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Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19

Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576

Persistent link: https://www.econbiz.de/10013475299

Oil price returns skewness and forecastability of international stock returns over one century of data

Salisu, Afees A.; Gupta, Rangan - 2023

Persistent link: https://www.econbiz.de/10014443111

Changes in oil price and economic policy uncertainty and the G7 stock returns : evidence from asymmetric quantile regression analysis

Nusair, Salah A.; Al-Khasawneh, Jamal A. - In: Economic change & restructuring 56 (2023) 3, pp. 1849-1893

Persistent link: https://www.econbiz.de/10014327777

Stock returns, crude oil and gold prices in Turkey : evidence from rolling window-based nonparametric quantile causality test

Pata, Ugur Korkut; Usman, Ojonugwa; … - In: Asia Pacific financial markets 31 (2024) 3, pp. 779-797

Persistent link: https://www.econbiz.de/10015072381

The impact of domestic and global risk factors on Turkish stock market : evidence from the NARDL approach

Erdoğan, Levent; Ceylan, Reşat; Abdul-Rahman, Mutawakil - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1961-1974

Persistent link: https://www.econbiz.de/10013190240

The stock market effects of committing and setting GHG targets : evidence from the science-based initiative

Guerrero-Escobar, Santiago; Hernández del Valle, Gerardo; … - 2023

targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …

Persistent link: https://www.econbiz.de/10014438864

Expected stock market returns and volatility : three decades later

Kassa, Haimanot; Wang, Feifei; Yan, Xuemin Sterling - In: Critical finance review 12 (2023) 1/4, pp. 271-307

Persistent link: https://www.econbiz.de/10014370376

Time-varying spillover effects on sectoral equity returns

Balli, Hatice Ozer; Balli, Faruk; Jean-Louis, Rosmy - In: International review of finance 13 (2013) 1, pp. 67-91

Persistent link: https://www.econbiz.de/10009726485

Risk perception and equity returns : evidence from the SPX and VIX

Gang, Jianhua; Li, Xiang - In: Bulletin of economic research 66 (2014) 1, pp. 20-44

Persistent link: https://www.econbiz.de/10010399417

Performance of the multifractal model of asset returns (MMAR) : evidence from emerging stock markets

Günay, Samet - In: International Journal of Financial Studies : open … 4 (2016) 2, pp. 1-17

In this study, the performance of the Multifractal Model of Asset Returns (MMAR) was examined for stock index returns of four emerging markets. The MMAR, which takes into account stylized facts of financial time series, such as long memory, fat tails and trading time, was developed as an...

Persistent link: https://www.econbiz.de/10011474619