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US Industry-Level Returns and Oil Prices,
Qinbin Fan and Mohammad Jahan-Parvar,
from University Library of Munich, Germany
(2009)
Keywords: Industry-level returns, Oil prices, Return predictability, Underreaction
U.S. industry-level returns and oil prices,
Qinbin Fan and Mohammad Jahan-Parvar,
in International Review of Economics & Finance
(2012)
Keywords: Industry-level returns; Market efficiency; Oil prices; Return predictability; Underreaction;
Predictability and underreaction in industry-level returns: Evidence from commodity markets,
Victor (Vic) Valcarcel, Andrew J. Vivian and Mark Wohar,
in Journal of Commodity Markets
(2017)
Keywords: Asset pricing; Commodity markets; Equity markets; Industry-level returns; Information and market efficiency; Predictability; Out-of-sample forecast ability, Underreaction;
Asymmetric causality between stock returns and usual hedges: An industry-level analysis,
Mohsen Bahmani-Oskooee, Seyed Hesam Ghodsi and Muris Hadzic,
in The Journal of Economic Asymmetries
(2020)
Keywords: Stock returns; Commodity prices; Asymmetric causality; U.S. industry data;
Exchange rate exposure at the firm and industry levels: Evidence from Turkey,
Gokhan H. Akay and Atilla Cifter,
in Economic Modelling
(2014)
Keywords: Firm-and industry-level exposure; Exchange rate risk; Trade openness; Stock returns;
Industry-level media tone and the cross-section of stock returns,
Tao Huang and Xueyong Zhang,
in International Review of Economics & Finance
(2022)
Keywords: Media tone; Stock return; Industry; News; Investor sentiment;
The persistence of abnormal returns at industry and firm levels,
Juan Carlos Bou and Albert Satorra,
from Department of Economics and Business, Universitat Pompeu Fabra
(2003)
Keywords: Returns of assets, abnormal returns, persistence, two-level, structural equations
Managing systemic uncertainty: The role of industry-level management controls and hybrids,
Paul J. Thambar, David A. Brown and Prabhu Sivabalan,
in Accounting, Organizations and Society
(2019)
Keywords: Boundary spanners; Industry-level management controls; Hybrids; Systemic uncertainty;
Exploring the Dynamics between M&A Activities and Industry-Level Performance,
Jinho Choi, Nina Shin and Hee Soo Lee,
in Sustainability
(2020)
Keywords: M& A; industry-level performance; correlation analysis; investment planning
Environmental policies and energy efficiency investments. An industry-level analysis,
Jose Garcia-Quevedo and Elisenda Jové-Llopis,
in Energy Policy
(2021)
Keywords: Energy efficiency; Environmental policy; Climate change; Industry-level;
The Costs of Tax Havens: Evidence from Industry-Level Data,
Petr Janský,
from Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies
(2019)
Keywords: Multinational enterprises; foreign direct investment; tax havens; industry-level data
Estimating Industry-level Armington Elasticities For EMU Countries,
Lisa Aspalter,
from WU Vienna University of Economics and Business
(2016)
Keywords: International Trade; Armington; Substitution Elasticities; Nested CES-preferences; EMU; Industry-level; Matching Trade and Production Data
Estimating Industry-level Armington Elasticities For EMU Countries,
Lisa Aspalter,
from Vienna University of Economics and Business, Department of Economics
(2016)
Keywords: International Trade, Armington, Substitution Elasticities, Nested CES-preferences, EMU, Industry-level, Matching Trade and Production Data
Acquisition returns: does industry matter?,
Reza Yaghoubi, Stuart Locke and Jenny Gibb,
in Studies in Economics and Finance
(2014)
Keywords: Industry, Acquisitions, Abnormal returns
The impact of industry-level effects on the financial performance of Polish public companies,
Zbigniew Matyjas,
in Acta Universitatis Nicolai Copernici, Ekonomia
(2011)
Keywords: industry-level effects, company-level effects, companies performance, multiple regression analysis
Has Labor Income Become More Volatile? Evidence from International Industry-Level Data,
Claudia Buch,
in German Economic Review
(2013)
Keywords: Income volatility, industry-level data, labor share, trade
The Effects of Oil Price Changes on the Industry-Level Production and Prices in the U.S. and Japan,
Ichiro Fukunaga, Naohisa Hirakata and Nao Sudo,
from Institute for Monetary and Economic Studies, Bank of Japan
(2009)
Keywords: Oil price, Identified VAR, Industry-level data, Japan
Toward a Global Integrated Industry-level Production Account: A Proposal,
Jon Samuels and Erich Strassner,
in International Productivity Monitor
(2019)
Keywords: World Economic Growth, Industry-Level Competitiveness, Total Factor Productivity, Global Production Chain Analysis
Estimation of industry-level productivity with cross-sectional dependence by using spatial analysis,
Jaepil Han and Robin C. Sickles,
in Journal of Productivity Analysis
(2024)
Keywords: Cross-sectional dependence, Spatial panel model, Spatial weights matrix, Stochastic frontier analysis, Industry-level productivity
The Effect of the Exchange Rate on Industry-Level Trade Flows in Czechia,
Jana Šimáková and Daniel Stavarek,
from Silesian University, School of Business Administration
(2015)
Keywords: exchange rate, industry-level data trade balance, cointegration, vector error correction model, gravity model
Contractual imperfections and the impact of crises on trade: Evidence from industry-level data,
Renzo Castellares and Jorge Salas,
in Journal of International Economics
(2019)
Keywords: International trade; Recessions; Financial crises; Contract enforcement; Default risk; Industry-level data;
Industry-level Total-factor Energy Efficiency in Developed Countries,
Satoshi Honma and Jin-Li Hu,
from Kyushu Sangyo University, Faculty of Economics
(2011)
Keywords: Data envelopment analysis (DEA); Total-factor energy efficiency; Industry-level analysis
Contractual Imperfections and the Impact of Crises on Trade: Evidence from Industry-Level Data,
Renzo Castellares and Jorge Salas,
from Banco Central de Reserva del Perú
(2016)
Keywords: Trade, recessions, financial crises, contract enforcement, default risk, industry-level data
Returns to different levels of education in Russia,
Sofiia Dolgikh and Bogdan Potanin,
in Journal of Economic Studies
(2024)
Keywords: Returns to education, Wage, Levels of education, Labor market
Market Structure and Firm Level Returns: The Indian Evidence,
Nidhi Kaicker and Radhika Aggarwal,
in International Journal of Global Business and Competitiveness
(2023)
Keywords: Market structure, Firm-level returns, Competition, India, Asset pricing, Industry concentration
Influence of market states on industry returns,
Warren Thomson,
in Journal of Asset Management
(2016)
Keywords: market states, industry, predictive effects, predictive returns
Managing exposure to volatile oil prices: Evidence from U.S. sectoral and industry-level data,
Refk Selmi, Jamal Bouoiyour, Amal Miftah and Mark Wohar,
in Resources Policy
(2021)
Keywords: Oil price volatility; Sectoral analysis; Industry-level analysis; Hedges; The United States;
When CEO Career Horizon Problems Matter for Corporate Social Responsibility: The Moderating Roles of Industry-Level Discretion and Blockholder Ownership,
Won-Yong Oh, Young Kyun Chang and Zheng Cheng,
in Journal of Business Ethics
(2016)
Keywords: CEO age, Career horizon problems, CSR, Industry-level discretion, Blockholder ownership
Industry-level total-factor energy efficiency in developed countries: A Japan-centered analysis,
Satoshi Honma and Jin-Li Hu,
in Applied Energy
(2014)
Keywords: Data envelopment analysis (DEA); Total-factor energy efficiency (TFEE); Industry-level analysis; Japan;
Does financial development help to align growth opportunities with growth? Evidence from industry-level data,
Filomena Pietrovito,
in Review of World Economics (Weltwirtschaftliches Archiv)
(2014)
Keywords: Capital allocation, Financial development, Global growth opportunities, Local growth opportunities, Industry-level, G1, G2, O1,
Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies,
Sangyup Choi, Davide Furceri and Joao Jalles,
from Yonsei University, Yonsei Economics Research Institute
(2017)
Keywords: industry-level data, fiscal stabilization; time varying coefficients; growth, technologies of production
Are Industry Returns Informative about Other Industries and Fundamentals?,
Nikiforos T. Laopodis,
in Journal of Economic Analysis
(2025)
Keywords: Industry returns; fundamentals; information content; VAR; volatility
The OECD Productivity Manual: A Guide to the Measurement of Industry-Level and Aggregate Productivity,
Paul Schreyer,
in International Productivity Monitor
(2001)
Keywords: Productivity, Productivity Measurement, Measurement, Industry-level, Aggregate, OECD, Choice, Gross Output, Value Added, Input, Quality, Price, Skills, Labour, Labor, Interpretation, Statistics, Capital, Research, OECD Productivity Manual
State-level heterogeneity in returns to secondary schooling in West Germany,
Miriam Maeder,
from Bavarian Graduate Program in Economics (BGPE)
(2014)
Keywords: Returns to schooling, state-level heterogeneity, school quality
Strategic investment, industry concentration and the cross section of returns,
Maria Cecilia Bustamante,
from London School of Economics and Political Science, LSE Library
(2011)
Keywords: expected returns; investment; imperfect competition; industry concentration
Momentum change, industry group rotation and portfolio returns,
Muhammad M Islam and Lawrence Gomes,
in Journal of Asset Management
(2011)
Keywords: momentum change, industry, portfolio allocation, returns
Why Virtuous Supply-Side Effects and Irrelevant Keynesian Effects are not Foregone Conclusions: What we Learn from an Industry-Level Analysis of Infrastructure Investments in Portugal,
Alfredo Pereira and Rui Pereira,
from Gabinete de Estratégia e Estudos, Ministério da Economia
(2017)
Keywords: Infrastructure investment, Output, Industry-level, Supply-side effects; Demand-side effects, Vector-autoregressive, Portugal
State-level COVID-19 outbreak and stock returns,
Anh Viet Pham, Christofer Adrian, Mukesh Garg, Soon-Yeow Phang and Cameron Truong,
in Finance Research Letters
(2021)
Keywords: COVID-19; Stock returns; Corporate social responsibility; State-level analysis;
Modeling and forecasting outliers and level shifts in absolute returns,
Philip Hans Franses, Marco van der Leij and Richard Paap,
from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
(2001)
Keywords: absolute returns, censored latent effects, outliers, temporary level shifts
Has Financial Liberalization Improved Economic Efficiency in the Republic of Korea? Evidence from Firm-Level and Industry-Level Data,
Jungsoo Park and Yung Chul Park,
from East Asian Bureau of Economic Research
(2014)
Keywords: Financial Liberalization, non-bank financial institutions, Lending Behavior, firm-level and industry-level data, Financial Reform, small and medium-sized firm, Total Factor Productivity Growth
Has Financial Liberalization Improved Economic Efficiency in the Republic of Korea? Evidence from Firm-Level and Industry-Level Data,
Jungsoo Park and Yung Chul Park,
from East Asian Bureau of Economic Research
(2014)
Keywords: Financial Liberalization, non-bank financial institutions, Lending Behavior, firm-level and industry-level data, Financial Reform, small and medium-sized firm, Total Factor Productivity Growth
Dynamic relationships between industry returns and stock market returns,
Chien-Chiang Lee, Mei-Ping Chen and Chi-Hung Chang,
in The North American Journal of Economics and Finance
(2013)
Keywords: Industry; Stock market returns; Granger causality; Structural breaks; Logit model;
Oil price shocks and industry stock returns,
Elyas Elyasiani, Iqbal Mansur and Babatunde Odusami,
in Energy Economics
(2011)
Keywords: Oil price Industry excess returns Industry return volatility GARCH
The Exchange Rate Exposure of UK Nonfinancial Companies: Industry-Level Analysis,
Ahmed El-Masry,
from University Library of Munich, Germany
(2004)
Keywords: exchange rate changes, foreign exchange exposure, stock returns, UK industries, subperiod analysis and ERM.
Firm-level investor sentiment and corporate announcement returns,
Nader Mahmoudi, Paul Docherty and Adrian Melia,
in Journal of Banking & Finance
(2022)
Keywords: Firm-level investor sentiment; Market-level investor sentiment; Announcement returns; Turnover; Return reversals; Corporate announcements;
Can NN-algorithms and macroeconomic data improve OLS industry returns forecasts?*,
Christian Pedersen and Stephen Satchell,
in The European Journal of Finance
(2003)
Keywords: nearest neighbour algorithm, OLS industry returns, forecasting,
Risk contribution of crude oil to industry stock returns,
Honghai Yu, Donglei Du, Libing Fang and Panpan Yan,
in International Review of Economics & Finance
(2018)
Keywords: Crude oil market; Industry stock returns; Risk contribution; ADCC-ΔCoVaR;
Investor attention, information diffusion and industry returns,
Qiongbing Wu and Abul Shamsuddin,
in Pacific-Basin Finance Journal
(2014)
Keywords: Market efficiency; Information diffusion; Investor attention; Industry returns;
Predicting firm level stock returns: Implications for asset pricing and economic links,
David G. McMillan,
in The British Accounting Review
(2019)
Keywords: Stock returns; Predictability; Firm-level; Asset pricing; Output;
Financial literacy and investment returns: The moderating effect of education level,
Guan Wang, Mengchen Zhang and Beiting He,
in Finance Research Letters
(2024)
Keywords: Financial literacy; Investment returns; Education level; Rational decisions;
CHANGES VERSUS LEVELS IN EARNINGS AS EXPLANATORY VARIABLES FOR RETURNS - SOME THEORETICAL CONSIDERATIONS,
Ja Ohlson and Pk Shroff,
in Journal of Accounting Research
(1992)
Keywords: Earnings changes, Earnings levels, Stock returns, Unexpected earnings
Supply Chain Coordination based on Effort and Service Level with False Failure Returns,
Meng Su and Hongjie Lan,
from Springer
(2015)
Keywords: False failure returns, Supply chain, Effort, Service level constraint
Level shifts in stock returns driven by large shocks,
Yiannis Dendramis, George Kapetanios and Elias Tzavalis,
in Journal of Empirical Finance
(2014)
Keywords: Expected returns; Level shifts; Large shocks; State space model; Regime-shifts; Threshold models;
Oil prices and UK industry-level stock returns,
Bing Xu,
in Applied Economics
(2015)
Does firm-level productivity predict stock returns?,
Takashi Hiroki, Kentaro Iwatsubo and Clinton Watkins,
in Pacific-Basin Finance Journal
(2022)
Keywords: Firm-level productivity; Total factor productivity (TFP); Cross-section of returns; Intangibles; Research and development (R&D); Organizational capital;
The Interrelationship of Collective Bargaining at Industry and Company-Levels in Wage Determination,
Nicolas Castel, Noélie Delahaie, Héloïse Petit and Nathaniel London,
in Travail et Emploi
(2015)
Keywords: wage, automotive sector, call centre, collective bargaining at industry-level and at firm or company-level
Fiscal Stabilization and Growth: Evidence from Industry-level Data for Advanced and Developing Economies,
Sangyup Choi, Davide Furceri and Joao Jalles,
from International Monetary Fund
(2017)
Keywords: WP;dependent variable;external finance;aggregate demand;capital depreciation;developing economy;interaction effect; industry-level data; fiscal stabilization; time varying coefficients; growth; technologies of production; asset fixity; baseline result; option-value effect; effect of fiscal stabilization; differential effect; Depreciation; Productivity; Global
Higher moments and US industry returns: realized skewness and kurtosis,
Xiaoyue Chen, Bin Li and Andrew C. Worthington,
in Review of Accounting and Finance
(2021)
Keywords: Kurtosis, Skewness, Higher moments, Industry returns, Market anomalies
Do industry returns predict the stock market? A reprise using the random forest,
Cetin Ciner,
in The Quarterly Review of Economics and Finance
(2019)
Keywords: Market risk premium; Forecasting; Industry returns; Random forest;
Climate policy uncertainty and US industry stock returns: A quantile regression approach,
Guillaume Pijourlet,
in Economics Bulletin
(2024)
Keywords: Climate Policy Uncertainty, Industry Stock Returns, Quantile Regressions
The returns to scale analysis in the basic industry enterprises in the Slovak Republic,
Peter Bielik, Daniela Hupková, Matúš Vadovič and Natália Turčeková,
in Agricultural Economics
(2010)
Keywords: Data Envelopment Analysis (DEA), returns to scale, agricultural enterprises, basic industry
Does history repeat itself? Business cycle and industry returns,
Sudheer Chava, Alex Hsu and Linghang Zeng,
in Journal of Monetary Economics
(2020)
Keywords: Business cycle; Industry returns; Sector rotation strategy; Cash flow news;
A Re-examination of Exchange Rate Exposure: Industry-level Analysis of Indian Firms,
Ekta Sikarwar,
in Global Business Review
(2014)
Keywords: Exchange rate exposure; industry level; India; unanticipated; emerging markets
Midterm elections and stock returns,
Warwick Anderson, Jędrzej Białkowski and Moritz Wagner,
in Finance Research Letters
(2023)
Keywords: Midterm election; Political cycle; Political uncertainty; Industry returns; Benchmark returns;
Asset Pricing with a Reference Level of Consumption: New Evidence from the Cross-Section of Stock Returns,
Andreas Schrimpf and Joachim Grammig,
from ZEW - Leibniz Centre for European Economic Research
(2007)
Keywords: Consumption-Based Asset Pricing, Cross-Section of Stock Returns, Reference Level
Consumption-Based Asset Pricing with a Reference Level: New Evidence from the Cross-Section of Stock Returns,
Joachim Grammig and Andreas Schrimpf,
from ZEW - Leibniz Centre for European Economic Research
(2006)
Keywords: Consumption-based Asset Pricing, Cross-Section of Stock Returns, Reference Level
Asset ppricing with a reference level of consumption: New evidence from the cross-section of stock returns,
Joachim Grammig and Andreas Schrimpf,
from University of Cologne, Centre for Financial Research (CFR)
(2009)
Keywords: Consumption-Based Asset Pricing, Cross-Section of Stock Returns, Reference Level
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns,
Joachim Grammig and Andreas Schrimpf,
in Review of Financial Economics
(2009)
Keywords: Consumption-based asset pricing Cross-section of stock returns Reference level
An Application of a Random Level Shifts Model to the Volatility of Peruvian Stock and Exchange Rates Returns,
Junior Ojeda and Gabriel Rodríguez,
from Departamento de Economía - Pontificia Universidad Católica del Perú
(2014)
Keywords: Returns, Volatility, Long Memory, Random Level Shifts, Kalman Filter, Forecasting
Returns to scale in the Eastern United States logging industry,
William B. Stuart, Laura A. Grace and Robert K. Grala,
in Forest Policy and Economics
(2010)
Keywords: Cobb-Douglas production function Cost panel data Decreasing returns to scale Logging industry
How to Determine the Increasing Returns Sensitivity of Your Industry?,
Martin Klein, Erik den Hartigh, Harry Commandeur and Fred Langerak,
from Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
(2004)
Keywords: increasing returns, industry sensitivity, learning effects, network effects, scale effects, social interaction effects
Increasing returns and network structure in the evolutionary dynamics of industries,
Andrea Bonaccorsi and Paola Giuri,
from Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy
(1999)
Keywords: increasing returns; concentration; market shares; aircraft-engine industry; vertical relations; network.
The impact of oil price changes on stock returns of new energy industry in China: A firm-level analysis,
Fan Zhu, Faqi Jin, Haiquan Wu and Fenghua Wen,
in Physica A: Statistical Mechanics and its Applications
(2019)
Keywords: Oil price; New energy industry; Firm-level; Ownership; China;
Returns to Growth in Indian Automobile Industry: A Non-Parametric Data Envelopment Analysis (DEA) Approach,
Ramakrushna Panigrahi,
in Journal of Quantitative Economics
(2021)
Keywords: Returns to growth, Level efficiency, Growth efficiency, Data envelopment analysis
Stock-level sentiment contagion and the cross-section of stock returns,
Liyun Zhou, Dongqiao Chen and Jialiang Huang,
in The North American Journal of Economics and Finance
(2023)
Keywords: Behavior finance; Stock-level sentiment contagion; The cross-section of stock returns; Investor sentiment; Asset pricing;
Industry Volatility and International Trade,
Adina Ardelean, Miguel Leon-Ledesma and Laura Puzzello,
from School of Economics, University of Kent
(2017)
Keywords: Output Volatility; Demand Shocks; Trade; Industry-level Data
Bank Liquidity and Exposure to Industry Shocks,
Jose Arias, Oleksandr Talavera and Andriy Tsapin,
from Department of Economics, University of Birmingham
(2020)
Keywords: Bank liquidity, industry-level shocks, bank shock exposure, lending behavior
Growth and Risk at the Industry Level: the Real Effects of Financial Liberalization,
Rancière, Romain and Andrei Levchenko,
from C.E.P.R. Discussion Papers
(2008)
Keywords: Financial liberalization; Growth; Volatility; Industry-level data; Difference-in-differences estimation; Propensity score matching
Growth and risk at the industry level: The real effects of financial liberalization,
Andrei Levchenko, Romain Ranciere and Mathias Thoenig,
in Journal of Development Economics
(2009)
Keywords: Financial liberalization Growth Volatility Industry-level data Difference-in-differences estimation Propensity score matching
Globalization and Increasing Returns: Implications for the U.S. Computer Industry,
Kenneth L. Kraemer and Jason Dedrick,
in Information Systems Research
(1998)
Keywords: Increasing and Decreasing Returns, Globalization, Computer Industry, Industrial Policy, Industry Structure, Competition, Asia-Pacific Region
The impact of COVID-19 on the travel and leisure industry returns: Some international evidence,
Chien-Chiang Lee and Mei-Ping Chen,
in Tourism Economics
(2022)
Keywords: coronavirus disease 2019 (COVID-19); government response stringency index; industry returns; nonlinear; travel and leisure industry
Differing factor adjustment costs across industries: Evidence from Japan,
Hirokazu Mizobata,
in Economic Modelling
(2016)
Keywords: Joint estimation; Investment; Hiring; Substitutability; Complementarity; Industry-level adjustment costs;
Bank liquidity and exposure to industry shocks: Evidence from Ukraine,
Jose Arias, Oleksandr Talavera and Andriy Tsapin,
in Emerging Markets Review
(2022)
Keywords: Bank liquidity; Industry-level shocks; Bank shock exposure; Lending behaviour;
Differing factor adjustment costs across industries: Evidence from Japan,
Hirokazu Mizobata,
from Kyoto University, Institute of Economic Research
(2014)
Keywords: joint estimation of investment and hiring, substitutability, complementarity, industry-level adjustment costs
Capital structure and abnormal returns,
Yaz Muradoglu and Sheeja Sivaprasad,
in International Business Review
(2012)
Keywords: Abnormal returns; Capital structure; Gearing; Industry;
The Influences of Trade on Industry-level Wages and Employment,
Roger White,
from Palgrave Macmillan
(2014)
Keywords: Penetration Rate, Import Competition, Import Penetration, Industry Employment, North American Industry Classification System
Will the Aviation Industry Have a Bright Future after the COVID-19 Outbreak? Evidence from Chinese Airport Shipping Sector,
Jingxuan Liu, Ping Qiao, Jian Ding, Luke Hankinson, Elodie H. Harriman, Edward M. Schiller, Ieva Ramanauskaite and Haowei Zhang,
in JRFM
(2020)
Keywords: COVID-19; financial risk management; stock price returns; stock volatility; airline industry; at industry-enterprise levels
The Impact of Oil Prices on The Transportation Industry Stock Returns: The Case of the Turkish Equity Market,
Türker Açıkgöz and Özge Sezgin Alp,
in Journal of Research in Economics, Politics & Finance
(2023)
Keywords: Stock returns, Crude oil, ARDL Bound Test, Transportation industry
Labour decreasing returns, industry-wide union and Cournot-Bertrand profit ranking. A note,
Luciano Fanti and Nicola Meccheri,
in Economics Bulletin
(2012)
Keywords: unionized duopolies, industry-wide union, labour decreasing returns
Firm, Industry and Macroeconomics Dynamics of Stock Returns: A Case of Pakistan Non-Financial Sector,
Mirza Muhammad Naseer, Muhammad Asif Khan, József Popp and Judit Oláh,
in JRFM
(2021)
Keywords: stock returns; growth; industry; macroeconomics dynamics; non-financial sector
Asymmetric exchange rate exposure of stock returns: empirical evidence from Chinese industries,
Juan Cuestas and Bo Tang,
in Studies in Nonlinear Dynamics & Econometrics
(2017)
Keywords: asymmetric exchange rate exposure, Chinese industries, NARDL, stock returns
Do Foreign Exchange Markets Matter Dor Industry Stock Returns ? An empirical investigation,
Vincent Bodart and Paul Reding,
from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)
(2001)
Keywords: Industry stock returns; Fx market; Volatility; International correlation
Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?,
Riza Demirer, Rangan Gupta and Christian Pierdzioch,
from University of Pretoria, Department of Economics
(2020)
Keywords: Stock market, Realized volatility, Industry returns, Market efficiency and information
What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment,
Greg Duffee and Stephen D. Prowse,
from Board of Governors of the Federal Reserve System (U.S.)
(2019)
Keywords: Aggregate consumption; aggregate investment; auto industry; stock returns
Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries,
Juan Cuestas and Bo Tang,
from The University of Sheffield, Department of Economics
(2015)
Keywords: Asymmetric exchange rate exposure, stock returns, Chinese industries, NARDL
Asymmetric Exchange Rate Exposure of Stock Returns: Empirical Evidence from Chinese Industries,
Juan Cuestas and Bo Tang,
from Xi'an Jiaotong-Liverpool University, Research Institute for Economic Integration
(2016)
Keywords: Asymmetric exchange rate exposure, stock returns, Chinese industries, NARDL
Industry regulation and the comovement of stock returns,
Benjamin M. Blau, Todd G. Griffith and Ryan J. Whitby,
in Journal of Empirical Finance
(2023)
Keywords: Comovement; Covariance; Regulation; Stock returns; Market efficiency;
Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis,
Sunil K. Mohanty, Joseph Onochie and Abdulrahman F. Alshehri,
in Review of Quantitative Finance and Accounting
(2018)
Keywords: Oil price, Stock returns, Saudi Arabian stock market
Efficiency and stock returns: evidence from the insurance industry,
Chrysovalantis Gaganis, Iftekhar Hasan and Fotios Pasiouras,
from Bank of Finland
(2013)
Keywords: Efficiency, insurance, stock returns
Industry Concentration and the Cross-section of Stock Returns: Evidence from the UK,
Nawar Hashem,
from University Library of Munich, Germany
(2010)
Keywords: Industry concentration, Stock returns, Multifactor asset pricing theory, Competitive industries, Concentrated industries, Creative destruction, London Stock Exchange
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