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1
Momentum profits, factor pricing, and macroeconomic
risk
Liu, Laura Xiaolei
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003746214
Saved in:
2
The spurious relation between inflation uncertainty and stock returns : evidence from the US
Azar, Samih Antoine
- In:
Review of economics & finance
(
2013
)
4
,
pp. 99-109
Persistent link: https://www.econbiz.de/10010225909
Saved in:
3
Momentum Profits and Macroeconomic
Risk
Liu, Laura X.L.
-
2005
Previous work shows that the growth rate of industrial production is a common macroeconomic
risk
factor in the cross …
Persistent link: https://www.econbiz.de/10012467199
Saved in:
4
Momentum Profits and Macroeconomic
Risk
Liu, Laura Xiaolei
-
2010
Previous work shows that the growth rate of industrial production is a common macroeconomic
risk
factor in the cross …
Persistent link: https://www.econbiz.de/10012762434
Saved in:
5
A threshold autoregressive analysis of stock returns and real economic activity
Domian, Dale L.
- In:
International review of economics & finance : IREF
6
(
1997
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10001225828
Saved in:
6
Industrial output and stock price revisited : an application of the multivariate indirect causality model
Huang, Bwo-nung
;
Yang, Chin-wei
- In:
The Manchester School
72
(
2004
)
3
,
pp. 347-362
Persistent link: https://www.econbiz.de/10002060230
Saved in:
7
Antitrust laws and the relationship between mergers, stock prices and industrial production : a cointegration approach
Chen, Kun-ming
;
Rau, Hsiu-Hua
- In:
Journal of industry, competition and trade
3
(
2003
)
1/2
,
pp. 27-40
Persistent link: https://www.econbiz.de/10001904482
Saved in:
8
Momentum profits and macroeconomic
risk
Liu, Laura Xiaolei
;
Warner, Jerold B.
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10003020819
Saved in:
9
Stock market volatility and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
Saved in:
10
Global and country-specific business cycle
risk
in time-vaying excess returns on asset markets
Nitschka, Thomas
-
2012
Persistent link: https://www.econbiz.de/10009674033
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