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在“Elsevier电子期刊”中，命中：4,804条，耗时：0.022023 秒

在所有数据库中总计命中：42,081条

1.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

2.Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index

作者：Xingguo Luo^a ; ^{xingguoluo@gmail.com} ; Shihua Qin^b

关键词：Chinese stock market ; Oil price shocks ; Oil price volatility shocks ; OVX

刊名：Finance Research Letters

出版年：2017

3.The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment

作者：Zhihua Ding^a ; Zhenhua Liu^a ; ^{lzhcumt@126.com} ; Yuejun Zhang^b ; Ruyin Long^a

关键词：International crude oil price ; Stock market ; Investor sentiment ; Contagion effect

刊名：Applied Energy

出版年：2017

4.Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms

作者：Cheng Peng^a ; Huiming Zhu^a ; ^{zhuhuiming@hnu.edu.cn} ; Xianghua Jia^a ; Wanhai You^b

关键词：Stock price synchronicity ; Oil shocks ; Extreme quantiles ; Size effect ; Lagged effect

刊名：Economic Modelling

出版年：2017

5.Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain

作者：Qiming Li^a ; ^{lqmchina@hotmail.com} ; Ke Cheng^a ; ^{wilsonnfls@163.com} ; Xiaoguang Yang^a ; ^b ; ^{xgyang@iss.ac.cn}

关键词：Oil price shock ; China&rsquo ; s oil sector ; Industrial chain ; Stock returns

刊名：Applied Energy

出版年：2017

6.Does the cutoff of “red capital” raise a red flag? Political connections and stock price crash risk

作者：Min Zhang^a ; ^b ; ^{minzhang@ruc.edu.cn} ; Yaosong Liu^a ; ^{liu_yaosong@163.com} ; Lu Xie^a ; ^{rbsxielu@163.com} ; Tingting Ye^c ; ^{yetingting_lisa@163.com}

关键词：Political connections ; Mandatory resignations ; Stock price crash risk ; Ownership property ; Geographic and industrial relevance

刊名：The North American Journal of Economics and Finance

出版年：2017

7.Takeover protection and stock price crash risk: Evidence from state antitakeover laws

作者：Rahul Bhargava ^{rahulb@unr.edu" class="auth_mail" title="E-mail the corresponding author} ; Sheri Faircloth ^{sherif@unr.edu" class="auth_mail" title="E-mail the corresponding author} ; Hongchao Zeng ; ^{hzeng@unr.edu" class="auth_mail" title="E-mail the corresponding author}

关键词：Takeover protection ; Stock price crash risk ; State antitakeover laws ; Corporate governance ; Agency conflicts

刊名：Journal of Business Research

出版年：2017

8.Clustering stock price time series data to generate stock trading recommendations: An empirical study

作者：Binoy B. Nair^a ; ^{b_binoy@cb.amrita.edu" class="auth_mail" title="E-mail the corresponding author} ; P.K. Saravana Kumar^a ; ^{pksaravanakumar@gmail.com" class="auth_mail" title="E-mail the corresponding author} ; N.R. Sakthivel^b ; ^{nr_sakthivel@cb.amrita.edu" class="auth_mail" title="E-mail the corresponding author} ; U. Vipin^a ; ^{vipunne@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：Stock ; Trading ; Recommender ; Clustering ; Time-series

刊名：Expert Systems with Applications

出版年：2017

9.Bank opacity and the efficiency of stock prices

作者：Benjamin M. Blau^a ; ^{ben.blau@usu.edu} ; Tyler J. Brough^b ; ^{tyler.brough@usu.edu} ; Todd G. Griffith^c ; ^{tgriffith@bus.olemiss.edu}

关键词：Opacity ; Friction ; Price delay ; Market efficiency ; Intermediation risk ; Impulse response functions

刊名：Journal of Banking & Finance

出版年：2017

10.Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market

作者：Kun Guo^a ; ^b ; ^c ; Yi Sun^b ; ^{suny@ucas.ac.cn} ; Xin Qian^d

关键词：Investor sentiment ; Thermal optimal path ; Stock market ; Dynamic analysis

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2017

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