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New evidence on oil price and firm returns. (2011). Sharma, Susan ; Narayan, Paresh.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:35:y:2011:i:12:p:3253-3262.

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  1. Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

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  2. The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami.
    In: Resources Policy.
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  3. Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
    In: International Review of Financial Analysis.
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  4. Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander.
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  5. Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad.
    In: Energy Economics.
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  6. Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing.
    In: Energy Economics.
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  7. Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing.
    In: Journal of Futures Markets.
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  8. The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach. (2023). Dutta, Anupam ; Das, Debojyoti ; Ghosh, Indranil ; Jana, Rabin K.
    In: International Journal of Finance & Economics.
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  9. Oil price volatility and stock returns: Evidence from three oil?price wars. (2023). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Imtiaz Hussain.
    In: International Journal of Finance & Economics.
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  10. Global connectivity between commodity prices and national stock markets: A time?varying MIDAS analysis. (2023). Fazio, Giorgio ; Ghoshray, Atanu ; Enilov, Martin.
    In: International Journal of Finance & Economics.
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  11. Stock and oil price returns in international markets: Identifying short and long-run effects. (2023). Mollick, Andre Varella ; Osah, Theophilus Teye.
    In: Journal of Economics and Finance.
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  12. Oil price shocks and China’s consumer and entrepreneur sentiment: a Bayesian structural VAR approach. (2023). Ouyang, Yaofu ; Li, Peng.
    In: Empirical Economics.
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  13. Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim.
    In: MUNI ECON Working Papers.
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  14. Analyzing the impact of COVID-19 on the performance of listed firms in Saudi market. (2023). Makni, Mohammed S.
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  15. The role of the past long-run oil price changes in stock market. (2023). Wu, Shue-Jen .
    In: International Review of Economics & Finance.
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  16. Balancing natural resources, urbanization, and innovation for sustainable economic recovery in Asia. (2023). Zhu, Lingling.
    In: Resources Policy.
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  17. Nexus among carbon intensity and natural resources utilization on economic development: Econometric analysis from China. (2023). Yun, NA.
    In: Resources Policy.
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  18. Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Suleman, Muhammad Tahir ; Sharif, Arshian ; Khan, Farhad.
    In: Resources Policy.
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  19. Dynamic connectedness between crude oil and equity markets: What about the effects of firms solvency and profitability positions?. (2023). Balli, Faruk ; Ha, Thi Thu.
    In: Journal of Commodity Markets.
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  20. Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik.
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  21. Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr.
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  22. Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan.
    In: Energy Economics.
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  23. Oil price uncertainty and audit fees: Evidence from the energy industry. (2023). Miao, Xiao ; Zhang, Yun ; Chen, Meng ; Wen, Fenghua.
    In: Energy Economics.
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  24. Big oil in the transition or Green Paradox? A capital market approach. (2023). Todorova, Neda ; Baur, Dirk G.
    In: Energy Economics.
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  25. A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng.
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  26. Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi.
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  27. The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad.
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  28. The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri.
    In: International Journal of Energy Economics and Policy.
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  29. Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH.
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  30. Asymmetric Linkages of Oil Prices, Money Supply, and TASI on Sectoral Stock Prices in Saudi Arabia: A Non-Linear ARDL Approach. (2022). Rehman, Mohd Ziaur ; Bin, Md Fouad.
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  31. Financial inclusion and green economic performance for energy efficiency finance. (2022). Hien, Thi Thu ; Vu, Trong Lam ; Liu, Zhen ; Surya, Ahmad Romadhoni ; Ho, Nguyen ; Ngo, Thanh Quang.
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  32. The COVID-19 Pandemic and Overconfidence Bias: The Case of Cyclical and Defensive Sectors. (2022). Hawaldar, Iqbal Thonse ; Hashmi, Nazia Iqbal ; Azam, Md Qamar ; Baig, Mirza Allim ; Alam, Md Shabbir.
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  33. Economic policy uncertainty and industry return predictability – Evidence from the UK. (2022). Thuraisamy, Kannan ; Pham, Thach Ngoc ; Bannigidadmath, Deepa ; Golab, Anna.
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  34. Good oil volatility, bad oil volatility, and stock return predictability. (2022). Wang, Yudong ; Xiao, Jihong.
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  35. Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach. (2022). Akdeniz, Cokun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Atik, Abdurrahman Nazif ; Caporale, Guglielmo Maria.
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  36. Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan.
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  37. Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van.
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  38. How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Ma, Feng ; Wang, LU ; Liang, Chao.
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  39. The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie.
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  40. Asymmetric pass through of energy commodities to US sectoral returns. (2022). Eraslan, Veysel ; Vo, Xuan Vinh ; Mardani, Abbas ; Zeitun, Rami ; Ur, Mobeen.
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  41. Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu.
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  42. The commodities/equities beta term-structure. (2022). Oglend, Atle.
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  43. The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin.
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  44. Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Brooks, Robert ; Mohsen, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam.
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  45. Oil implied volatility and expected stock returns along the worldwide supply chain. (2022). Wang, Yudong ; Wu, Chongfeng ; Li, Chenchen.
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  46. Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong.
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  47. Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen.
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  48. Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya.
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  49. Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed.
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  50. Diesel, Conventional Gas, Jet Fuel, and Natural Gas Equity and Commodity Project Risk across the Oil and Gas Industry. (2022). Carson, Scott A.
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  51. Oil price dynamics and firms stock returns in the Nigeria stock market. (2022). Akachukwu, Stanley Uche.
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  52. News Media and Attention Spillover across Energy Markets: A Powerful Predictor of Crude Oil Futures Prices. (2022). Sensoy, Ahmet ; Nguyen, Duc Khuong.
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  54. Forecasting equity returns: The role of commodity futures along the supply chain. (2021). Wu, Chongfeng ; Li, Chenchen ; Zhou, Chunyang.
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  55. Oil prices, earnings, and stock returns. (2021). Markarian, Garen ; Crawford, Steve ; Price, Richard ; Muslu, Volkan.
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  56. African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. (2021). ALAGIDEDE, IMHOTEP ; Sjo, BO ; Boako, Gideon.
    In: Journal of Economics and Finance.
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  57. The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries. (2021). catik, nazif ; Kila, Gul Huyuguzel ; Kosedali, Begum Yurteri.
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  58. Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries. (2021). Talukder, Bakhtear ; Robbani, Mohammad ; Bhuyan, Rafiqul.
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  59. Oil Prices and Firm Returns in an Emerging Market. (2021). Ulusoy, Veysel ; Demiralay, Sercan ; Cakan, Esin.
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  60. Local Financing Platform Loan and Performance of City Commercial Banks: Evidence from City Commercial Banks in China. (2021). Ma, Xiaoqiang ; Liao, Kaicheng ; Hu, Wenxiu ; Kong, Wei.
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  61. Oil Market Factors as a Source of Commonality in Liquidity in International Equity Markets. (2021). Noman, Abdullah ; Naka, Atsuyuki ; Alhassan, Abdulrahman.
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  62. Modelling Stock Returns and Risk Management in the Shipping Industry. (2021). Westgaard, Sjur ; Aadland, Roar ; Mohanty, Sunil K ; Kristensen, Cecilie ; Lillienskiold, Hilde ; Frydenberg, Stein.
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  63. Impacts of coal prices on the performance of Chinese financial institutions: Does electricity consumption matter?. (2021). Lin, Boqiang ; Wang, Chonghao.
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  64. Forecasting the stock returns of Chinese oil companies: Can investor attention help?. (2021). Li, Zhao-Chen ; Zhang, Yue-Jun.
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  65. Commodity futures returns and policy uncertainty. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar.
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  66. Systemic risk in international stock markets: Role of the oil market. (2021). Han, Liyan ; Feng, Jiabao ; Yin, Libo.
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  68. Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee.
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  69. Effect of coronavirus fear on the performance of Australian stock returns: Evidence from an event study. (2021). Ranjeeni, Kumari ; Naidu, Dharmendra.
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  70. Does crude oil price stimulate economic policy uncertainty in BRICS?. (2021). Umar, Muhammad ; Qin, Meng ; Huang, Shi-Wen ; Su, Chi-Wei.
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  71. The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality. (2021). Hammoudeh, Shawkat ; Hamdi, Besma ; Alqahtani, Faisal.
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  72. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad.
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  73. Exploring shock and volatility transmission between oil and Chinese industrial raw materials. (2021). Safarzadeh, Omid ; Kirkulak-Uludag, Berna.
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  74. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
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  75. Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar.
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  76. Occupancy, oil prices, and stock returns: Evidence from the U.S. airline industry. (2021). Amin, Md Ruhul ; Mollick, Andr Varella .
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  77. Influential factors on Chinese airlines’ profitability and forecasting methods. (2021). Wu, Jinran ; Wang, You-Gan ; McGrory, Clare Anne ; Xu, XU.
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  78. Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka.
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  79. COVID?19 and oil price risk exposure. (2021). Zhong, Angel ; Chiah, Mardy ; Boubaker, Sabri ; Akhtaruzzaman, MD.
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  80. COVID-19 lockdowns, stimulus packages, travel bans, and stock returns. (2021). Bach, Dinh Hoang ; Narayan, Paresh Kumar ; Liu, Guangqiang.
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  81. A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng.
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  82. The financing efficiency of listed energy conservation and environmental protection firms: Evidence and implications for green finance in China. (2021). Gao, Xiaoyan ; Jin, YI ; Wang, Min.
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  83. Oil shocks and corporate payouts. (2021). Hasan, Mostafa Monzur ; Wong, Jin Boon.
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  84. Cash holdings and oil price uncertainty exposures. (2021). Tong, Xinle ; Wang, Yudong ; Wu, XI.
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  85. Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks. (2021). Li, Ping.
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  86. Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Wen, Fenghua ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Zheng, Yan.
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  87. Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez.
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  88. The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang.
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  89. Policy uncertainty and sectoral stock market volatility in China. (2021). Ding, Hui ; Li, Xiao-Lin ; Zhao, Bing ; Si, Deng-Kui.
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  90. A novel method for online real-time forecasting of crude oil price. (2021). Gong, Xue ; Zhang, Weiguo ; Zhao, Yuan ; Wang, Chao.
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  91. Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria.
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  92. Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier .
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  93. The Dynamics of Oil Prices, Exchange Rates, and the Stock Market Under COVID-19 Uncertainty - Evidence From India. (2021). Kumar, Sanjiv ; Prabheesh, K P.
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  94. COVID-19 and the Oil Price – Stock Market Nexus - Evidence From Net Oil-Importing Countries. (2021). Garg, Bhavesh ; Padhan, Rakesh ; Prabheesh, K P.
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  95. COVID-19 - The Reaction of US Oil and Gas Producers to the Pandemic. (2021). Iyke, Bernard Njindan.
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  96. Modeling and forecasting commodity market volatility with long?term economic and financial variables. (2020). Walther, Thomas ; Nguyen, Duc Khuong.
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  97. Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima.
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  98. Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region. (2020). Walid, Haykel Hamdi.
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  99. AN ANALYSIS OF HERDING BEHAVIOR IN THE STOCK MARKET: A CASE STUDY OF THE ASEAN-5 AND THE UNITED STATES. (2020). , Ermawati ; Rahman, Eki R.
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  100. Oil Price, Oil Price Implied Volatility (OVX) and Illiquidity Premiums in the US: (A)symmetry and the Impact of Macroeconomic Factors. (2020). giouvris, evangelos ; Essa, Mohammad Sharik.
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  101. Do Oil and Gas Risk Factors Matter in the Malaysian Oil and Gas Industry? A Fama-MacBeth Two Stage Panel Regression Approach. (2020). Hoque, Mohmmad Enamul ; Low, Soo Wah ; Shah, Mohd Azlan.
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  102. The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Shah, Mohd Azlan ; Low, Soo-Wah ; Hoque, Mohammad Enamul.
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  103. Asymmetric impact of oil price shocks on selected macroeconomic variables: NARDL exposition. (2020). Emmanuel, Uche ; Chimobi, Omoke Philip .
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  104. Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan.
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  105. The impact of co-jumps in the oil sector. (2020). Mauad, Roberto ; Laurini, Márcio ; Lucena, Fernando Antonio.
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  106. Risk dependence between energy corporations: A text-based measurement approach. (2020). Zhu, Xiaoqian ; Li, Jianping.
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  107. Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China. (2020). Lv, Xin ; Xin Lv, ; Yu, Chang ; Lien, Donald.
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  108. Downside uncertainty shocks in the oil and gold markets. (2020). Xu, Yahua ; Byun, Suk Joon ; Roh, Tai-Yong.
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  109. Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey. (2020). Akdeniz, Cokun ; Kila, Gul Huyuguzel ; Atik, Abdurrahman Nazif.
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  110. Predicting stock returns using crude oil prices: A firm level analysis of Nigerias oil and gas sector. (2020). Adekunle, Wasiu ; Inuolaji, Suraj B ; Odumosu, Monsuru ; Bagudo, Abubakar M.
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  111. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim.
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  112. The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah.
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  113. Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam.
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  114. Oil price dynamics and airline earnings predictability. (2020). Gao, Xiang ; Wang, Huabing .
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  115. Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing.
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  116. Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo.
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  117. Understanding corporate debt from the oil market perspective. (2020). Nasiri, Maryam Akbari ; Narayan, Paresh Kumar.
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  118. The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Le, Anh ; Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang.
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  119. U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah.
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  120. Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad.
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  121. United States oil and gas stock returns with multi-factor pricing models: 2008–2018. (2020). Carson, Scott Alan.
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  122. The impact of oil on equity returns of Canadian and U.S. Railways and airlines. (2020). Killins, Robert N.
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    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300759.

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  123. Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market. (2020). Chong, Lee-Lee ; Tey, Eng-Xin ; Lai, Ming-Ming ; Tan, Siow-Hooi.
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  124. Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao.
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  125. Optimum government size and economic growth in case of Indian states: Evidence from panel threshold model. (2020). RATH, BADRI ; Akram, Vaseem.
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  126. Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar.
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  127. Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi.
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  128. Information share and its predictability in the Indian stock market. (2019). Inani, Sarveshwar ; Karmakar, Madhusudan.
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  129. Fiscal Policies for Development and Climate Action. (2019). Pigato, Miria A.
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  130. Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak.
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  131. Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination. (2019). Wada, Isah.
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  132. Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. (2019). Khan, Muhammad Imran ; Teng, Jian-Zhou.
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  133. Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling Approach. (2019). Nonejad, Nima.
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  134. US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin.
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  135. REAL OUTPUT AND OIL PRICE UNCERTAINTY IN AN OIL PRODUCING COUNTRY. (2019). Iyke, Bernard Njindan.
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  136. Oil Price and Stock Prices of EU Financial Companies: Evidence from Panel Data Modeling. (2019). BELASCU, LUCIAN ; Vrinceanu, Georgiana ; Horobet, Alexandra ; Popescu, Consuela.
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  137. The Nexus between Stock Returns of Oil Companies and Oil Price Fluctuations after Heavy Oil Upgrading: Toward Theoretical Progress. (2019). Fard, Saeed Farahani ; Mohammadi, Majid ; Sedighi, Mojtaba.
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  138. Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices. (2019). Sakaki, Hamid.
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  139. Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo.
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    RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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  140. Asymmetric impact of oil prices on exchange rate and stock prices. (2019). Kumar, Satish.
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  141. Energy shocks pricing model: A non-linear US sectoral based analysis. (2019). Ur, Mobeen.
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  142. Forecasting the oil prices: What is the role of skewness risk?. (2019). Wang, Yang ; Yin, Libo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:534:y:2019:i:c:s037843711930175x.

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  143. Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Huang, Paoyu ; Ni, Yensen ; Day, Min-Yuh.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:349-372.

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  144. Does Islamic stock sensitivity to oil prices have economic significance?. (2019). Sharma, Susan Sunila ; Bach, Dinh Hoang ; Narayan, Paresh Kumar.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:497-512.

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  145. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Husain, Shaiara ; Sohag, Kazi.
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  146. Predicting exchange rate with commodity prices: New evidence from Westerlund and Narayan (2015) estimator with structural breaks and asymmetries. (2019). Salisu, Afees ; Emmanuel, Zachariah ; Alimi, Wasiu A ; Adekunle, Wasiu.
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  147. Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon.
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  148. Importance of oil shocks and the GCC macroeconomy: A structural VAR analysis. (2019). Shahbaz, Muhammad ; Nasir, Muhammad ; Hammoudeh, Shawkat ; Al-Emadi, Ahmed Abdulsalam.
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  149. Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong.
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    RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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  150. Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests. (2019). Li, Sufang ; Yuan, DI ; Zhang, HU.
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    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302750.

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  151. Can stale oil price news predict stock returns?. (2019). Narayan, Paresh Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:430-444.

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  152. Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang.
    In: Energy Economics.
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  153. Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang.
    In: Energy Economics.
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  154. Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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  155. Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel.
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  156. Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna.
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  157. Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda.
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  158. Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yoon, Seong-Min ; Yun, Xiao.
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  159. The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman.
    In: Energy Economics.
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  160. Crude oil price uncertainty and corporate investment: New global evidence. (2019). Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang.
    In: Energy Economics.
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  161. Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang.
    In: Energy Economics.
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  162. Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick.
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  163. Panel evidence on the ability of oil returns to predict stock returns in the G7 area. (2019). Sharma, Susan Sunila ; Westerlund, Joakim.
    In: Energy Economics.
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  164. Is Indonesias stock market different when it comes to predictability?. (2019). Laila, Nisful ; Thuraisamy, Kannan ; Narayan, Paresh Kumar ; Sharma, Susan Sunila.
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  165. Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan.
    In: The North American Journal of Economics and Finance.
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  166. Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila.
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    RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12.

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  167. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K.
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    RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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  168. US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin.
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    RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

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  169. Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris.
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  170. Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai.
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  171. Oil Price Predictors: Machine Learning Approach. (2019). Moiseev, Nikita ; Mikhaylov, Alexey ; An, Jaehyung.
    In: International Journal of Energy Economics and Policy.
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  172. OIL PRICE EXPOSURE OF CEE FINANCIAL COMPANIES. (2019). Vrinceanu, Georgiana Maria ; Horobet, Alexandra ; Belascu, Lucian.
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  173. Impact of oil prices on firm stock return: industry-wise analysis. (2018). Wei, Chen ; Waheed, Rida ; Lv, Yulan ; Sarwar, Suleman.
    In: Empirical Economics.
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  174. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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  175. Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL. (2018). Masih, Abul ; Abu-Bakar, Muhammad.
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  176. Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong.
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  177. Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis. (2018). Alshehri, Abdulrahman F ; Onochie, Joseph ; Mohanty, Sunil K.
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  178. Master limited partnerships: Is it a smart investment vehicle?. (2018). Ngo, Thanh ; Chen, Haiwei.
    In: Journal of Commodity Markets.
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  179. Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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  180. The relationship among China’s fuel oil spot, futures and stock markets. (2018). Ping, LI ; Qingchao, Zeng ; Tianna, Yang ; Ziyi, Zhang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:151-162.

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  181. Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data. (2018). Nonejad, Nima.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:260-270.

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  182. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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  183. An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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  184. Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting .
    In: Energy.
    RePEc:eee:energy:v:151:y:2018:i:c:p:984-997.

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  185. Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS. (2018). Shahbaz, Muhammad ; Nasir, Muhammad ; Amoo, Nii ; Naidoo, Lutchmee.
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  186. Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini.
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    RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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  187. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min.
    In: Energy Economics.
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  188. Automobile manufacturers, electric vehicles and the price of oil. (2018). Baur, Dirk G ; Todorova, Neda.
    In: Energy Economics.
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  189. Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man.
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  190. Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming.
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  191. Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal.
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  192. The financial effects of Trumpism. (2018). Anh, Huy Nguyen ; Pham, Nhi ; Huynh, Tam ; Moosa, Nisreen ; Ramiah, Vikash.
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  193. Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses. (2018). Tsuji, Chikashi.
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  194. Understanding time-varying systematic risks in Islamic and conventional sectoral indices. (2018). Rizvi, Syed Aun R. ; Arshad, Shaista ; Aun, Syed .
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  195. New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi.
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  196. Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia .
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  197. Pricing in Oil Market and Using Probit Model for Analysis of Stock Market Effects. (2018). Mikhaylov, Alexey Yurievich.
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  198. Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida.
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  199. Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim .
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  200. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin.
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  201. The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). Yelkenci, Tezer ; Tun, Goke ; Aydoan, Berna.
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  202. Oil price effects over individual Portuguese stock returns. (2017). Teixeira, Rui F ; Vieira, Elisabete S ; Madaleno, Mara.
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  203. The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis. (2017). Masih, Abul ; Razak, Razman .
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  204. Analysing the Effect of Oil Price Shocks on Asset Prices: evidence from UK firms. (2017). Alaali, Fatema.
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  205. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania.
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  206. Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Lv, Xin ; Bouri, Elie ; Xin Lv, ; Lien, Donald ; Chen, Qian.
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  207. Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System. (2017). Trabelsi, Nader.
    In: The Journal of Economic Asymmetries.
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  208. Real options and the value of oil and gas firms: An empirical analysis. (2017). Heaney, Richard ; Sabet, Amir H.
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  209. The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos.
    In: Journal of International Money and Finance.
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  210. Do oil futures prices predict stock returns?. (2017). I-Hsuan Ethan Chiang, ; Hughen, Keener W.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:79:y:2017:i:c:p:129-141.

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  211. Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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  212. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis.
    In: International Review of Financial Analysis.
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  213. Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong.
    In: Energy Economics.
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  214. Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre.
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  215. Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin.
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    RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581.

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  216. Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna.
    In: Energy Economics.
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  217. Crude inventory accounting and speculation in the physical oil market. (2017). Diaz-Rainey, Ivan ; Lont, David H ; Roberts, Helen.
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  218. Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong.
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  219. Spillovers from the oil sector to the housing market cycle. (2017). Sousa, Ricardo ; Castro, Vitor ; Agnello, Luca ; Hammoudeh, Shawkat.
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  220. Does oil and gold price uncertainty matter for the stock market?. (2017). Bams, Dennis ; Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas.
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  221. The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries. (2017). Mirzaei, Ali ; Al-Khazali, Osamah M.
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  222. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval .
    In: European Journal of Operational Research.
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  223. Investigating bank efficiency in transition economies: A window-based weight assurance region approach. (2017). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Sevic, Zeljko ; Degl, Marta.
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  224. Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima.
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  225. Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming.
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  226. Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. (2017). Alaali, Fatema.
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  227. A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D.
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  228. Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models. (2016). Naser, Hanan ; Ahmed, Abdul Rashid .
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  229. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval .
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  230. Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez.
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  231. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Journal of Multinational Financial Management.
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  232. Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal .
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  233. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed.
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  234. Testing for predictability in panels of any time series dimension. (2016). , Joakimwesterlund ; Narayan, Paresh ; Westerlund, Joakim.
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  235. A GARCH model for testing market efficiency. (2016). Narayan, Paresh ; Liu, Ruipeng ; Westerlund, Joakim.
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  236. Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang.
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  237. Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. (2016). Sanusi, Muhammad Surajo ; Ahmad, Farooq.
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  238. Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri .
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  239. Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania.
    In: Energy.
    RePEc:eee:energy:v:107:y:2016:i:c:p:866-888.

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  240. Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez.
    In: Energy Economics.
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  241. Asymmetric oil shocks and external balances of major oil exporting and importing countries. (2016). Sgro, Pasquale ; Rafiq, Shuddhasattwa ; Apergis, Nicholas.
    In: Energy Economics.
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  242. Oil price volatility and stock returns in the G7 economies. (2016). Pérez de Gracia, Fernando ; Molero, Juan Carlos ; Diaz, Elena Maria .
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  296. Oil price shocks and stock market returns: Evidence for some European countries. (2014). Pérez de Gracia, Fernando ; Cuñado, Juncal ; Cunado, Juncal.
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  301. Oil price risk in the Spanish stock market: An industry perspective. (2014). Escribano Sotos, Francisco ; Escribano-Sotos, Francisco ; Ferrer-Lapea, Roman ; Moya-Martinez, Pablo .
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  302. FORECASTING CRUDE OIL PRICE MOVEMENTS WITH OIL-SENSITIVE STOCKS. (2014). Chen, Shiu-Sheng.
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    Paper not yet in RePEc: Add citation now

  37. Vickery, J. How and why do small firms manage interest rate risk?. 2008 Journal of Financial Economics. 87 446-470

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  1. Analysis of the Relationships between Financing and Value of Companies in Tehran Stock Exchange. (2017). Hajian, Mahdi ; SEPEHRI, Fatemeh ; Oghbaee, Fatemeh .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:7:y:2017:i:3:p:24-37.

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  2. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
    In: KIER Working Papers.
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  3. Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John .
    In: Working Papers in Economics.
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  4. Markov Switching Models in Empirical Finance. (2011). Guidolin, Massimo.
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  5. Trade openness and the informational efficiency of emerging stock markets. (2011). Lim, Kian-Ping ; Kim, Jae.
    In: Economic Modelling.
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  6. Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence. (2010). Hyde, Stuart ; Guidolin, Massimo ; McMillan, David ; Ono, Sadayuki .
    In: Working Papers.
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  7. Can VAR models capture regime shifts in asset returns? a long-horizon strategic asset allocation perspective. (2010). Hyde, Stuart ; Guidolin, Massimo.
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  8. Market efficiency and learning in an artificial stock market: A perspective from Neo-Austrian economics. (2010). Stephens, Christopher R. ; Pardo, Juan Pablo ; Gordillo, Jose Luis ; Benink, Harald A..
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  9. Predictability of Asset Returns and the Efficient Market Hypothesis. (2010). Pesaran, M.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_3116.

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  10. Predictive Content of Output and Inflation For Stock Returns and Volatility: Evidence from Selected Asian Countries. (2009). Habibullah, Muzafar Shah ; Abdul Hamid, Baharom ; Baharom, A. H. ; Fong, Kin Hing .
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    RePEc:pra:mprapa:14114.

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  11. The Information Content of the NCREIF Index. (2009). Li, Jinliang ; Yang, Shiawee X. ; Mooradian, Robert M..
    In: Journal of Real Estate Research.
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  12. Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; McMillan, David ; Ono, Sadayuki .
    In: Working Papers.
    RePEc:fip:fedlwp:2008-010.

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  13. The impact of macroeconomic indicators on Vietnamese stock prices. (2009). Hussainey, Khaled ; Ngoc, Le Khanh .
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:10:y:2009:i:4:p:321-332.

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  14. Stock Picking via Nonsymmetrically Pruned Binary Decision Trees. (2008). Andriyashin, Anton.
    In: SFB 649 Discussion Papers.
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  15. FORECASTING MARKET CRASHES: DOES DENSITY SPECIFICATION MATTER?. (2008). Perote, Javier ; DEL BRIO, ESTHER.
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:8:y:2008:i:1_4.

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  16. ENERGY–GDP RELATIONSHIP: A CAUSAL ANALYSIS FOR THE FIVE COUNTRIES OF SOUTH ASIA. (2008). Asghar, Zahid.
    In: Applied Econometrics and International Development.
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  17. Asset pricing and predictability of stock returns in the french market. (2007). Bellalah, Mondher ; Ellouz, Siwar .
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  18. Non-linear forecasting of stock returns: Does volume help?. (2007). McMillan, David G..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:1:p:115-126.

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  19. Long-Horizon Mean Reversion for the Brussels Stock Exchange: Evidence for the 19th Century. (2006). ANNAERT, J. ; VAN HYFTE, W..
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
    RePEc:rug:rugwps:06/376.

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  20. Momentum and mean reversion across national equity markets. (2006). Wu, Yangru ; Balvers, Ronald.
    In: Journal of Empirical Finance.
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  21. Time variation in the cointegrating relationship between stock prices and economic activity. (2005). McMillan, David.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:19:y:2005:i:3:p:359-368.

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  22. Are the dynamic linkages between the macroeconomy and asset prices time-varying?. (2005). Guidolin, Massimo ; Ono, Sadayuki .
    In: Working Papers.
    RePEc:fip:fedlwp:2005-056.

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  23. External habit and the cyclicality of expected stock returns. (2005). Zhang, Harold ; Tallarini, Thomas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-27.

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  24. Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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  25. A Study of Neo-Austrian Economics using an Artificial Stock Market. (2004). Pardo-Guerra, Juan Pablo ; Stephens, Christopher R. ; Gordillo, Jose Luis ; Benink, Harald A..
    In: Finance.
    RePEc:wpa:wuwpfi:0411038.

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  26. Non-linear predictability of UK stock market returns. (2004). McMillan, David.
    In: Money Macro and Finance (MMF) Research Group Conference 2003.
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  27. Financial asset returns, direction-of-change forecasting, and volatility dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: CFS Working Paper Series.
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  28. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: PIER Working Paper Archive.
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  29. Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics. (2003). Diebold, Francis ; Christoffersen, Peter.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10009.

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  30. Mean Reversion on Global Stock Markets. (2002). Wegmann, Patrick ; Drobetz, Wolfgang.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2002-iii-1.

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  31. THE CONSUMPTION-WEALTH AND BOOK-TO-MARKET RATIOS IN A DYNAMIC ASSET PRICING CONTEXT. (2002). Nieto, Belen ; Rodriguez-Barrera, Rosa.
    In: Working Papers. Serie EC.
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  32. Basel II and the German credit crunch?. (2002). Pfnur, Andreas ; Armonat, Stefan .
    In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL).
    RePEc:dar:wpaper:35585.

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  33. Financial Asset Returns, Market Timing, and Volatility Dynamics. (2002). Diebold, Francis ; Christoffersen, Peter.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2002s-02.

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  34. Predicting returns and changes in real activity: evidence from emerging economies. (2001). Rangvid, Jesper .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:2:y:2001:i:4:p:309-329.

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  35. Volatility and stock prices: implications from a production model of asset pricing. (2001). Basu, Parantap ; Samanta, Prodyot .
    In: Economics Letters.
    RePEc:eee:ecolet:v:70:y:2001:i:2:p:229-235.

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  36. An Investment-Growth Asset Pricing Model. (2001). Xing, Yuhang ; Vassalou, Maria ; Li, Qing.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3058.

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  37. Monetary Policy and the Stock Market: Theory and Empirical Evidence.. (2001). Sellin, Peter.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:15:y:2001:i:4:p:491-541.

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  38. Stock returns and economic activity: the UK case. (2000). Parikh, Ashok.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:6:y:2000:i:3:p:280-297.

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  39. Efficient gradualism in intertemporal portfolios. (2000). Balvers, Ronald ; Mitchell, Douglas W..
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:24:y:2000:i:1:p:21-38.

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  40. Personal taxes and the time variation of stock returns - evidence from the UK. (1999). Brealey, Richard A. ; Kwan, Sabrina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:11:p:1557-1577.

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  41. Economic and Statistical Measures of Forecast Accuracy. (1999). Pesaran, M ; Granger, Clive.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:9910.

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  42. Real Interest Regimes and Real Estate Performance: A Comparison of UK and US Markets. (1998). Worzala, Elaine ; Lizieri, Colin ; Satchell, Steven ; Dacco, Roberto.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:16:n:3:1998:p:339-356.

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  43. Mercado Accionario y Crecimiento Económico en Chile. (1998). Walker, Eduardo.
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:35:y:1998:i:104:p:49-72.

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  44. Monetary Policy and the Stock Market: Theory and Empirical Evidence. (1998). Sellin, Peter.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0072.

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  45. A note on GARCH predictable variances and stock market efficiency. (1995). Schwaiger, Walter S. A., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:19:y:1995:i:5:p:949-953.

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  46. Expected stock returns, real business activity and consumption smoothing. (1995). Shawky, Hany ; Peng, Yajun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:4:y:1995:i:2-3:p:143-154.

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  47. Stock returns and real activity: A structural approach. (1995). Canova, Fabio ; de Nicolo, Gianni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:39:y:1995:i:5:p:981-1015.

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  48. Risk aversion, multivariate proxies and the behavior of asset returns. (1994). Nummelin, Kim .
    In: Finnish Economic Papers.
    RePEc:fep:journl:v:7:y:1994:i:2:p:94-107.

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  49. Equilibrium Asset Pricing Models and Predictability of Excess Returns. (1993). Potter, Simon ; Pesaran, M.
    In: UCLA Economics Working Papers.
    RePEc:cla:uclawp:694.

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  50. Asset Allocation and Predictability of Real Estate Returns. (1992). Gupta, Manoj ; Bharati, Rakesh.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:7:n:4:1992:p:469-484.

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