock market index, the STOXX European market index, and the Swiss/US exchange rate running from the beginning of 2004 to June 2021,...

Persistent link: https://www.econbiz.de/10014233147

The monetary model of the exchange rate and equities : an ARDL bounds testing approach

Morley, Bruce - In: Applied financial economics 17 (2007) 4/6, pp. 391-397

Persistent link: https://www.econbiz.de/10003446043

The effects of commodity discoveries on small open economies : empirical evidence from the Falkland Islands

Morley, Bruce - In: Economies : open access journal 7 (2019) 4/106, pp. 1-10

The aim of this study is to determine the effects of discovering oil on the performance of a small open economy, in this case the Falkland Islands. Using an event study approach and the return on one of the Falkland Islands´ main companies, the results suggest that the discovery of oil has...

Persistent link: https://www.econbiz.de/10012132306

Asset pricing and foreign exchange risk : econometric evidence for the G-7

Morley, Bruce - In: Journal of international money and finance 17 (1998) 2, pp. 317-329

Persistent link: https://www.econbiz.de/10001246604

Stock prices as a leading indicator of the East Asian financial crisis

Broome, Simon J.; Morley, Bruce - 2003

Persistent link: https://www.econbiz.de/10001928195