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Expected inflation and U.S. stock sector indices : a dynamic time-scale tale from inflationary and deflationary crisis periods

Bouri, Elie; Nekhili, Ramzi; Kinateder, Harald; … - In: Finance research letters 55 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014473034

Effect of interest rate changes and dividend announcements on stock returns : evidence from a frontier economy

Hasan, Fakhrul; Kayani, Umar Nawaz; Abdel-Razzaq, Assim … - In: Pakistan journal of commerce and social sciences 16 (2022) 4, pp. 639-659

This paper is motivated from previous work in the area of bank interest rate and dividend policy, and we went further to figure out whether there is any association between interest rate changes and the stock market's reaction to dividend announcements. To conduct this research paper, we used 61...

Persistent link: https://www.econbiz.de/10013550309

Volatility spillover effect between Pakistan and Shanghai Stock Exchanges using copula and dynamic conditional correlation model

Afzal, Fahim; Choudhury, Tonmoy; Kamran, Muhammad - In: International journal of Islamic and Middle Eastern … 16 (2023) 1, pp. 59-80

Persistent link: https://www.econbiz.de/10014339621

Firm carbon risk exposure, stock returns, and dividend payment

Boubaker, Sabri; Choudhury, Tonmoy; Hasan, Fakhrul; … - In: Journal of economic behavior & organization 221 (2024), pp. 248-276

Persistent link: https://www.econbiz.de/10014553221

Multiple-period market risk prediction under long memory : when VaR is higher than expected

Kinateder, Harald; Wagner, Niklas F. - In: Journal of risk finance : the convergence of financial … 15 (2014) 1, pp. 4-32

Persistent link: https://www.econbiz.de/10010252220

Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?

Kinateder, Harald; Hofstetter, Benedikt; Wagner, Niklas F. - In: Finance research letters 21 (2017), pp. 144-150

Persistent link: https://www.econbiz.de/10011807738

Domestic mergers and acquisitions in BRICS countries : acquirers and targets

Kinateder, Harald; Fabich, Matthias; Wagner, Niklas F. - In: Emerging markets review 32 (2017), pp. 190-199

Persistent link: https://www.econbiz.de/10011803269

Calendar effects in Bitcoin returns and volatility

Kinateder, Harald; Papavassiliou, Vassilios G. - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012485376

Time for gift giving : abnormal share repurchase returns and uncertainty

Anolick, Nina; Batten, Jonathan A.; Kinateder, Harald; … - In: The journal of corporate finance : contracting, … 66 (2021), pp. 1-24

Persistent link: https://www.econbiz.de/10012514639

Liquidity, surprise volume and return premia in the oil market

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 77 (2019), pp. 93-104

Persistent link: https://www.econbiz.de/10012306351