Results 301 to 310 of about 133,716 (312)

Cross-sectional stock return predictability in China

European Journal of Finance, 2017
Nusret Çakici, Kalok Chan, Kudret Topyan   +2 more
exaly  

Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations

International Review of Economics and Finance, 2020
Chih-Hsiang Hsu, Hsiu-Chuan Lee, Donald Lien   +2 more
exaly  

News impact on stock price return via sentiment analysis

Knowledge-Based Systems, 2014
Xiaodong Li, Haoran Xie, Li Chen
exaly  

Forecasting daily stock market return using dimensionality reduction

Expert Systems With Applications, 2017
Xiao Zhong, David Enke
exaly  

Stock return-inflation nexus; revisited evidence based on nonlinear ARDL

Journal of Applied Economics, 2020
Huthaifa Alqaralleh
exaly  

Volatility and return spillovers between stock markets and cryptocurrencies

Quarterly Review of Economics and Finance, 2021
exaly  

Stock Returns [PDF]

, 1984
Bjorn Wahlroos, Tom Berglund
openaire   +1 more source

Financial report readability and stock return synchronicity

Applied Economics, 2019
Nan Hu
exaly  

Intraday momentum and stock return predictability: Evidence from China

Economic Modelling, 2019
Yaojie Zhang, Feng Ma
exaly  

Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis

International Review of Economics and Finance
Libo Yin, You Wu
exaly