Feb 20 2022 Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee   International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 18 2021 Euikyu Choi , Wei Du and Caitlin Riley   The impact of Wayfair vs. South Dakota on retailers: an event study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2021 Paulo F. Marschner and Paulo Sergio Ceretta   The impact of oil price shocks on latin american stock markets: a behavioral approach   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2020 Juanjuan Zhuo and Masao Kumamoto   Stock market reactions to COVID-19 and containment policies: A panel VAR approach   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2020 K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan   Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 07 2020 Jau-er Chen and Rajarshi Mitra   Demographic Shifts and Asset Returns in Japan   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 07 2020 Garry L. Shelley , Anca Traian and William J. Trainor Jr.   Stock market "prediction" models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 01 2020 Maxim Zagonov and Bernd Hanke   Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2020 Nawazish Mirza , Amir Hasnaoui and Birjees Rahat   Credit Quality and Stock Returns of Commercial Banks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2019 Benjamin Carl Anderson and Stoyu I Ivanov   Study of the impact of the Great Recession on the relation between earnings surprises and stock returns   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 27 2019 Román Ferrer , Syed Jawad Hussain Shahzad and Adrián Maizonada   Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 07 2018 Harri Pönkä   Sentiment and sign predictability of stock returns   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Simeon Ebechidi and Eleanya K. Nduka   Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Nawazish Mirza and Krishna Reddy   Asset Pricing in a Developing Economy: Evidence from Pakistan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 04 2017 Riadh El abed   Exploring the nexus between Stock prices and Macroeconomic shocks: Panel VAR approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 22 2017 Giray Gozgor and Ender Demir   Excess stock returns, oil shocks, and policy uncertainty in the U.S.   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Liam Ison and Robert Hudson   Stock predictability and preceding stock price changes – evidence from central and eastern european markets   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2017 Siew-Pong Cheah , Thian-Hee Yiew and Cheong-Fatt Ng   A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia.   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2016 Mohamed Arouri and David Roubaud   On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 20 2014 Mohamed Arouri , Christophe Rault and Frédéric Teulon   Economic policy uncertainty, oil price shocks and GCC stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 21 2013 Francisca Beer , Fabrice Hervé and Mohamed Zouaoui   Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 14 2013 Terence t. l. Chong and Xiaolei Wang   Can analyst predict stock market crashes?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 08 2013 Rosemarie Bröker Bone and Eduardo P Ribeiro   Informational content of corporate ratings in a developing country: the case of Brazilian firms   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller   Quantiles autocorrelation in stock markets returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 24 2012 Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph   Are the emerging bric stock markets efficient?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 24 2012 Kuang-Liang Chang   Stock return predictability and stationarity of dividend yield   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 25 2012 Jaqueson K. Galimberti and Sergio da Silva   An empirical case against the use of genetic-based learning classifier systems as forecasting devices   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 20 2011 Ozlem Goktas and Aycan Hepsag   Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 15 2011 Chaker Aloui Mr and Ben hamida Hela miss   Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2010 Jijun Niu   The effect of CEO overconfidence on bank risk taking   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 26 2010 Robert Finger   Stock price responses on the German suspension of genetically modified maize   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 11 2010 Ryan Compton and Syeed Khan   An examination of the stability of short-run Canadian stock predictability   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 25 2010 Arouri Mohamed El Hedi and Jawadi Fredj   Short and long-term links between oil prices and stock markets in Europe   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 24 2009 Matei Demetrescu   Panel unit root testing and the martingale difference hypothesis for German stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 06 2009 Carlos Bautista , Philippe Rous and Amine Tarazi   The determinants of bank stock return's co-movements in East Asia   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 14 2008 Gueorgui I. Kolev   Forecasting aggregate stock returns using the number of initial public offerings as a predictor   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 20 2007 Ranasinghe Malmini   Scale invariance in financial time series   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 27 2007 Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang   Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 05 2006 Erdal Atukeren and Aylin Seçkin   Art and the Economy: A First Look at the Market for Paintings in Turkey   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 03 2005 Fang Xu   Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany   Abstract  Contact Information  Citation  Full Text  -  Note