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A reexamination of Friedman-Ball's hypothesis in Slovakia : evidence from wavelet analysis

Tao, Ran; Li, Zheng-Zheng; Li, Xiao-Lin; Su, Chi-Wei - In: Romanian journal of economic forecasting 21 (2018) 4, pp. 41-54

Persistent link: https://www.econbiz.de/10012021869

Covid-19 and asset management in EU : a preliminary assessment of performance and investment styles

Rizvi, Kumail Abbas; Mirza, Nawazish; Naqvi, Bushra; … - In: The journal of asset management 21 (2020) 4, pp. 281-291

Persistent link: https://www.econbiz.de/10012292792

Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs

Rizvi, Kumail Abbas; Naqvi, Bushra; Mirza, Nawazish - In: Financial modeling and risk management of energy and …, (pp. 495-524). 2022

Persistent link: https://www.econbiz.de/10013350128

The resilience of Islamic equity funds during COVID-19 : evidence from risk adjusted performance, investment styles and volatility timing

Mirza, Nawazish; Rizvi, Kumail Abbas; Saba, Irum; … - In: International review of economics & finance : IREF 77 (2022), pp. 276-295

Persistent link: https://www.econbiz.de/10013332354

Evidence of volatility clustering and asymmetric behavior of returns in Asian emerging stock markets

Naqvi, Syed M. Waqar Azeem; Khan, Kanwal Iqbal; … - In: Pakistan economic and social review : incorporating the … 57 (2019) 2, pp. 163-197

Persistent link: https://www.econbiz.de/10013531991

Co-movement of foreign exchange rate returns and stock market returns in an emerging market : evidence from the wavelet coherence approach

He, Xingxing; Gökmenoglu, Korhan K.; Kirikkaleli, Dervis; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1994-2005

Persistent link: https://www.econbiz.de/10014253642

Economic policy uncertainty and housing returns in Germany : evidence from a bootstrap rolling window

Su, Chi-Wei; Li, Xin; Lobonţ, Oana-Ramona; Zhao, Yanping - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 34 (2016) 1, pp. 43-61

Persistent link: https://www.econbiz.de/10011567195

Tomorrow's Fish and Chip Paper? Slowly Incorporated News and the Cross-Section of Stock Returns

Tao, Ran - 2020

The link between news and investor decision making is widely discussed in the literature. Utilising unique U.S. firm-level news data between 1979 and 2016, we document a cross-sectional difference in the speed of the diffusion of information contained in news. We distinguish news articles as...

Persistent link: https://www.econbiz.de/10012849678

When is a MAX not the MAX? : how news resolves information uncertainty

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51

Persistent link: https://www.econbiz.de/10012430435

Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: The European journal of finance 27 (2021) 8, pp. 774-795

Persistent link: https://www.econbiz.de/10012516133