Similar Search Results - EconBiz

Policy responses to COVID-19 and stock market reactions : an international evidence

Deng, Tianjie; Xu, Pisun; Lee, Young Jin - In: Journal of economics & business 119 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013428947

Do upgrades matter? : evidence from trading volume

Brogaard, Jonathan; Koski, Jennifer L.; Siegel, Andrew F. - In: Journal of financial markets 43 (2019), pp. 54-77

Persistent link: https://www.econbiz.de/10012316300

Do Upgrades Matter? Evidence from Trading Volume

Brogaard, Jonathan - 2020

Prior research documents no significant abnormal returns around upgrades of credit ratings, suggesting that upgrades do not convey new information. These tests are limited by lack of data, liquidity screens, and ambiguous predictions. We extend prior research using trading volume. Because volume...

Persistent link: https://www.econbiz.de/10012856172

Conditioning variables and the cross section of stock returns

Ferson, Wayne E.; Harvey, Campbell R. - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1325-1360

Persistent link: https://www.econbiz.de/10001395766

Sources of risk and expected returns in global equity markets

Ferson, Wayne E.; Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881184

Non-stationarity and stage-of-the-business-cycle effects in consumption-based asset pricing relations

Ferson, Wayne E. - In: Journal of financial economics 18 (1987) 1, pp. 127-146

Persistent link: https://www.econbiz.de/10001020461

Conditioning variables and the cross-section of stock returns

Ferson, Wayne E.; Harvey, Campbell R. - 1999

Persistent link: https://www.econbiz.de/10001375822

Do arbitrage pricing models explain the predictability of stock returns?

Ferson, Wayne E. - In: The journal of business : B 68 (1995) 3, pp. 309-349

Persistent link: https://www.econbiz.de/10001186491

Seasonality and consumption-based asset pricing

Ferson, Wayne E. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 511-552

Persistent link: https://www.econbiz.de/10001128130

Predictability and time-varying risk in world equity markets

Ferson, Wayne E. - In: Research in finance 13 (1995), pp. 25-88

Persistent link: https://www.econbiz.de/10001201311

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