Similar Search Results

Stock return predictability in South Africa : the role of major developed markets

Wen, Yi-Chieh; Lin, Philip T.; Li, Bin; Roca, Eduardo - In: Finance research letters 15 (2015), pp. 257-265

Persistent link: https://www.econbiz.de/10011553256

Spillover effects of the US stock market and the predictability of returns : international evidence based on daily data

Wen, Yi-Chieh; Li, Bin; Chen, Xiaoyue; Singh, Tarlok - In: Applied economics 55 (2023) 45, pp. 5251-5266

Persistent link: https://www.econbiz.de/10014335067

Stock returns and consumption factors in the Australian market : cross-sectional tests

Li, Bin; Liu, Benjamin; Roca, Eduardo - In: Australian journal of management 36 (2011) 2, pp. 247-266

Persistent link: https://www.econbiz.de/10009303247

Revisiting the weak-form efficiency of the Australian stock market

Tong, Tong; Li, Bin; Benkato, Omar M. - In: Corporate ownership & control : international … 11 (2013/14) 2, pp. 21-28

Persistent link: https://www.econbiz.de/10011337223

Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608

Persistent link: https://www.econbiz.de/10011642932

An investigation into the interdependence of global water indices : a VAR analysis

Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Applied economics 49 (2017) 8, pp. 769-796

Persistent link: https://www.econbiz.de/10011810888

How pervasive is the effect of culture on stock market linkages? : evidence across regions and economic cycles

Singh, Vikkram; Li, Bin; Roca, Eduardo - In: Applied economics 49 (2017) 42, pp. 4209-4230

Persistent link: https://www.econbiz.de/10011820074

Does gold-platinum price ratio predict stock returns? : international evidence

Xu, Dezhong; Li, Bin; Singh, Tarlok - In: International journal of managerial finance : IJMF 19 (2023) 2, pp. 308-330

Persistent link: https://www.econbiz.de/10014325743

The evaluation and comparison of three benchmark asset pricing models with daily data : supplementary evidence

Shi, Qi; Li, Bin - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 2, pp. 514-530

Persistent link: https://www.econbiz.de/10014266894

Augmenting the Intertemporal CAPM with Inflation : Further Evidence from Alternative Models

Shi, Qi; Li, Bin; Cheung, Adrian (Wai‐Kong); Chung, … - 2020

Studies consistently find that inflation is an important augmented factor for intertemporal capital asset pricing models (ICAPMs) when pricing the Fama–French 25 size and book-to-market portfolios. We extend this line of research by investigating two alternative ICAPM models (from Michel; Hahn...

Persistent link: https://www.econbiz.de/10014098402