Similar Search Results - EconBiz

Do Oil Futures Prices Predict Stock Returns?

Chiang, I-Hsuan Ethan - 2017

This paper explores stock return predictability by exploiting the cross-section of oil futures prices. Motivated by the principal component analysis, we find the curvature factor of the oil futures curve predicts monthly stock returns: a 1% per month increase in the curvature factor predicts...

Persistent link: https://www.econbiz.de/10012967736

The impact of investor attention on mispricing of dual-listed shares : evidence from Chinese A-share and H-share markets

Huang, Wei-Ling; Chiang, I-Hsuan Ethan; Wu, Ming-Hung - In: Pacific-Basin finance journal 92 (2025), pp. 1-21

Persistent link: https://www.econbiz.de/10015433106

Inflation and asset prices in a monetary economy

Balduzzi, Pierluigi - In: Economics letters 53 (1996) 1, pp. 67-74

Persistent link: https://www.econbiz.de/10001212273

Nonlinearities in asset prices and infrequent noise trading

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - 1992

Persistent link: https://www.econbiz.de/10000836582

Economic news and the yield curve : evidence from the US treasury market

Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - 1998

Persistent link: https://www.econbiz.de/10000981121

Asset price dynamics and infrequent feedback trades

Balduzzi, Pierluigi - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1747-1766

Persistent link: https://www.econbiz.de/10001191656

Minimal returns and the breakdown of the price-volume relation

Balduzzi, Pierluigi - In: Economics letters 50 (1996) 2, pp. 265-269

Persistent link: https://www.econbiz.de/10001197571

Price barriers and the dynamics of asset prices in equilibrium

Balduzzi, Pierluigi - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 2, pp. 137-159

Persistent link: https://www.econbiz.de/10001224471

Asset price dynamics and infrequent feedback trades

Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - In: New research in financial markets, (pp. 207-225). 2001

Persistent link: https://www.econbiz.de/10001674487

Economic news and bond prices : evidence from the US treasury market

Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 523-543

Persistent link: https://www.econbiz.de/10001651573

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