Similar Search Results

Cross-listing and subsequent delisting in foreign markets

You, Leyuan; Parhizgari, Ali M.; Srivastava, Suresh C. - In: Journal of empirical finance 19 (2012) 2, pp. 200-216

Persistent link: https://www.econbiz.de/10009615717

CEO incentive compensation and stock price momentum

Wang, Jian; Huang, Yanhuang; Feng, Hongrui; Li, Xingjian; … - In: Accounting and finance 63 (2023), pp. 975-1028

Persistent link: https://www.econbiz.de/10014301841

CEO incentive compensation and stock liquidity

Feng, Hongrui; Yan, Shu - In: Review of quantitative finance and accounting 53 (2019) 4, pp. 1069-1098

Persistent link: https://www.econbiz.de/10012234483

Nominal price illusion, return skewness, and momentum

Jia, Yuecheng; Xu, Zheng; Yan, Shu; Zhang, Runyu - In: Finance research letters 67 (2024) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10015062608

Jump Risk, Stock Returns, and Slope of Implied Volatility Smile

Yan, Shu - 2010

In the presence of jump risk, expected stock return is a function of the average jump size, which can be proxied by the slope of option implied volatility smile. This implies a negative predictive relation between the slope of implied volatility smile and stock return, which is strongly...

Persistent link: https://www.econbiz.de/10013147764

Some empirics of the ISEQ index

Lucey, Brian M. - In: The economic and social review 25 (1994) 2, pp. 157-177

Persistent link: https://www.econbiz.de/10001160748

Investigating the determinants of the wednesday seasonal in Irish equities

Lucey, Brian M. - In: Research in international business and finance 20 (2006) 1, pp. 62-76

Persistent link: https://www.econbiz.de/10003374207

Do ethics outpace sins?

Karim, Sitara; Naeem, Muhammad Abubakr; Lucey, Brian M. - In: Finance research letters 47 (2022) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10013553582

How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; Viviani, Jean-Laurent - In: Technological forecasting & social change : an … 185 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10014234848

Trade policy uncertainty and its impact on the stock market : evidence from China-US trade conflict

He, Feng; Lucey, Brian M.; Wang, Ziwei - In: Finance research letters 40 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012819945