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How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; Viviani, Jean-Laurent - In: Technological forecasting & social change : an … 185 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10014234848

Impact of early COVID-19 pandemic on the US and European stock markets and volatility forecasting

Rahman, Mohammad Mazibar; Chi, Guotai; Gupta, Anupam Das; … - In: Economic research 35 (2022) 1,4, pp. 3591-3608

Persistent link: https://www.econbiz.de/10014384447

An enquiry into the monetary policy and stock market shocks in the US

Sharif, Taimur; Bouteska, Ahmed; Abedin, Mohammad Zoynul; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-35

Persistent link: https://www.econbiz.de/10015331619

Revisiting overconfidence in investment decision-making : further evidence from the U.S. market

Bouteska, Ahmed; Harasheh, Murad; Abedin, Mohammad Zoynul - In: Research in international business and finance 66 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014463384

COVID-19 and stock returns : evidence from the Markov switching dependence approach

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Research in international business and finance 64 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014279046

Executive compensation, risk and performance : evidence from the USA

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: Corporate governance : international journal of … 24 (2024) 4, pp. 964-991

Persistent link: https://www.econbiz.de/10015052798

Predicting prices of the US and G7 stock indices in uncertain times : evidence from the application of a hybrid neural network

Bouteska, Ahmed; Sharif, Taimur; Hájek, Petr; Abedin, … - In: Journal of behavioral and experimental economics 116 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015402220

COVID-19 Effects on the US Stock Index Returns : An Event Study Approach

Chowdhury, Emon Kalyan - 2020

This paper aims to measure the impact of COVID-19 pandemic on the US stock market.It applies Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Vector Autoregressive (VAR) and Event study Method (ESM) models. The ESM follows three different timelines, such as pre-event,...

Persistent link: https://www.econbiz.de/10012832878

Output, employment, and price effects of U.S. narrative tax changes : a factor-augmented vector autoregression approach

Alam, Masud - 2024

Persistent link: https://www.econbiz.de/10015141955

Volatility in U.S. housing sector and the reit equity return

Alam, Masud - In: The journal of real estate finance and economics 69 (2024) 3, pp. 505-544

Persistent link: https://www.econbiz.de/10015080953