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在“Elsevier电子期刊”中，命中：2,752条，耗时：0.0239607 秒

在所有数据库中总计命中：4,483条

1.Do extreme returns matter in emerging markets? Evidence from the Chinese stock market

作者：Gilbert V. Nartea^a ; ^{gilbert.nartea@waikato.ac.nz} ; Dongmin Kong^b ; ^{kongdm@mail.hust.edu.cn} ; Ji Wu^c ; ^{georgejiwu@hotmail.com}

关键词：Cross-section of stock returns ; Extreme returns ; Predictability ; China

刊名：Journal of Banking & Finance

出版年：2017

2.The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices

作者：Nuno Oliveira ; ^a ; ^{nunomroliveira@gmail.com} ; Paulo Cortez^a ; ^{pcortez@dsi.uminho.pt} ; Nelson Areal^b ; ^{nareal@eeg.uminho.pt}

关键词：Stock market ; Twitter ; Data and text mining ; Regression

刊名：Expert Systems with Applications

出版年：2017

3.The day-of-the-Week effects of stock markets in different countries

作者：Jilin Zhang^a ; ^{jilinzhang1976@fjut.edu.cn} ; Yongzeng Lai ; ^b ; ^ylai@wlu.ca ; Jianghong Lin^c ; ^{conohavac@126.com}

关键词：Day-of-the-week effects ; Rolling sample test ; GARCH model ; Stock markets

刊名：Finance Research Letters

出版年：2017

4.The asymmetric effect of international swap lines on banks in emerging markets

作者：Alin Marius Andrieș^a ; ^{alin.andries@uaic.ro} ; Andreas M. Fischer^b ; ^{andreas.fischer@snb.ch} ; Pınar Yeșin^c ; ^{pinar.yesin@snb.ch}

关键词：Swap lines ; Foreign currency loans ; Bank stocks ; Emerging markets

刊名：Journal of Banking & Finance

出版年：2017

5.Informativeness of the market news sentiment in the Taiwan stock market

作者：Yu-Chen Wei^a ; Yang-Cheng Lu^b ; Jen-Nan Chen^b ; Yen-Ju Hsu^c ; ^{yenj.hsu@gmail.com}

关键词：D82 ; G12 ; G14

刊名：The North American Journal of Economics and Finance

出版年：2017

6.Do oil price asymmetric effects on the stock market persist in multiple time horizons?

作者：Shupei Huang ; Haizhong An ; ^{ahz369@163.com} ; Xiangyun Gao ; Xiaoqi Sun

关键词：Oil price ; Stock ; Asymmetric effects ; Multiscale

刊名：Applied Energy

出版年：2017

7.Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models

作者：Wen-Jun Xue^a ; Li-Wen Zhang^b ; ^{liwenzhang@shu.edu.cn}

关键词：C23 ; G12 ; G14

刊名：Economic Modelling

出版年：2017

8.New evidence on stock market reaction to dividend announcements in India

作者：Satish Kumar ^{satishwar1985@gmail.com}

关键词：Dividend announcement ; Company&rsquo ; s Act ; Founder ownership ; Abnormal returns ; Tax signaling

刊名：Research in International Business and Finance

出版年：2017

9.On fractality and chaos in Moroccan family business stock returns and volatility

作者：Salim Lahmiri ^{slahmiri@esca.ma}

关键词：Fractality ; Chaos ; Family business ; Stock returns ; Volatility ; FIGARCH process ; Hurst exponent ; Largest Lyapunov exponent

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

10.Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation

作者：Javed Iqbal ^{jiqbal@iba.edu.pk} ^{javed_uniku@yahoo.com}

关键词：G1 ; G15

刊名：International Review of Economics & Finance

出版年：2017

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