1. Volatility in the Turkish stock market: an analysis of influential events. (2025). Altinbas, Hazar.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00383-y.

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2. Energy organization sentiment and oil return forecast. (2025). Ahn, Kwangwon ; Jeong, Minhyuk.
   In: Energy Economics.
   RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008144.

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3. Is There a Relationship between Macroeconomic Variables and Stock Market Indices in Bosnia and Herzegovina?. (2024). Fahir, Kanli ; Lejla, Lazovi-Pita ; Ademir, Abdi.
   In: Naše gospodarstvo/Our economy.
   RePEc:vrs:ngooec:v:70:y:2024:i:3:p:48-70:n:1004.

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4. Macroeconomic Factors and Initial Public Offerings in Brazil. (2024). Barbosa, Cristiano Mendonaa ; de Camargos, Marcos Antaonio ; de Lima, Daniel Penido.
   In: Global Business Review.
   RePEc:sae:globus:v:25:y:2024:i:6:p:1452-1469.

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5. Heterogeneous macroeconomic factors’ effects on stocks across sizes, styles, and sectors in the South Korean market. (2024). Jang, Beakcheol ; Yang, Jinseok ; Cho, Chulyoung.
   In: PLOS ONE.
   RePEc:plo:pone00:0300393.

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6. Social Integrity and Stock Price Crash Risk. (2024). Liu, Yurou.
   In: Journal of Business Ethics.
   RePEc:kap:jbuset:v:190:y:2024:i:3:d:10.1007_s10551-023-05384-2.

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7. Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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8. Do election results resolve economic uncertainty? Evidence from Indian election 2024. (2024). Pandey, Dharen ; Kumari, Vineeta ; Rajesh, S P.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012807.

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9. Macroeconomic impact and stock returns vulnerability by size, solvency, and financial distress. (2024). Baek, Seungho ; Glambosky, Mina.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010905.

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10. Government data opening and corporate cash holdings: Evidence from a quasi-natural experiment in China. (2024). Liu, Huilong ; Yang, Yanning ; Xie, Jing.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1394-1414.

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11. Diaspora of Energy: A Case of Oil Production and Consumption. (2024). Rehman, Jamshaid ; Umar, Sajjad ; Ahmad, Nisar ; Azeem, Muhammad ; Khurshid, Muzammil.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-04-18.

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12. Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre.
    In: Papers.
    RePEc:arx:papers:2408.09960.

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13. The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi.
    In: Papers.
    RePEc:arx:papers:2404.01641.

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14. Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick.
    In: Papers.
    RePEc:arx:papers:2103.16451.

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15. Asymmetric responses to Purchasing Managers Index announcements in Chinas stock returns. (2023). Wang, Yingli ; Yang, Xiaoguang ; Zhang, Qingpeng ; Lu, Chang.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2937-2955.

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16. “Fast money” around Federal Statistics Releases. (2023). Serra, Teresa ; Garcia, Philip ; Huang, Joshua.
    In: American Journal of Agricultural Economics.
    RePEc:wly:ajagec:v:105:y:2023:i:4:p:1248-1266.

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17. ESG news spillovers across the value chain. (2023). le Tran, VU ; Coqueret, Guillaume.
    In: Post-Print.
    RePEc:hal:journl:hal-04325746.

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18. The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Londono, Juan M. ; Samadi, Mehrdad.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:96660.

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19. Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

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20. Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

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21. International stock volatility predictability: New evidence from uncertainties. (2023). Wang, Tianyang ; Wu, Lan ; Ma, Feng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000495.

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22. Financial stabilization policy, market sentiment, and stock market returns. (2023). Yang, Jianlei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005566.

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23. Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Chiaramonte, Laura ; Goodell, John W ; Alon, Ilan ; Paltrinieri, Andrea ; Dreassi, Alberto.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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24. The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633.

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25. Stock index futures price prediction using feature selection and deep learning. (2023). Yan, Wan-Lin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002029.

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26. Market responses to S&P exclusions: Evidence from the 2010-2019 period. (2023). Kara, Orhan ; Du, Wei ; Marciniak, Marek ; Choi, Euikyu.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-23-00190.

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27. ESG news spillovers across the value chain. (2023). le Tran, VU ; Coqueret, Guillaume.
    In: Financial Management.
    RePEc:bla:finmgt:v:52:y:2023:i:4:p:677-710.

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28. Stock Markets Response to Real Output Shocks in China: A VARwAL Estimation. (2023). Ülkü, Numan ; Ulku, Numan ; Wu, Kexing.
    In: China & World Economy.
    RePEc:bla:chinae:v:31:y:2023:i:5:p:1-25.

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29. Predicting long‐run risk factors of stock returns: Evidence from Australia. (2023). Banerjee, Rajabrata ; Cavoli, Tony ; Meng, Shannon ; McIver, Ron ; Wilson, John K.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:62:y:2023:i:3:p:377-395.

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30. Bitcoin Does Not Hedge Inflation. (2023). Pinchuk, Mykola.
    In: Papers.
    RePEc:arx:papers:2301.10117.

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31. Determinants of stock market returns in emerging markets: The linkage between institutional quality and macro liquidity. (2022). Su, Thanh ; Nguyen, Canh ; Schinckus, Christophe.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4472-4486.

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32. Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

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33. Inflation Forecasts and European Asset Returns: A Regime-Switching Approach. (2022). James, Victor ; Pesci, Nicolas ; Aguilar, Jean-Philippe ; Rouille, Fabien.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:475-:d:946085.

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34. Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Zhou, Wenyu ; Long, Huaigang ; Bouri, Elie ; Zaremba, Adam.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295.

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35. Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?. (2022). Fromentin, Vincent.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200304x.

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36. Stock market return predictability: A combination forecast perspective. (2022). Lv, Wendai ; Qi, Jipeng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s105752192200326x.

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37. The informativeness of regional GDP announcements: Evidence from China. (2022). Ding, Wenhong ; Guan, Wei ; Hao, Rubin ; Liao, Guanmin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:67:y:2022:i:c:p:78-99.

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38. Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17). (2022). Guillén, Osmani ; da Silva, Tarciso Gouveia ; de Carvalho, Osmani Teixeira ; Noronha, George Augusto ; de Melo, Andre.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000334.

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39. Stock returns and inflation shocks in weaker economic times. (2022). Connolly, Robert A ; Sun, Licheng ; Stivers, Chris.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

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40. Economic forecasts, anchoring bias, and stock returns. (2022). Dutta, Sandip ; Yu, Han ; Birz, Gene.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:1:p:169-191.

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41. Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News. (2022). Pinchuk, Mykola.
    In: Papers.
    RePEc:arx:papers:2212.04525.

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42. Canada: The Inflation Irrelevance Proposition. (2022). Azar, Samih Antoine.
    In: International Journal of Economics and Financial Research.
    RePEc:arp:ijefrr:2022:p:104-111.

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43. A macroeconomic hedge portfolio and the cross section of stock returns. (2021). Stotz, Olaf ; Renz, Maximilian.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:39:y:2021:i:1:p:73-94.

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44. Dissecting Macroeconomic News. (2021). Avino, Davide ; Simen, Chardin Wese ; Stancu, Andrei.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:5:p:1047-1077.

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45. The lead of oil price rises on US equity market beliefs and preferences. (2021). Dark, Jonathan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1861-1887.

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46. The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network. (2021). Grant, Everett ; Yung, Julieta.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:36:y:2021:i:6:p:760-783.

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47. U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ferrer, Roman ; Hurley, Dene.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3569-3587.

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48. Sentiment‐Apt investors and UK sector returns. (2021). Sakariyahu, Rilwan ; Sherif, Mohamed ; Chatzivgeri, Eleni ; Paterson, Audrey.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3321-3351.

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49. Index tracking strategy based on mixed-frequency financial data. (2021). Zhang, Xuan ; Cui, Xiangyu.
    In: PLOS ONE.
    RePEc:plo:pone00:0249665.

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50. Asymmetric Macroeconomic Shocks and Asset Price Behaviors in Selected African Countries. (2021). Olanrewaju, Saliu Mojeed ; Oladipo, Ogunleye Edward.
    In: Business and Economic Research.
    RePEc:mth:ber888:v:11:y:2021:i:2:p:90-122.

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51. News sentiment and stock market volatility. (2021). Hsu, Yen-Ju ; Lu, Yang-Cheng ; Yang, Jimmy J.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00971-8.

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52. Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals. (2021). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:4:d:10.1007_s11156-020-00937-2.

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53. Nexus Between Sectoral Shift and Stock Return: Insights From Bangladesh. (2021). Chowdhury, Mohammad Ashraful ; Hosen, Mosharrof ; Imran, Mohammed.
    In: International Journal of Asian Business and Information Management (IJABIM).
    RePEc:igg:jabim0:v:12:y:2021:i:1:p:75-93.

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54. The Information Content of Stress Test Announcements. (2021). Modugno, Michele ; Guerrieri, Luca.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-12.

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55. What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Baker, Scott ; Sammo, Marco C.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:113913.

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56. International portfolio allocation: The role of conditional higher moments. (2021). Le, Trung H.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:74:y:2021:i:c:p:33-57.

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57. Foreign macroeconomic and industry-related information transfers around earnings announcements: Evidence from U.S.-listed non-U.S. firms. (2021). Dong, Yashu ; Young, Danqing.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:71:y:2021:i:2:s016541012100015x.

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58. Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

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59. President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries. (2021). Nishimura, Yusaku ; Sun, Bianxia.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100125x.

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60. Media effects matter: Macroeconomic announcements in the gold futures market. (2021). Li, Wenyu ; Sun, Wenjia ; Liang, QI ; Yu, Fengyan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:96:y:2021:i:c:p:1-12.

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61. Japan s Stock Market Performance: Evidence from Toda-Yamamoto and Dolado-Lutkepohl Tests for Multivariate Granger Causality. (2021). Rahman, Matiur ; Guru-Gharana, Kishor K ; Islam, Anisul M.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2021-03-12.

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62. What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Baker, Scott ; Sammon, Marco.
    In: POID Working Papers.
    RePEc:cep:poidwp:010.

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63. What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Baker, Scott ; Sammon, Marco.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp1789.

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64. Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina.
    In: The World Economy.
    RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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65. A nonrandom walk down Hollywood boulevard: Celebrity deaths and investor sentiment. (2021). Lepori, Gabriele M.
    In: The Financial Review.
    RePEc:bla:finrev:v:56:y:2021:i:3:p:591-613.

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66. The effect of treasury auctions on 10‐year Treasury note futures. (2021). Smales, Lee.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

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67. Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques. (2021). Karatas, Tugce ; Hirsa, Ali.
    In: Papers.
    RePEc:arx:papers:2108.02838.

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68. Bilateral multiple gamma returns: Their risks and rewards. (2020). Schoutens, Wim ; Wang, King ; Madan, Dilip B.
    In: International Journal of Financial Engineering (IJFE).
    RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786320500085.

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69. U.S. Banking Sector Operational Losses and the Macroeconomic Environment. (2020). Curti, Filippo ; Abdymomunov, Azamat ; Mihov, Atanas.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:52:y:2020:i:1:p:115-144.

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70. On the directional predictability of equity premium using machine learning techniques. (2020). Vrontos, Spyridon ; Iworiso, Jonathan.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:3:p:449-469.

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71. The time‐varying performance of UK analyst recommendation revisions: Do market conditions matter?. (2020). Zhang, Hanxiong ; Hudson, Robert ; Su, Chen.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:29:y:2020:i:2:p:65-89.

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72. Relationship between Macroeconomic Indicators and Capital Markets Performance in Selected Southeastern European Countries. (2020). Dodig, Ante.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9323.

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73. Lagged country returns and international stock return predictability during business cycle recession periods. (2020). Wen, Yi-Chieh ; Li, Bin.
    In: Applied Economics.
    RePEc:taf:applec:v:52:y:2020:i:46:p:5005-5019.

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74. Switching-regime regression for modeling and predicting a stock market return. (2020). Szulczyk, Kenneth ; Zhang, Changyong.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01763-9.

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75. Fiscal Policy and Stock Market Efficiency in the USA: An ARDL Bounds Testing Approach. (2020). Adams, Michael Anthony.
    In: Journal of Accounting, Business and Finance Research.
    RePEc:spi:joabfr:2020:p:73-81.

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76. Global Bitcoin Markets and Local Regulations. (2020). Park, Cyn-Young ; Tian, Shu ; Zhao, BO.
    In: ADB Economics Working Paper Series.
    RePEc:ris:adbewp:0605.

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77. Introducere în analiza anomaliilor calendaristice, Partea a doua. (2020). Stefanescu, Rzvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:97961.

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78. Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets. (2020). Škrinjarić, Tihana ; Orlovi, Zrinka.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:7:p:1077-:d:379613.

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79. The Effect of Macroeconomics on Stock Price Index in the Republic of China. (2020). Mahpudin, Endang.
    In: International Journal of Economics & Business Administration (IJEBA).
    RePEc:ers:ijebaa:v:viii:y:2020:i:3:p:228-236.

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80. The impact of Russian sanctions on the return of agricultural commodity futures in the EU. (2020). Klomp, Jeroen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305781.

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81. Everybody likes shopping, including the US capital market. (2020). Qadan, Mahmoud ; Cohen, Gil ; Aharon, David Y.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224.

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82. Ethical investments and financial performance: An international evidence. (2020). Shah, Mohamed ; Mohamad, Shamsher ; Azmi, Wajahat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x1730570x.

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83. The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Grigaliuniene, Zana ; Celov, Dmitrij.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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84. Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy. (2020). Kelly, Patrick ; Hunter, Delroy M ; Francis, Bill B.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:386-411.

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85. When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

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86. A much robust and updated evidences of the alternative real-estate based asset pricing. (2020). Shi, QI.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303978.

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87. Credit risk – Return puzzle: Evidence from India. (2020). Nedumparambil, Elizabeth ; Bhandari, Anup Kumar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206.

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88. Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach. (2020). stoian, andreea ; Iorgulescu, Filip.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:90:y:2020:i:c:p:406-416.

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89. Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Adra, Samer ; Barbopoulos, Leonidas G ; Saunders, Anthony.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274.

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90. Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals. (2020). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella.
    In: Discussion Papers.
    RePEc:bir:birmec:20-21.

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91. Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17). (2020). da Silva, Tarciso Gouveia ; de Carvalho, Osmani Teixeira ; Noronha, George Augusto ; de Melo, Andre.
    In: Working Papers Series.
    RePEc:bcb:wpaper:536.

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92. Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Minh, Tram Thi ; Nguyen, Thuy Thu ; Mai, Hong Thi.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2020:p:758-777.

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93. Interest rate level and stock return predictability. (2019). Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng ; Huang, Dengshi.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:4:p:506-522.

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94. The evolution of price discovery in us equity and derivatives markets. (2019). Kalev, Petko S ; Lian, Guanhua ; Wallace, Damien.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1122-1136.

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95. Regional Limitations of Stock Indices Prediction Models Based on Macroeconomic Variables. (2019). Jelena, Stankeviien ; Sovijus, Kvainickas Tomas.
    In: Economics and Culture.
    RePEc:vrs:ecocul:v:16:y:2019:i:2:p:5-20:n:1.

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96. Investor reaction to simultaneous news releases: unemployment vs. earnings. (2019). White, Reilly ; Strohush, Vitaliy ; Gupta, Neeraj J.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-018-9460-z.

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97. The length of the trading day and trading volume. (2019). Qadan, Mahmoud ; Aharon, David Y.
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00119-8.

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98. Dynamic Advisor-Based Ensemble (dynABE): Case study in stock trend prediction of critical metal companies. (2019). Dong, Zhengyang.
    In: PLOS ONE.
    RePEc:plo:pone00:0212487.

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99. Macroeconomic Influence on the Nepalese Stock Market. (2019). Khatri, Mukti Bahadur.
    In: NRB Economic Review.
    RePEc:nrb:journl:v:31:y:2019:i:1:p:47.

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100. The Impact of Macroeconomic Factors on the German Stock Market: Evidence for the Crisis, Pre- and Post-Crisis Periods. (2019). Celebi, Kaan ; Honig, Michaela.
     In: IJFS.
     RePEc:gam:jijfss:v:7:y:2019:i:2:p:18-:d:218169.

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101. Market Efficiency and News Dynamics: Evidence from International Equity Markets. (2019). Chiang, Thomas C.
     In: Economies.
     RePEc:gam:jecomi:v:7:y:2019:i:1:p:7-:d:202794.

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102. The information content of realized volatility of sector indices in China’s stock market. (2019). Lin, Tiantian ; Lung, Peter ; Zhang, Lili ; Liu, Dehong.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:64:y:2019:i:c:p:625-640.

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103. The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Anderson, Keith ; Ikizlerli, Deniz.
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

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104. Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Plíhal, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Lyocsa, Tefan ; Molnar, Peter.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

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105. Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

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106. Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Ghafoor, Abdul.
     In: Economic Systems.
     RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

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107. Dynamics of mutual funds and stock markets in Asian developing economies. (2019). Kutan, Ali ; Ghafoor, Abdul ; Qureshi, Zeeshan ; Khan, Habib Hussain.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:65:y:2019:i:c:s1049007818302896.

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108. A unified framework jointly explaining business conditions, stock returns, volatility and “volatility feedback news” effects. (2019). Yunmi, Kim ; Chang-Jin, Kim.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:23:y:2019:i:2:p:14:n:3.

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109. Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation. (2019). Zhan, Yuancheng ; Li, Yinchuan ; Liu, Xiao-Yang.
     In: Papers.
     RePEc:arx:papers:1907.01503.

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110. Dynamic Advisor-Based Ensemble (dynABE): Case study in stock trend prediction of critical metal companies. (2019). Dong, Zhengyang.
     In: Papers.
     RePEc:arx:papers:1805.12111.

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111. Dynamic macroeconomic effects on the German stock market before and after the financial crisis. (2018). Celebi, Kaan ; Honig, Michaela.
     In: Working Paper Series.
     RePEc:zbw:fhfwps:13.

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112. Economic News and Household Decisions. (2018). Vinokurov, S S ; Mierin, L A ; Medved, A A.
     In: Contemporary Economics.
     RePEc:wyz:journl:id:525.

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113. Macroeconomic determinants of islamic and conventional stocks: Malaysian evidence based on ARDL and NARDL approaches. (2018). Masih, Abul ; Shahwahid, Muhammad.
     In: MPRA Paper.
     RePEc:pra:mprapa:114368.

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114. Impact of macroeconomic factors on shariah and conventional stocks: Malaysian evidence. (2018). Masih, Abul ; Aiman, Muhammad.
     In: MPRA Paper.
     RePEc:pra:mprapa:111736.

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115. The Effect of Economic Factors on Performance of the Stock Market in the Czech Republic. (2018). Praak, Toma.
     In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
     RePEc:mup:actaun:actaun_2018066061613.

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116. Divergent Market Responses to Human Capital Reorganizations. (2018). Yang, Xiaohui ; Denning, Karen C ; Cowan, James E ; Anderson, Anne.
     In: Business and Economic Research.
     RePEc:mth:ber888:v:8:y:2018:i:1:p:h:ber888:v:8:y:2018:i:1:p:212-243.

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117. A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index. (2018). giouvris, evangelos ; Alsheikhmubarak, Abdulilah Ibrahim.
     In: Multinational Finance Journal.
     RePEc:mfj:journl:v:22:y:2018:i:3-4:p:119-172.

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118. Baryonic Beta Dynamics: An Econophysical Model of Systematic Risk/Dinámica de la Beta Bariónica: Un modelo Econofísico de Riesgo Sistemático. (2018). Chen, James Ming.
     In: Estudios de Economia Aplicada.
     RePEc:lrk:eeaart:36_1_18.

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119. The effect of macroeconomic announcements at a sectoral level in the US and European Union. (2018). Balli, Faruk ; Anderson, Hamish ; Godber, Cara.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:44:y:2018:i:c:p:256-272.

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120. Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Chen, LU ; Yuan, Jing ; Jiang, Cuixia.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31.

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121. What drives the demand for information in the commodity market?. (2018). Qadan, Mahmoud ; Aharon, David Y.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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122. The impact of institutional volatility on financial volatility in transition economies. (2018). Hartwell, Christopher.
     In: Journal of Comparative Economics.
     RePEc:eee:jcecon:v:46:y:2018:i:2:p:598-615.

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123. Total attention: The effect of macroeconomic news on market reaction to earnings news. (2018). Chen, Linda H ; Zhu, Kevin X ; Jiang, George J.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:97:y:2018:i:c:p:142-156.

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124. Investors evaluations of price-increase preannouncements. (2018). Dekimpe, Marnik G ; Lim, Leon Gim ; Tuli, Kapil R.
     In: International Journal of Research in Marketing.
     RePEc:eee:ijrema:v:35:y:2018:i:3:p:359-377.

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125. Policy uncertainty, investment, and the cost of capital. (2018). El Ghoul, Sadok ; Drobetz, Wolfgang ; Guedhami, Omrane ; Janzen, Malte.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:39:y:2018:i:c:p:28-45.

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126. The January sentiment effect in the U.S. stock market. (2018). Chen, Zhongdong ; Daves, Phillip R.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:59:y:2018:i:c:p:94-104.

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127. What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander.
     In: Accounting and Finance.
     RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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128. Asymmetric response to PMI announcements in Chinas stock returns. (2018). Wang, Yingli ; Yang, Xiaoguang.
     In: Papers.
     RePEc:arx:papers:1806.04347.

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129. Role of macroeconomic variables on firms’ performance: Evidence from the UK. (2017). Antwi, Samuel ; Issah, Mohammed ; McMillan, David.
     In: Cogent Economics & Finance.
     RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1405581.

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130. Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section. (2017). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele.
     In: Journal of Business & Economic Statistics.
     RePEc:taf:jnlbes:v:35:y:2017:i:1:p:110-129.

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131. Improving (E)GARCH forecasts with robust realized range measures: Evidence from international markets. (2017). Accioly, Victor Bello ; de Melo, Beatriz Vaz.
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:41:y:2017:i:4:d:10.1007_s12197-017-9386-x.

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132. Fearing the Fed: How Wall Street Reads Main Street. (2017). Song, Dongho ; Law, Tzuo Hann ; Yaron, Amir.
     In: 2017 Meeting Papers.
     RePEc:red:sed017:1632.

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133. Stock returns and macroeconomic factors in an emerging economy: Malaysian evidence. (2017). Masih, Abul ; Miras, Hassan.
     In: MPRA Paper.
     RePEc:pra:mprapa:101229.

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134. Systematic Risk in the Macrocosm. (2017). Chen, James Ming.
     In: Quantitative Perspectives on Behavioral Economics and Finance.
     RePEc:pal:qpochp:978-3-319-63465-4_12.

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135. Econophysics and Capital Asset Pricing. (2017). Chen, James Ming.
     In: Quantitative Perspectives on Behavioral Economics and Finance.
     RePEc:pal:qpobef:978-3-319-63465-4.

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136. Stock Volatility and the Great Depression. (2017). Weidenmier, Marc ; Cortes, Gustavo.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:23554.

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137. The Relationship between Corporate Profitability and Macroeconomic Indicators: Evidence from 500 Largest Industrial Organizations in Turkey. (2017). Cengiz, Hulya ; Tuncay, Ferhan Emir .
     In: International Business Research.
     RePEc:ibn:ibrjnl:v:10:y:2017:i:9:p:87-95.

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138. Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco.
     In: Econometrics.
     RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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139. Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

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140. Stale economic news, media and the stock market. (2017). Birz, Gene.
     In: Journal of Economic Psychology.
     RePEc:eee:joepsy:v:61:y:2017:i:c:p:87-102.

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141. Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, Lee.
     In: Journal of Commodity Markets.
     RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

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142. Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Gau, Yin-Feng ; Wu, Zhen-Xing.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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143. Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Jahromi, Maria ; Akhtar, Shumi ; John, Kose.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

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144. Reprint of: Central bank collateral frameworks. (2017). Nyborg, Kjell.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:83:y:2017:i:c:p:232-248.

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145. Central bank collateral frameworks. (2017). Nyborg, Kjell.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:76:y:2017:i:c:p:198-214.

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146. Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Chen, Jiayuan ; Muckley, Cal B.
     In: Energy Economics.
     RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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147. When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Tourani-Rad, Alireza ; Frijns, Bart ; Fernandez-Perez, Adrian.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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148. Stock markets response to real output shocks in Eastern European frontier markets: A VARwAL model. (2017). Ülkü, Numan ; Kuzmicheva, Olga ; Ulku, Numan ; Kuruppuarachchi, Duminda.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:33:y:2017:i:c:p:140-154.

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149. Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Ismail, Izlin ; Qureshi, Fiza ; Gee, Chan Sok.
     In: Emerging Markets Review.
     RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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150. The Reaction of Stock Market Returns to Unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus.
     In: UC3M Working papers. Economics.
     RePEc:cte:werepe:24120.

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151. The reaction of stock market returns to unemployment. (2017). Taamouti, Abderrahim ; Gonzalo, Jesus ; Abderrahim, Taamouti ; Jesus, Gonzalo.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:21:y:2017:i:4:p:20:n:3.

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152. THE IMPACT OF MACROECONOMIC INDICATORS ON INDIAN STOCK PRICES: AN EMPIRICAL ANALYSIS. (2017). Giri, Arun ; Pooja, Joshi .
     In: Studies in Business and Economics.
     RePEc:blg:journl:v:12:y:2017:i:1:p:61-78.

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153. THE IMPACT OF THE DOMESTIC AND FOREIGN MACROECONOMIC NEWS ANNOUNCEMENTS ON THE TURKISH STOCK MARKET. (2016). Gok, Ibrahim Yasar ; Topuz, Sefa.
     In: Studii Financiare (Financial Studies).
     RePEc:vls:finstu:v:20:y:2016:i:3:p:95-107.

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154. Causality in EU macroeconomic variables. (2016). Kanas, Angelos ; AGIAKLOGLOU, CHRISTOS ; Gkouvakis, Michalis .
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:23:y:2016:i:4:p:264-277.

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155. Impact of News on Indian Stock Market: A Periodic Study with Asymmetric Conditional Volatility Models. (2016). .
     In: Management and Labour Studies.
     RePEc:sae:manlab:v:41:y:2016:i:3:p:169-180.

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156. Macro-Economic and Financial Determinants of Comovement across Global Real Estate Security Markets. (2016). Stevenson, Simon.
     In: Journal of Real Estate Research.
     RePEc:jre:issued:v:38:n:4:2016:p:595_624.

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157. The Impact of Investor Sentiment on the Leverage Effect. (2016). Son-Turan, Semen.
     In: International Econometric Review (IER).
     RePEc:erh:journl:v:8:y:2016:i:1:p:4-18.

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158. In search of the determinants of European asset market comovements. (2016). Taamouti, Abderrahim ; Gomes, Pedro.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:44:y:2016:i:c:p:103-117.

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159. Stock prices and macroeconomic factors: Some European evidence. (2016). Peiro, Amado.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:41:y:2016:i:c:p:287-294.

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160. Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

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161. Testing weighting approaches for forecasting in a Group Wisdom Support System environment. (2016). Hommel, Ulrich ; Prokesch, Tobias ; Wohlenberg, Holger ; von der Gracht, Heiko A.
     In: Journal of Business Research.
     RePEc:eee:jbrese:v:69:y:2016:i:10:p:4081-4094.

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162. When does the stock market listen to economic news? New evidence from copulas and news wires. (2016). Medovikov, Ivan.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:65:y:2016:i:c:p:27-40.

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163. A test of the linkage among money supply, liquidity and share prices in Asia. (2016). chung, tinfah ; Ariff, Mohamed.
     In: Japan and the World Economy.
     RePEc:eee:japwor:v:39:y:2016:i:c:p:48-61.

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164. Regime-dependent determinants of Euro area sovereign CDS spreads. (2016). Qian, Zongxin ; Eijffinger, Sylvester ; Blommestein, Hans.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:22:y:2016:i:c:p:10-21.

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165. A comparison of investors’ sentiments and risk premium effects on valuing shares. (2016). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:17:y:2016:i:c:p:1-6.

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166. Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis. (2016). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:45:y:2016:i:c:p:180-188.

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167. Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Premachandra, I M ; Kuruppuarachchi, Duminda.
     In: Energy Economics.
     RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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168. Predicting the oil prices: Do technical indicators help?. (2016). Yin, Libo ; Yang, Qingyuan.
     In: Energy Economics.
     RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350.

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169. The short trading day anomaly. (2016). Kliger, Doron ; Qadan, Mahmoud.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:38:y:2016:i:pa:p:62-80.

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170. Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:53:y:2016:i:c:p:89-106.

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171. Macroeconomic Factors and the Indian Stock Market: Exploring Long and Short Run Relationships. (2016). Kotha, Kiran Kumar ; Sahu, Bhawna .
     In: International Journal of Economics and Financial Issues.
     RePEc:eco:journ1:2016-03-34.

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172. Is the intrinsic value of macroeconomic news announcements related to their asset price impact?. (2016). Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas ; Vega, Clara.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:20161882.

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173. Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil. (2016). Accioly, Victor Bello ; de Melo, Beatriz Vaz.
     In: Brazilian Business Review.
     RePEc:bbz:fcpbbr:v:13:y:2016:i:2:p1-26.

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174. Heteroeneous forecasters and nonlinear expectation formation in US stock market. (2015). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:29.

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175. Health care and the cross-section of US stock returns. (2015). Geppert, John ; Payne, Brian.
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:39:y:2015:i:1:p:153-170.

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176. Style factor timing: An application to the portfolio holdings of US fund managers. (2015). Gallagher, David.
     In: Australian Journal of Management.
     RePEc:sae:ausman:v:40:y:2015:i:2:p:318-350.

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177. A comparison of investors sentiments and risk premium effects on valuing shares. (2015). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella.
     In: Discussion Papers.
     RePEc:not:notgts:15/01.

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178. RELATION BETWEEN RISK AND RETURN IN TUNISIAN’S STOCK MARKET AFTER THE REVOLUTION (DURING POLITICAL INSTABILITY). (2015). Ghenimi, Ameni ; Hammami, Algia ; Bouri, Abdelfattah.
     In: Journal of Academic Finance.
     RePEc:jaf:journl:v:6:y:2015:i:1:n:33.

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179. RELATION BETWEEN RISK AND RETURN IN TUNISIAN’S STOCK MARKET AFTER THE REVOLUTION (DURING POLITICAL INSTABILITY). (2015). Ghenimi, Ameni ; Hammami, Algia ; Bouri, Abdelfattah.
     In: Journal of Academic Finance.
     RePEc:jaf:journl:v:6:y:2015:i:1:n:30.

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180. Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section. (2015). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele.
     In: Working Papers.
     RePEc:igi:igierp:550.

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181. Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?. (2015). Vega, Clara ; Strasser, Georg ; Scotti, Chiara ; Gilbert, Thomas.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2015-46.

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182. Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Darné, Olivier ; Darne, Olivier ; Charles, Amelie ; Pop, Adrian.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

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183. Investor mood and demand for stocks: Evidence from popular TV series finales. (2015). Lepori, Gabriele M..
     In: Journal of Economic Psychology.
     RePEc:eee:joepsy:v:48:y:2015:i:c:p:33-47.

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184. Democracy, political risks and stock market performance. (2015). Heimonen, Kari ; Lehkonen, Heikki.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:59:y:2015:i:c:p:77-99.

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185. Distilling the macroeconomic news flow. (2015). Beber, Alessandro ; Brandt, Michael W ; Luisi, Maurizio .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:117:y:2015:i:3:p:489-507.

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186. Stock market volatility: Identifying major drivers and the nature of their impact. (2015). Mittnik, Stefan ; Robinzonov, Nikolay ; Spindler, Martin.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:58:y:2015:i:c:p:1-14.

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187. The impact of macroeconomic and financial stress on the U.S. financial sector. (2015). Hassan, M. Kabir ; Hippler, William J.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:21:y:2015:i:c:p:61-80.

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188. Equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis. (2015). Chan-Lau, Jorge ; Schmittmann, Jochen M. ; Liu, Estelle X..
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:16:y:2015:i:c:p:164-172.

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189. The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee ; Yang, YI.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

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190. Macro variables and the components of stock returns. (2015). Maio, Paulo ; Philip, Dennis.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:33:y:2015:i:c:p:287-308.

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191. Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test. (2015). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi.
     In: Economic Systems.
     RePEc:eee:ecosys:v:39:y:2015:i:2:p:288-300.

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192. Central Bank Collateral Frameworks. (2015). Nyborg, Kjell.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:10663.

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193. Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions. (2015). Sisli Ciamarra, Elif ; Savaser, Tanseli.
     In: Working Papers.
     RePEc:brd:wpaper:93.

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194. Stock Markets Response to Real Output Shocks: Connection Restored but Delayed. (2015). Ülkü, Numan ; Ulku, Numan ; Kuruppuarachchi, Duminda.
     In: International Review of Finance.
     RePEc:bla:irvfin:v:15:y:2015:i:4:p:613-622.

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195. The Impact of Monetary Surprises on Australian Financial Futures Markets: An Insight into Cash Rate Target Announcements. (2015). Zhou, Ying ; Lu, Xinsheng ; Qu, Ling.
     In: Australian Economic Papers.
     RePEc:bla:ausecp:v:54:y:2015:i:3:p:151-166.

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196. Dynamic Relations between Macroeconomic Variables and Indian Stock Price: An Application of ARDL Bounds Testing Approach. (2015). Joshi, Pooja ; Giri, A K.
     In: Asian Economic and Financial Review.
     RePEc:asi:aeafrj:2015:p:1119-1133.

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197. Heterogeneous forecasters and nonlinear expectation formation in the US stock market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
     In: Kiel Working Papers.
     RePEc:zbw:ifwkwp:1947.

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198. Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph .
     In: FinMaP-Working Papers.
     RePEc:zbw:fmpwps:11.

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199. The impact of institutional volatility on financial volatility in transition economies: a GARCH family approach. (2014). Hartwell, Christopher.
     In: BOFIT Discussion Papers.
     RePEc:zbw:bofitp:bdp2014_006.

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200. Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. (2014). Forson, Joseph ; Janrattanagul, Jakkaphong .
     In: Contemporary Economics.
     RePEc:wyz:journl:id:340.

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201. Inflation And The Subsequent Timing Of The Chinese Stock Market. (2014). Ryan, James ; Hong, Hui ; O'Brien, Fergal.
     In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
     RePEc:usm:journl:aamjaf01002_13-35.

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202. Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics. (2014). Gregory, Allan ; Zhu, Hui.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:24:y:2014:i:7:p:505-514.

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203. The impact of US macroeconomic news on the Polish stock market. (2014). Wójtowicz, Tomasz ; Gurgul, Henryk ; Wojtowicz, Tomasz.
     In: Central European Journal of Operations Research.
     RePEc:spr:cejnor:v:22:y:2014:i:4:p:795-817.

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204. Response of Stock Markets to Monetary Policy: An Asian Stock Market Perspective. (2014). Yoshino, Naoyuki ; TAGHIZADEH-HESARY, Farhad ; Prasetyo, Ahmad ; Hassanzadeh, Ali.
     In: ADBI Working Papers.
     RePEc:ris:adbiwp:0497.

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205. Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand. (2014). Forson, Joseph ; Janrattanagul, Jakkaphong .
     In: MPRA Paper.
     RePEc:pra:mprapa:57582.

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206. Effect of Credit Rating on Firm Performance and Stock Return; Evidence form KSE Listed Firms. (2014). Javid, Attiya ; Shaheen, Rubina.
     In: PIDE-Working Papers.
     RePEc:pid:wpaper:2014:104.

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207. How Macroecomic Factors Influence the Commodity Market in the Financialization Period: The Case of S & P GSCI Commodity Index. (2014). Rejnu, Oldich ; Karas, Michal ; Smolik, Kamil.
     In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
     RePEc:mup:actaun:actaun_2014062061417.

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208. Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data. (2014). Hussain, Syed Mujahid ; Deleze, Frederic.
     In: Multinational Finance Journal.
     RePEc:mfj:journl:v:18:y:2014:i:3-4:p:169-213.

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209. Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. (2014). Filis, George ; Chatziantoniou, Ioannis.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:42:y:2014:i:4:p:709-729.

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210. Timing Ability of Government Bond Fund Managers: Evidence from Portfolio Holdings. (2014). Huang, Jingzhi ; Wang, Ying.
     In: Management Science.
     RePEc:inm:ormnsc:v:60:y:2014:i:8:p:2091-2109.

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211. The Role of Country Concentration in the International Portfolio Investment Positions for the European Union Members. (2014). Hashimoto, Yuko ; Brushko, Iuliia.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2014/074.

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212. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; Charles, Amelie.
     In: Post-Print.
     RePEc:hal:journl:hal-01122507.

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213. Impact of Macroeconomic Factors on Non-financial firms Stock Returns: Evidence from Sectorial Study of KSE-100 Index. (2014). Zaighum, Isma.
     In: Journal of Management Sciences.
     RePEc:gei:journl:v:1:y:2014:i:1:p:35-48.

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214. Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013. (2014). Darné, Olivier ; CHARLES, Amelie.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:43:y:2014:i:c:p:188-199.

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215. Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects. (2014). Stasinakis, Charalampos ; Sermpinis, Georgios ; Dunis, Christian.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:30:y:2014:i:c:p:21-54.

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216. Macroeconomic uncertainty and the cross-section of option returns. (2014). Aramonte, Sirio.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:21:y:2014:i:c:p:25-49.

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217. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis. (2014). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
     In: Discussion Papers of DIW Berlin.
     RePEc:diw:diwwpp:dp1399.

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218. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis. (2014). Spagnolo, Fabio ; Caporale, Guglielmo Maria.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4912.

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219. The impact of institutional volatility on financial volatility in transition economies : a GARCH family approach. (2014). Hartwell, Christopher.
     In: BOFIT Discussion Papers.
     RePEc:bof:bofitp:2014_006.

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220. When does the stock market listen to economic news? New evidence from copulas and news wires. (2014). Medovikov, Ivan.
     In: Papers.
     RePEc:arx:papers:1410.8427.

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221. Equity returns in the banking sector in the wake of the great recession and the European sovereign debt crisis. (2013). Chan-Lau, Jorge ; Schmittmann, Jochen M. ; Liu, Estelle X..
     In: Discussion Papers.
     RePEc:zbw:bubdps:322013.

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222. Inflation news and stock returns: market direction and flow-through ability. (2013). Jareño, Francisco ; Jareo, Francisco ; Diaz, Antonio.
     In: Empirical Economics.
     RePEc:spr:empeco:v:44:y:2013:i:2:p:775-798.

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223. STRATEGY OF STOCK VALUATION BY FUNDAMENTAL ANALYSIS. (2013). Ivanovic, Zoran ; Bogdan, Sinisa ; Baresa, Suzana.
     In: UTMS Journal of Economics.
     RePEc:ris:utmsje:0066.

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224. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi.
     In: Working Papers.
     RePEc:pre:wpaper:201360.

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225. Macroeconomic Forces and Stock Prices:Evidence from the Bangladesh Stock Market. (2013). Khan, Mashrur Mustaque ; Yousuf, Ahmed Sadek.
     In: MPRA Paper.
     RePEc:pra:mprapa:46528.

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226. The Pronounced Impact of Macroeconomic Stress on the Financial Sector: Implications for Real Sector Growth. (2013). Hassan, M. Kabir ; Hippler, William J..
     In: NFI Working Papers.
     RePEc:nfi:nfiwps:2013-wp-01.

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227. Distilling the Macroeconomic News Flow. (2013). Beber, Alessandro ; Brandt, Michael W. ; Luisi, Maurizio .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:19650.

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228. Impact of money supply on stock bubbles. (2013). Sirucek, Martin ; Irek, Martin.
     In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
     RePEc:mup:actaun:actaun_2013061072835.

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229. The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach. (2013). Barsoum, Fady.
     In: Working Paper Series of the Department of Economics, University of Konstanz.
     RePEc:knz:dpteco:1315.

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230. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Chen, Wen-Yi ; Chang, Tsangyao.
     In: Working Papers.
     RePEc:ipg:wpaper:36.

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231. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Yi, Wen.
     In: Working Papers.
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232. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Chen, Wen-Yi ; Chang, Tsangyao ; Gupta, Rangan.
     In: Working Papers.
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233. Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies. (2013). Nejadmalayeri, Ali ; lucey, brian ; Singh, Manohar.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:53:y:2013:i:4:p:476-485.

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234. A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China. (2013). Liu, Zhentao ; Asako, Kazumi.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:7:p:2639-2651.

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235. Wall Street’s bailout bet: Market reactions to house price releases in the presence of bailout expectations. (2013). Posch, Peter ; Loffler, Gunter.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:12:p:5147-5158.

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236. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:24:y:2013:i:c:p:1-24.

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237. Assessing the impact of macroeconomic news on the U.S. forest products industry portfolio across business cycles: 1963–2010. (2013). Wan, Yang ; Clutter, Michael L. ; Siry, Jacek P. ; Mei, Bin.
     In: Forest Policy and Economics.
     RePEc:eee:forpol:v:28:y:2013:i:c:p:15-22.

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238. An information diffusion-based model of oil futures price. (2013). Sun, Jiajing ; Li, Ziran ; Wang, Shouyang.
     In: Energy Economics.
     RePEc:eee:eneeco:v:36:y:2013:i:c:p:518-525.

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239. Monetary shocks and asymmetric effects in an emerging stock market: The case of China. (2013). Jiang, Mingming ; Hu, Jinyan ; Guo, Feng.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:32:y:2013:i:c:p:532-538.

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240. Portfolio selection in a data-rich environment. (2013). Taamouti, Abderrahim ; Bouaddi, Mohammed.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:12:p:2943-2962.

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241. Distilling the Macroeconomic News Flow. (2013). Beber, Alessandro ; Brandt, Michael ; Luisi, Maurizio .
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9360.

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242. Was bewegt den DAX?. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay .
     In: ifo Schnelldienst.
     RePEc:ces:ifosdt:v:66:y:2013:i:23:p:32-36.

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243. The Micro Dynamics of Macro Announcements. (2013). Wohlrabe, Klaus ; Mittnik, Stefan ; Robinzonov, Nikolay .
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4421.

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244. Macroeconomic factors strike back: A Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section. (2013). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele.
     In: Working Paper.
     RePEc:bno:worpap:2013_19.

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245. Discussion of What Do Management Earnings Forecasts Convey About the Macroeconomy?. (2013). Ogneva, Maria.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:51:y:2013:i:2:p:267-279.

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246. What Do Management Earnings Forecasts Convey About the Macroeconomy?. (2013). Bozanic, Zahn ; Bonsall, Samuel B ; Fischer, Paul E.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:51:y:2013:i:2:p:225-266.

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247. CO2 Emissions and Financial Performance of Socially Responsible Firms: An Empirical Survey. (2013). Sariannidis, Nikolaos ; Giannarakis, Grigoris ; Arabatzis, Garyfallos ; Zafeiriou, Eleni.
     In: Business Strategy and the Environment.
     RePEc:bla:bstrat:v:22:y:2013:i:2:p:109-120.

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248. The Impact of Monetary Policy Surprises on Australian Financial Futures Markets. (2013). Zhou, Ying ; Lu, Xinsheng ; Kou, Mingting.
     In: Working Papers.
     RePEc:aut:wpaper:201301.

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249. What determines the stock markets reaction to monetary policy statements?. (2012). Kurov, Alexander.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:21:y:2012:i:4:p:175-187.

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250. Out-of-sample stock return predictability in Australia. (2012). Walter, Terry ; Gallagher, David.
     In: Australian Journal of Management.
     RePEc:sae:ausman:v:37:y:2012:i:3:p:461-479.

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251. The impact of money supply on stock prices and stock bubbles. (2012). Sirucek, Martin.
     In: MPRA Paper.
     RePEc:pra:mprapa:40919.

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252. Macroeconomic variables and stock market: US review. (2012). Sirucek, Martin.
     In: MPRA Paper.
     RePEc:pra:mprapa:39094.

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253. Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis. (2012). Chan-Lau, Jorge ; Schmittmann, Jochen M ; Liu, Estelle X.
     In: IMF Working Papers.
     RePEc:imf:imfwpa:2012/174.

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254. Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements. (2012). Malhotra, Madhuri ; Thenmozhi, M ; Gopalaswamy, Arun Kumar.
     In: Working Papers.
     RePEc:ess:wpaper:id:4728.

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255. What determines the stock markets reaction to monetary policy statements?. (2012). Kurov, Alexander.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:21:y:2012:i:4:p:175-187.

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256. The impact of economic news on expected changes in monetary policy. (2012). Pearce, Douglas ; Lapp, John S..
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:34:y:2012:i:2:p:362-379.

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257. Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates. (2012). Hutchison, Michael ; Fatum, Rasmus ; Wu, Thomas.
     In: Journal of the Japanese and International Economies.
     RePEc:eee:jjieco:v:26:y:2012:i:4:p:542-560.

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258. Price adjustment to news with uncertain precision. (2012). Hautsch, Nikolaus ; Hess, Dieter ; Mller, Christoph.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:31:y:2012:i:2:p:337-355.

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259. Real aggregate activity and stock returns. (2012). Du, Ding ; Zhao, Xiaobing ; Denning, Karen.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:64:y:2012:i:5:p:323-337.

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260. The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data. (2012). Mun, Kyung-Chun .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:2:p:383-394.

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261. Impact of macroeconomic news on metal futures. (2012). Miao, Hong ; Elder, John ; Ramchander, Sanjay.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:1:p:51-65.

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262. More on the impact of US macroeconomic announcements: Evidence from French and German stock markets volatility. (2012). Lahiani, Amine ; Belgacem, Aymen.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-12-00138.

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263. The reaction of stock market returns to anticipated unemployment. (2012). Taamouti, Abderrahim ; Gonzalo, Jesus.
     In: UC3M Working papers. Economics.
     RePEc:cte:werepe:we1237.

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264. Political Business Cycles and Partisan Politics: Evidence from a Developing Economy. (2012). Köksal, Bülent ; Koksal, Bulent ; Alkan, Ahmet.
     In: Economics and Politics.
     RePEc:bla:ecopol:v:24:y:2012:i:2:p:182-199.

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265. Testing for asymmetries in price reactions to quarterly earnings announcements on Tallinn, Riga and Vilnius Stock Exchanges during 2000-2009. (2012). Grigaliuniene, Zana ; Laidroo, Laivi.
     In: Baltic Journal of Economics.
     RePEc:bic:journl:v:12:y:2012:i:1:p:61-86.

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266. Irrationality or efficiency of macroeconomic survey forecasts? Implications from the anchoring bias test. (2011). Orbe, Sebastian ; Hess, Dieter.
     In: CFR Working Papers.
     RePEc:zbw:cfrwps:1113.

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267. Price adjustment to news with uncertain precision. (2011). Hautsch, Nikolaus ; Hess, Dieter ; Muller, Christoph.
     In: CFR Working Papers.
     RePEc:zbw:cfrwps:0804r.

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268. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2011). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
     In: Journal of Applied Econometrics.
     RePEc:wly:japmet:v:26:y:2011:i:6:p:948-974.

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269. Money supply endogeneity and bank stock returns. (2011). Khalid, Ahmed ; Ariff, Mohamed ; Badarudin, Z. E..
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:21:y:2011:i:14:p:1035-1048.

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270. Impact of the domestic and the US macroeconomic news on the Romanian stock market. (2011). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
     In: MPRA Paper.
     RePEc:pra:mprapa:41623.

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271. Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements. (2011). Malhotra, Madhuri ; Thenmozhi, M. ; Gopalaswamy, Arun Kumar.
     In: Working Papers.
     RePEc:mad:wpaper:2011-061.

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272. How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock Markets. (2011). Tampakoudis, Ioannis ; Subeniotis, Dimitrios ; Papadopoulos, Dimitrios.
     In: European Research Studies Journal.
     RePEc:ers:journl:v:xiv:y:2011:i:1:p:105-120.

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273. Dividends, Momentum, and Macroeconomic Variables as Determinants of the US Equity Premium Across Economic Regimes. (2011). Malliaris, Anastasios ; Bhar, Ramaprasad.
     In: Review of Behavioral Finance.
     RePEc:eme:rbfpps:v:3:y:2011:i:1:p:27-53.

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274. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

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275. Macroeconomic news, announcements, and stock market jump intensity dynamics. (2011). Rangel, Jose.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:5:p:1263-1276.

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276. The effect of macroeconomic news on stock returns: New evidence from newspaper coverage. (2011). Lott, John R. ; Birz, Gene.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:35:y:2011:i:11:p:2791-2800.

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277. The risk-return tradeoff: A COGARCH analysis of Mertons hypothesis. (2011). Maller, Ross A. ; Durand, Robert B. ; Muller, Gernot.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:18:y:2011:i:2:p:306-320.

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278. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:18:y:2011:i:2:p:248-270.

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279. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2011). Schrimpf, Andreas ; Schmeling, Maik.
     In: European Economic Review.
     RePEc:eee:eecrev:v:55:y:2011:i:5:p:702-719.

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280. A waste management model for optimal recycling-landfilling policies under macroeconomic conditions. (2011). Wu, Yen-Chun ; Shyu, So-De ; Yang, Chih-Yuan ; Chen, Chang-Chih.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:28:y:2011:i:3:p:852-858.

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281. The reaction of stock market returns to anticipated unemployment. (2011). Taamouti, Abderrahim ; Gonzalo, Jesus.
     In: UC3M Working papers. Economics.
     RePEc:cte:werepe:we1145.

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282. Do foreign portfolio flows increase risk in emerging stock markets? Evidence from six Latin American countries 1999 -2008. (2011). Agudelo, Diego ; Castao, Milena ; Diego Alonso Agudelo Rueda, .
     In: Documentos de Trabajo de Valor Público.
     RePEc:col:000122:010663.

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283. Foreign News and Spillovers in Emerging European Stock Markets. (2011). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
     In: Review of International Economics.
     RePEc:bla:reviec:v:19:y:2011:i:1:p:170-188.

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284. Intraday Seasonalities and Macroeconomic News Announcements. (2011). Hussain, Syed Mujahid ; Harju, Kari.
     In: European Financial Management.
     RePEc:bla:eufman:v:17:y:2011:i:2:p:367-390.

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285. The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence. (2010). Taylor, Nick.
     In: Journal of Money, Credit and Banking.
     RePEc:wly:jmoncb:v:42:y:2010:i:2-3:p:399-420.

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286. Economic Forces, Sentiment and Emerging Eastern European Stock Markets. (2010). Celov, Dmitrij ; Grigaliuniene, Ana .
     In: Research in Economics and Business: Central and Eastern Europe.
     RePEc:ttu:rebcee:28.

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287. Vliv vnitrodenních makroekonomických zpráv na akciové trhy nových států EU. (2010). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
     In: Politická ekonomie.
     RePEc:prg:jnlpol:v:2010:y:2010:i:4:id:740:p:435-457.

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288. Behavioral approach to Arbitrage Pricing Theory. (2010). HASAN, M. EMRUL.
     In: MPRA Paper.
     RePEc:pra:mprapa:26343.

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289. Size, Book-to-Market Ratio and Macroeconomic News. (2010). Cenesizoglu, Tolga.
     In: Cahiers de recherche.
     RePEc:lvl:lacicr:1033.

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290. The Reaction of Stock Returns to News about Fundamentals. (2010). Cenesizoglu, Tolga.
     In: Cahiers de recherche.
     RePEc:lvl:lacicr:1032.

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291. Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates. (2010). Wu, Thomas ; Hutchison, Michael ; Fatum, Rasmus.
     In: Globalization Institute Working Papers.
     RePEc:fip:feddgw:49.

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292. The macroeconomic determinants of volatility in precious metals markets. (2010). lucey, brian ; Batten, Jonathan ; Ciner, Cetin.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:35:y:2010:i:2:p:65-71.

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293. Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?. (2010). Filis, George.
     In: Energy Economics.
     RePEc:eee:eneeco:v:32:y:2010:i:4:p:877-886.

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294. Spillover impacts of the US macroeconomic news: Australian sectoral perspective. (2010). Nguyen, Tho ; Tho D. Q. Nguyen, .
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-10-00096.

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295. An examination of the stability of short-run Canadian stock predictability. (2010). Khan, Md. Syeed-Uz-Zaman ; Compton, Ryan.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-10-00018.

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296. Aggregate Market Reaction to Earnings Announcements. (2010). Gurun, Umit ; Cready, William M..
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:48:y:2010:i:2:p:289-334.

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297. Exchange Rate Market Expectations and Central Bank Policy: The case of the Mexican Peso-US Dollar from 2005-2009. (2010). Rangel, Jose ; Abarca, Gustavo ; Benavides, Guillermo.
     In: Working Papers.
     RePEc:bdm:wpaper:2010-17.

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298. Return and Volatility Reactions to Monthly Announcements of Business Cycle Forecasts: An Event Study Based on High-Frequency Data. (2009). Steiner, Christian ; Gro, Anne ; Entorf, Horst.
     In: ZEW Discussion Papers.
     RePEc:zbw:zewdip:7535.

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299. The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases. (2009). Farka, Mira.
     In: Review of Financial Economics.
     RePEc:wly:revfec:v:18:y:2009:i:1:p:47-55.

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300. Spillover effects on government bond yields in euro zone. Does full financial integration exist in European government bond markets?. (2009). Balli, Faruk.
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:33:y:2009:i:4:p:331-363.

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301. Does Macroeconomic Indicators exert shock on the Nigerian Capital Market?. (2009). Maku, Olukayode ; Atanda, Akinwande.
     In: MPRA Paper.
     RePEc:pra:mprapa:17917.

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302. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15260.

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303. The impact of monetary policy surprises on asset return volatility: the case of Germany. (2009). Konrad, Ernst .
     In: Financial Markets and Portfolio Management.
     RePEc:kap:fmktpm:v:23:y:2009:i:2:p:111-135.

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304. Fundamentals, Macroeconomic Announcements and Asset Prices. (2009). Belgacem, Aymen.
     In: Working Papers.
     RePEc:hal:wpaper:hal-04140878.

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305. Non-linear predictability in stock and bond returns: when and where is it exploitable?. (2009). Hyde, Stuart ; Guidolin, Massimo ; Ono, Sadayuki ; McMillan, David.
     In: Working Papers.
     RePEc:fip:fedlwp:2008-010.

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306. Explanatory factors of the inflation news impact on stock returns by sector: The Spanish case. (2009). Jareño, Francisco ; Jareo, Francisco ; Diaz, Antonio.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:23:y:2009:i:3:p:349-368.

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307. The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases. (2009). Farka, Mira.
     In: Review of Financial Economics.
     RePEc:eee:revfin:v:18:y:2009:i:1:p:47-55.

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308. U.S. and Japanese macroeconomic news and stock market volatility in Asia-Pacific. (2009). Vrugt, Evert.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:17:y:2009:i:5:p:611-627.

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309. Cashflow risk, systematic earnings revisions, and the cross-section of stock returns. (2009). Da, Zhi ; Warachka, Mitchell Craig .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:94:y:2009:i:3:p:448-468.

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310. The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data. (2009). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan.
     In: Journal of Financial Stability.
     RePEc:eee:finsta:v:5:y:2009:i:2:p:199-219.

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311. Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model. (2009). Chang, Kuang-Liang.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:26:y:2009:i:6:p:1283-1299.

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312. Fundamentals, Macroeconomic Announcements and Asset Prices. (2009). Belgacem, Aymen.
     In: EconomiX Working Papers.
     RePEc:drm:wpaper:2009-16.

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313. On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements. (2009). Pasquariello, Paolo ; Brenner, Menachem ; Subrahmanyam, Marti.
     In: Journal of Financial and Quantitative Analysis.
     RePEc:cup:jfinqa:v:44:y:2009:i:06:p:1265-1289_99.

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314. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen.
     In: CERGE-EI Working Papers.
     RePEc:cer:papers:wp382.

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315. Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times. (2009). Laakkonen, Helinä ; Lanne, Markku.
     In: Studies in Nonlinear Dynamics & Econometrics.
     RePEc:bpj:sndecm:v:14:y:2009:i:1:n:5.

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316. Macroeconomic News, Announcements, and Stock Market Jump Intensity Dynamics. (2009). Rangel, Jose.
     In: Working Papers.
     RePEc:bdm:wpaper:2009-15.

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317. Expected inflation, expected stock returns, and money illusion: What can we learn from survey expectations?. (2008). Schrimpf, Andreas ; Schmeling, Maik.
     In: SFB 649 Discussion Papers.
     RePEc:zbw:sfb649:sfb649dp2008-036.

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318. Market Reaction to Events Surrounding the Sarbanes-Oxley Act of 2002 and Earnings Management. (2008). Rego, Sonja Olhoft ; Pincus, Morton ; Li, Haidan.
     In: Journal of Law and Economics.
     RePEc:ucp:jlawec:v:51:y:2008:i:1:p:111-134.

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319. Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model. (2008). Jareño, Francisco ; Jareno, Francisco .
     In: Applied Economics.
     RePEc:taf:applec:v:40:y:2008:i:24:p:3159-3171.

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320. International stock markets comovements: the role of economic and financial integration. (2008). MORANA, CLAUDIO.
     In: Empirical Economics.
     RePEc:spr:empeco:v:35:y:2008:i:2:p:333-359.

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321. Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times. (2008). Laakkonen, Helinä ; Lanne, Markku.
     In: MPRA Paper.
     RePEc:pra:mprapa:8296.

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322. Spillover Effects on Government Bond Yields in Euro Zone. Does Full Financial Integration Exist in European Government Bond Markets?. (2008). Balli, Faruk.
     In: MPRA Paper.
     RePEc:pra:mprapa:10162.

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323. How do commodity futures respond to macroeconomic news?. (2008). Huang, HE ; Hess, Dieter ; Niessen, Alexandra.
     In: Financial Markets and Portfolio Management.
     RePEc:kap:fmktpm:v:22:y:2008:i:2:p:127-146.

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324. Macroeconomic News, Business Cycles and Australian Financial Markets. (2008). .
     In: Asia-Pacific Financial Markets.
     RePEc:kap:apfinm:v:15:y:2008:i:3:p:185-207.

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325. The Macroeconomic Determinants of Volatility in Precious Metals Markets. (2008). lucey, brian ; Batten, Jonathan.
     In: The Institute for International Integration Studies Discussion Paper Series.
     RePEc:iis:dispap:iiisdp255.

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326. Expected Inflation, Expected Stock Returns, and Money Illusion: What can we learn from Survey Expectations?. (2008). Schrimpf, Andreas ; Schmeling, Maik.
     In: SFB 649 Discussion Papers.
     RePEc:hum:wpaper:sfb649dp2008-036.

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327. Monetary policy news and exchange rate responses: Do only surprises matter?. (2008). Fatum, Rasmus ; Scholnick, Barry.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:32:y:2008:i:6:p:1076-1086.

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328. Can idiosyncratic volatility help forecast stock market volatility?. (2008). Taylor, Nick.
     In: International Journal of Forecasting.
     RePEc:eee:intfor:v:24:y:2008:i:3:p:462-479.

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329. Impact of US and UK macroeconomic news announcements on the return distribution implied by FTSE-100 index options. (2008). ijo, Janne .
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:17:y:2008:i:2:p:242-258.

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330. Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Omran, Mohammed ; Sahlstrom, Petri ; Nikkinen, Jussi ; Aijo, Janne.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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331. The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data. (2008). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen.
     In: CERGE-EI Working Papers.
     RePEc:cer:papers:wp349.

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332. Regime Change and the Role of International Markets on the Stock Returns of Small Open Economies. (2008). Hyde, Stuart ; Bredin, Don.
     In: European Financial Management.
     RePEc:bla:eufman:v:14:y:2008:i:2:p:315-346.

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333. An Empirical Study of the Relationship between Macroeconomic Variables and Stock Price: A Study on Dhaka Stock Exchange (DSE). (2008). Shahid, Abdullah ; Uddin, Md Mohi ; Didarul, MD.
     In: AIUB Bus Econ Working Paper Series.
     RePEc:aiu:abewps:21.

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334. Monetary Shocks and REIT Returns. (2007). Stevenson, Simon ; O'Reilly, Gerard ; Bredin, Don.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:35:y:2007:i:3:p:315-331.

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335. Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose / Announcement of Business Cycle Forecasts and the Reaction of the German Stock Market. (2007). Christian, Steiner ; Horst, Entorf.
     In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
     RePEc:jns:jbstat:v:227:y:2007:i:1:p:3-26:n:2.

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336. Makrooekonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose. (2007). Steiner, Christian.
     In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
     RePEc:jns:jbstat:v:227:y:2007:i:1:p:3-26.

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337. The Macroeconomic Content of Equity Market Factors. (2007). Tsiaplias, Sarantis.
     In: Melbourne Institute Working Paper Series.
     RePEc:iae:iaewps:wp2007n23.

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338. Does earnings guidance affect market returns? The nature and information content of aggregate earnings guidance. (2007). FENG, MEI ; Skinner, Douglas J. ; Anilowski, Carol.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:44:y:2007:i:1-2:p:36-63.

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339. Was the Sarbanes-Oxley Act of 2002 really this costly? A discussion of evidence from event returns and going-private decisions. (2007). Leuz, Christian.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:44:y:2007:i:1-2:p:146-165.

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340. Macroeconomic news and exchange rates. (2007). Pearce, Douglas ; Solakoglu, Nihat M..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:17:y:2007:i:4:p:307-325.

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341. A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes. (2007). Malevergne, Yannick ; Sornette, D..
     In: Papers.
     RePEc:arx:papers:physics/0702027.

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342. Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose. (2006). Entorf, Horst ; Steiner, Christian.
     In: Darmstadt Discussion Papers in Economics.
     RePEc:zbw:darddp:dar_36782.

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343. The Interplay Between the Thai and Several Other International Stock Markets. (2006). Valadkhani, Abbas ; Chancharat, Surachai ; Harvie, Charles.
     In: Economics Working Papers.
     RePEc:uow:depec1:wp06-18.

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344. Selective Hedging, Information Asymmetry, and Futures Prices. (2006). Nejadmalayeri, Ali ; Knill, April ; Minnick, Kristina.
     In: The Journal of Business.
     RePEc:ucp:jnlbus:v:79:y:2006:i:3:p:1475-1502.

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345. Economic variables and stock market returns: evidence from the Athens stock exchange. (2006). Patra, Theophano ; Poshakwale, Sunil.
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:16:y:2006:i:13:p:993-1005.

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346. Common factors and balance sheet structure of major European banks. (2006). Roma, Antonio.
     In: Banca Nazionale del Lavoro Quarterly Review.
     RePEc:psl:bnlqrr:2006:21.

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347. Common factors and balance sheet structure of major European banks. (2006). Roma, Antonio.
     In: BNL Quarterly Review.
     RePEc:psl:bnlaqr:2006:21.

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348. Resolving Macroeconomic Uncertainty in Stock and Bond Markets. (2006). Beber, Alessandro ; Brandt, Michael W..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12270.

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349. Intraday Seasonalities and Macroeconomic News Announcements. (2006). Hussain, Mujahid ; Harju, Kari.
     In: Working Papers.
     RePEc:hhb:hanken:0512.

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350. Trading around macroeconomic announcements: Are all traders created equal?. (2006). Kurov, Alexander ; Erenburg, Grigori ; Lasser, Dennis J..
     In: Journal of Financial Intermediation.
     RePEc:eee:jfinin:v:15:y:2006:i:4:p:470-493.

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351. Are the dynamic linkages between the macroeconomy and asset prices time-varying?. (2006). Guidolin, Massimo ; Ono, Sadayuki.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:58:y:2006:i:5-6:p:480-518.

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352. Macroeconomic announcements and asymmetric volatility in bond returns. (2006). de Goeij, Peter ; Marquering, Wessel.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:30:y:2006:i:10:p:2659-2680.

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353. Global stock market reactions to scheduled U.S. macroeconomic news announcements. (2006). Omran, Mohammed ; Sahlstrom, Petri ; Nikkinen, Jussi ; Aijo, Janne.
     In: Global Finance Journal.
     RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104.

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354. Large shocks and the September 11th terrorist attacks on international stock markets. (2006). Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:23:y:2006:i:4:p:683-698.

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355. Does the Beige Book Move Financial Markets?. (2005). Zavodny, Madeline ; Ginther, Donna.
     In: Southern Economic Journal.
     RePEc:wly:soecon:v:72:y:2005:i:1:p:138-151.

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356. US monetary policy announcements and Irish stock market volatility. (2005). O'Reilly, Gerard ; Bredin, Don ; Gavin, Caroline .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:15:y:2005:i:17:p:1243-1250.

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357. Behaviour of Stock Markets in South Asia. (2005). Gunasinghe, Chandika.
     In: South Asia Economic Journal.
     RePEc:sae:soueco:v:6:y:2005:i:2:p:165-191.

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358. Tactical Asset Allocation: Australian Evidence. (2005). Wu, Eliza ; Gallagher, David ; faff, robert.
     In: Australian Journal of Management.
     RePEc:sae:ausman:v:30:y:2005:i:2:p:261-282.

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359. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:11166.

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360. Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?. (2005). Fatum, Rasmus ; Scholnick, Barry.
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361. Are the dynamic linkages between the macroeconomy and asset prices time-varying?. (2005). Guidolin, Massimo ; Ono, Sadayuki.
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362. Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rangvid, Jesper ; Rapach, David E..
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     RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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363. Macroeconomic Influence on the Stock Market: Evidence from an Emerging Market in South Asia. (2004). Gunasekarage, Abeyratna.
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     RePEc:sae:emffin:v:3:y:2004:i:3:p:285-304.

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364. Bank Risk Strategies and Cyclical Variation in Bank Stock Returns. (2004). Vander Vennet, Rudi ; Baele, Lieven ; Landschoot, Van A..
     In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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365. Dynamic and asymmetric impacts of macroeconomic fundamentals on an integrated stock market. (2004). Hess, Martin K..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:14:y:2004:i:5:p:455-471.

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366. Return momentum and global portfolio allocations. (2004). Miller, Thomas Jr., ; Bange, Mary M..
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:11:y:2004:i:4:p:429-459.

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367. US Monetary Announcements and Irish Stockmarket Volatility. (2004). O'Reilly, Gerard ; Bredin, Don ; Gavin, Caroline .
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368. Economic News and the Impact of Trading on Bond Prices. (2004). Green, Clifton T..
     In: Journal of Finance.
     RePEc:bla:jfinan:v:59:y:2004:i:3:p:1201-1234.

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369. Transmission of information across international equity markets. (2003). Wongswan, Jon.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:759.

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370. Does the Beige Book move financial markets?. (2003). Zavodny, Madeline ; Ginther, Donna.
     In: FRB Atlanta Working Paper.
     RePEc:fip:fedawp:2003-3.

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371. The Influence of Domestic and International Interest Rates on the ISEQ. (2003). O'Reilly, Gerard ; Bredin, Don ; Gavin, Caroline .
     In: The Economic and Social Review.
     RePEc:eso:journl:v:34:y:2003:i:3:p:249-265.

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372. International equity market comovements: Economic fundamentals or contagion?. (2003). Connolly, Robert ; Wang, Albert F..
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:11:y:2003:i:1:p:23-43.

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373. Modelling the implied probability of stock market movements. (2003). Scheicher, Martin ; Glatzer, Ernst.
     In: Working Paper Series.
     RePEc:ecb:ecbwps:2003212.

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374. The Influence of Domestic and International Interest Rates on the ISEQ. (2003). O'Reilly, Gerard ; Bredin, Don ; Gavin, Caroline .
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     RePEc:cbi:wpaper:9/rt/03.

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375. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2003). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
     In: American Economic Review.
     RePEc:aea:aecrev:v:93:y:2003:i:1:p:38-62.

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376. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
     In: Center for Financial Institutions Working Papers.
     RePEc:wop:pennin:02-23.

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377. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:8959.

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378. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G..
     In: Working Papers.
     RePEc:ecl:upafin:02-1.

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1. Using news analytics data in GARCH models. (2013). Балаш, Владимир ; Balash, Vladimir ; Sidorov, Sergei ; Date, Paresh.
   In: Applied Econometrics.
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2. Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria.
   In: Working Papers.
   RePEc:mib:wpaper:243.

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3. Futures Price Volatility in Commodities Markets: The Role of Short Term vs Long Term Speculation. (2013). Nicolini, Marcella ; Manera, Matteo.
   In: Working Papers.
   RePEc:fem:femwpa:2013.45.

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4. Financial globalization and stock market risk. (2012). Mollick, Andre ; ESQUEDA, OMAR ; Assefa, Tibebe A..
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:22:y:2012:i:1:p:87-102.

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5. Does it take volume to move fx rates? Evidence from quantile regressions. (2012). Bień-Barkowska, Katarzyna ; Bien-Barkowska, Katarzyna .
   In: Dynamic Econometric Models.
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6. On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting. (2011). Sévi, Benoît ; Chevallier, Julien.
   In: Annals of Finance.
   RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29.

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7. When Market Illiquidity Generates Volumes. (2010). Darolles, Serge ; Mero, Gulten ; le Fol, Gaelle.
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   RePEc:hal:wpaper:halshs-00536046.

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8. How Duration Between Trades of Underlying Securities Affects Option Prices. (2009). Cartea, Álvaro ; Meyer-Brandis, Thilo.
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   RePEc:pra:mprapa:16179.

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9. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus.
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   RePEc:pen:papers:09-013.

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10. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerrn-Quintana, Pablo A. ; Rubio-Ramrez, Juan ; Fernndez-Villaverde, Jess.
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11. The Dynamic Relationship between Price and Trading Volume:Evidence from Indian Stock Market. (2009). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
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    RePEc:iim:iimawp:9354.

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12. Semiparametric vector MEM. (2009). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio.
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    RePEc:fir:econom:wp2009_03.

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13. Risk Matters: The Real Effects of Volatility Shocks. (2009). Uribe, Martín ; Rubio-Ramirez, Juan F ; Guerron, Pablo ; Fernandez-Villaverde, Jesus.
    In: CEPR Discussion Papers.
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14. Long Memory and Tail dependence in Trading Volume and Volatility. (2009). Santucci de Magistris, Paolo ; Rossi, Eduardo.
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15. Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity. (2008). Richard, Jean-Francois ; Jung, Robert ; Liesenfeld, Roman.
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16. Derivatives Trading and the Volume-Volatility Link in the Indian Stock Market. (2008). Bhaumik, Sumon ; Karanasos, M. ; Kartsaklas, A..
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17. Continuous-time Models, Realized Volatilities, And Testable Distributional Implications For Daily Stock Returns. (2008). Nielsen, Morten ; Bollerslev, Tim ; Andersen, Torben ; Frederiksen, Per.
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18. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
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19. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
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20. Return, Trading Volume, and Market Depth in Currency Futures Markets. (2008). Cheung, Yin-Wong ; Cheng, Ai-Ru.
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21. Glossary to ARCH (GARCH). (2008). Bollerslev, Tim.
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22. Price–volume relations of DAX companies. (2007). Mestel, Roland ; Majdosz, Paweł ; Gurgul, Henryk.
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23. Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns. (2007). Nielsen, Morten ; Bollerslev, Tim ; Andersen, Torben ; Frederiksen, Per Houmann.
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24. The Neuer Markt is Dead. Long Live the Neuer Markt!. (2006). Sell, John .
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25. NEW EVIDENCE ON EXPIRATION-DAY EFFECTS USING REALIZED VOLATILITY: AN INTRADAY ANALYSIS FOR THE SPANISH STOCK EXCHANGE. (2006). Lafuente, Juan Angel ; Illueca, Manuel ; Muoz, Manuel Illueca .
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26. What drives volatility persistence in the foreign exchange market?. (2006). Hjalmarsson, Erik ; Berger, David ; Howorka, Edward ; Chaboud, Alain.
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27. Does trading volume really explain stock returns volatility?. (2004). Ureche-Rangau, Loredana ; Ane, Thierry.
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28. Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space. (2004). Tsukuda, Yoshihiko ; Shimada, Junji.
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29. Discretised Non-Linear Filtering for Dynamic Latent Variable Models: with Application to Stochastic Volatility. (2004). Hurn, Stan ; Clements, Adam ; White, Scott I..
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30. Testing weak exogeneity in the exponential family : an application to financial point processes. (2004). Veredas, David ; Dolado, Juan ; Rodriguez-Poo, Juan.
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31. The Effects of Economic News on Bond Market Liquidity. (2004). D'Souza, Chris ; Gaa, Charles.
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32. The role of information in Hong Kong individual stock futures trading. (2003). Brooks, R. D. ; Mckenzie, M. D..
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33. GMM-based testing procedures of the mixture of distributions model. (2003). Zarraga, Ainhoa.
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34. Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden. (2003). Berg, Lennart.
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35. News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns. (2003). McCurdy, Thomas ; Maheu, John.
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36. An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds. (2003). Yang, Jing ; D'Souza, Chris.
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37. Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben.
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38. Macroeconomic Factors Do Influence Aggregate Stock Returns. (2002). Flannery, Mark ; Protopapadakis, Aris A..
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39. Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model. (2002). Bollerslev, Tim ; Forsberg, Lars.
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40. Trading volume in models of financial derivatives. (2001). Howison, Sam ; lamper, David .
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41. The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko.
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42. The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko.
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43. Stochastic volatility models: conditional normality versus heavy-tailed distributions. (2000). Jung, Robert ; Liesenfeld, Roman.
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44. Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden.. (2000). Berg, Lennart.
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45. Microstructure Effects on Daily Return Volatility in Financial Markets. (2000). Krause, Andreas.
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