Results 71 to 80 of about 28,546 (167)
Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case
Mathematics, 2020 This research analyzes non-linear interdependencies between the Polish (WIG20) and the Spanish (IBEX 35) stock market returns with some other relevant international stock market returns, such as the German (DAX-30), the British (FTSE-100), the American ...
Francisco Jareño +2 more
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Expanding the Understanding of Socioeconomic Challenges in Developing Countries: Evidence on the Link between Market Liquidity and Stock Returns [PDF]
SocioEconomic ChallengesResearch in advanced markets has identified a negative and significant relationship between stock returns and liquidity. Conversely, research on emerging markets yields conflicting findings, indicating either a positive relationship or no relationship ...
Halil Dincer Kaya +1 more
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Journal of Economics and FinanceAbstract This paper investigates the dynamic relationship between investor attention to generative artificial intelligence, proxied by Google search trends for ChatGPT, and U.S. equity market dynamics. Utilizing a structural vector autoregression framework with weekly data from December 2022 to February 2026, we analyze the ...
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Unblocking COVID-19 impact on stock returns [PDF]
Financial Markets, Institutions and RisksCOVID-19 altered global economics activities during the pandemic period and still affects the stock returns. As worldwide resulted, this shift has changed the Pakistani stock returns activities.
Muhammad Zohaib, Muhammad Ismail
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Option Gamma and Stock Returns
SSRN Electronic Journal, 2022 Stocks with high net gamma exposure systematically underperform stocks with low net gamma exposure. This effect is distinct from other well-known return predictors, and survives many robustness checks. We show that stocks with low net gamma exposure negatively predict future realized volatility, and argue that investors command a risk premium to hold ...
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Економіка, управління та адмініструванняThis study investigates the causal relationship between earnings quality and stock returns in Nigeria’s consumer goods sector from 2015 to 2024. Using a comprehensive sample of 45 publicly listed consumer goods companies on the Nigerian Exchange Limited (
Sheriff Abdullateef +1 more
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On the relationship between oil market and European stock returns. [PDF]
Environ Sci Pollut Res Int, 2023 Magazzino C, Shahbaz M, Adamo M.
europepmc +1 more source
A Variance Decomposition for Stock Returns [PDF]
The Economic Journal, 1991 This paper shows that unexpected stock returns must be associated with changes in expected future dividends or expected future returns. A vector autoregressive method is used to break unexpected stock returns into these two components. In U.S. monthly data in 1927-88, one-third of the variance of unexpected returns is attributed to the variance of ...
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The impact of business and consumer confidence on stock market returns
Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh, 2020 This research examines the impact of business confidence and consumer confidence on stock market returns. The result has shown that consumer confidence has positive influence on stock market returns. The variablity of stock market returns is explained by
Nguyễn Kim Nam +1 more
doaj
Market framing bias and cross-sectional stock returns. [PDF]
PLoS One, 2023 Xie J, Zhang B, Gao B.
europepmc +1 more source