Results 101 to 110 of about 11,519 (249)
Economic Inquiry, EarlyView.Abstract This study replicates and extends Baker and Wurgler's (2006) analysis on investor sentiment's impact on stock returns. We confirm their findings by demonstrating the significant cross‐sectional effect of sentiment in both their original sample (1963–2002) and a new sample (2002–2023).
Kaiwen Leong +4 more
wiley +1 more source
Climate Policy Uncertainty, Environmental Regulatory Arbitrage, and Internal Carbon Leakage in the European Union: Fourier ARDL and Causality Analyses [PDF]
Melike Bildirici +2 more
openalex +1 more source
China inside out: Explaining silver flows in the triangular trade, c. 1820s‒70s
The Economic History Review, EarlyView.Abstract This paper analyses a new large dataset of silver prices, as well as silver and merchandise trade flows in and out of China in the crucial decades of the mid‐nineteenth century when the Empire was opened to world trade. Silver flows were associated with the interaction between heterogeneous monetary preferences and availability of specific ...
Alejandra Irigoin +2 more
wiley +1 more source
Appraisal Arbitrage Is There a Delaware Advantage?
, 2015 Gaurav Jetley, Xinyu Ji
openalex +1 more source
Spanish stock returns, growth, and inflation, 1900–2020
The Economic History Review, EarlyView.Abstract This paper studies equity returns in the Madrid Stock Exchange and their connections with the macroeconomy from the emergence of a stock market around 1900 to its ‘big bang’ at the turn of the twenty‐first century. Using high‐quality data from primary sources and the methodology of the modern IBEX35 (published since 1987), we constructed an ...
Stefano Battilossi +2 more
wiley +1 more source
Statistical Arbitrage and Robust Tests for Cointegration
, 2012 Thomas A. Hanson, Joshua C. Hall
openalex +1 more source
The Economic History Review, EarlyView.Abstract We develop new datasets of monthly grain prices in 14 urban markets and of the storage and marketing of grain by 5 rural estates located in western Germany between the late seventeenth century and c. 1860. We explore whether observed patterns of monthly prices, sales, and storage of grain are consistent with the rational competitive storage ...
Matthias Hartermann +2 more
wiley +1 more source
Can ETFs mitigate stock Co-movement? An analysis of an emerging market. [PDF]
Heliyon, 2023 Esmaeilpour Moghadam H.
europepmc +1 more source