Title | Authors | Year | JEL Codes |
---|
The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors | Pesaran, M. H., Smith, R. P. | [2023] | C38 G10 |
Text-Based Linkages and Local Risk Spillovers in the Equity Market | Ge, S. | [2020] | C33 C58 G10 G12 |
Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff | Hong, S-Y., Linton, O. | [2018] | C10 C58 G10 |
A Decade After Lehman: Taking Stock of Quantitative Easing and Regulation | Ramaswamy, R. | [2018] | E40 E50 G10 G20 |
Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms | McIntosh, G. | [2016] | G10 Q40 Q56 |
An investigation into Multivariate Variance Ratio Statistics
and their application to Stock Market Predictability | Hong, S. Y., Linton, O. and Zhang, H. J. | [2015] | C10 C32 G10 G12 |
Why corporations in developing countries are likely to be even more susceptible to the vicissitudes of international finance than their counterparts in the developed world: A Tribute to Ajit Singh | Palma, J. G. | [2015] | B50 D30 D43 E20 F30 F60 G10 G20 G30 N16 N16 016 |
Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels | Crowley, M. A., Meng, N. and Song, H. | [2015] | F12 F13 G10 G14 |
Multivariate Variance Ratio Statistics | Hong, S. Y., Linton, O. and Zhang , H. J. | [2014] | C10 C32 G10 G12 |
The effect of LNG on the rleationship between UK and Continental European natural gas markets | Koenig, P. | [2012] | Q41 Q47 G10 |
Asset price manipulation with several traders | Walther, A. | [2012] | D80 D82 G10 G14 |
The Dyanamic Location/Scale Model: with applications to intra-day financial data | Andres, P. and Harvey, A. C. | [2012] | C22 G10 |
Modelling Correlation in Carbon and Energy Markets | Koenig, P. | [2011] | Q41 G10 |
Properties of Electricity Prices and the Drivers of Interconnector Revenue | Parail, V. | [2010] | C15 C63 G10 L94 |