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Oil prices, US stock return, and the dependence between their quantiles

Journal of banking & finance, 2015-06, Vol.55, p.1-8

2015

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Do stocks outperform Treasury bills?

Journal of financial economics, 2018-09, Vol.129 (3), p.440-457

Bessembinder, Hendrik

2018

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Assessing oil price volatility co-movement with stock market volatility through quantile regression approach

Resources policy, 2023-03, Vol.81, p.103375, Article 103375

2023

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High idiosyncratic volatility and low returns: International and further U.S. evidence

Journal of financial economics, 2009, Vol.91 (1), p.1-23

2009

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Can Twitter Help Predict Firm-Level Earnings and Stock Returns?

The Accounting review, 2018-05, Vol.93 (3), p.25-57

2018

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Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic

Journal of corporate finance (Amsterdam, Netherlands), 2021-04, Vol.67, p.101876-101876, Article 101876

2021

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Local institutional investors, information asymmetries, and equity returns

Journal of financial economics, 2010-07, Vol.97 (1), p.81-106

2010

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The price of sin: The effects of social norms on markets

Journal of financial economics, 2009-07, Vol.93 (1), p.15-36

2009

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Dissecting climate risks: Are they reflected in stock prices?

Journal of banking & finance, 2023-10, Vol.155, p.106948, Article 106948

2023

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The COVID-19 storm and the energy sector: The impact and role of uncertainty

Energy economics, 2022-05, Vol.109, p.105258-105258, Article 105258

2022

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Smart money, dumb money, and capital market anomalies

Journal of financial economics, 2015-11, Vol.118 (2), p.355-382

2015

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Does sustainability activities performance matter during financial crises? Investigating the case of COVID-19

Energy policy, 2021-08, Vol.155, p.112330-112330, Article 112330

2021

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Stock returns after major price shocks: The impact of information

Journal of financial economics, 2012-12, Vol.106 (3), p.635-659

Savor, Pavel G.

2012

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A coronavirus outbreak and sector stock returns: a tale from the first ten weeks of 2020

Applied economics letters, 2022-10, Vol.29 (18), p.1730-1740

Nguyen, Khoa Huu

2022

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Forecasting stock market returns: The sum of the parts is more than the whole

Journal of financial economics, 2011-06, Vol.100 (3), p.514-537

2011

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Oil price shocks and stock market returns: Evidence for some European countries

Energy economics, 2014-03, Vol.42, p.365-377

2014

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Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model

Energy economics, 2016-09, Vol.59, p.251-260

Alsalman, Zeina

2016

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Aggregate investor sentiment and stock return synchronicity

Journal of banking & finance, 2019-11, Vol.108, p.105628, Article 105628

2019

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Stock return ignorance

Journal of financial economics, 2022-06, Vol.144 (3), p.864-884

2022

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Does realized skewness predict the cross-section of equity returns?

Journal of financial economics, 2015-10, Vol.118 (1), p.135-167

2015

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Oil shocks and stock market: Revisiting the dynamics

Energy economics, 2021-04, Vol.96, p.105111, Article 105111

2021

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Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns

Management science, 2017-11, Vol.63 (11), p.3760-3779

2017

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Limits-to-arbitrage, investment frictions, and the asset growth anomaly

Journal of financial economics, 2011-10, Vol.102 (1), p.127-149

2011

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Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings

Journal of financial economics, 2014-10, Vol.114 (1), p.36-53

2014

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Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching

Energy (Oxford), 2021-04, Vol.220, p.119590, Article 119590

2021

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Oil prices, US stock return, and the dependence between their quantiles

Do stocks outperform Treasury bills?

Assessing oil price volatility co-movement with stock market volatility through quantile regression approach

High idiosyncratic volatility and low returns: International and further U.S. evidence

Can Twitter Help Predict Firm-Level Earnings and Stock Returns?

Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic

Local institutional investors, information asymmetries, and equity returns

The price of sin: The effects of social norms on markets

Dissecting climate risks: Are they reflected in stock prices?

The COVID-19 storm and the energy sector: The impact and role of uncertainty

Smart money, dumb money, and capital market anomalies

Does sustainability activities performance matter during financial crises? Investigating the case of COVID-19

Stock returns after major price shocks: The impact of information

A coronavirus outbreak and sector stock returns: a tale from the first ten weeks of 2020

Forecasting stock market returns: The sum of the parts is more than the whole

Oil price shocks and stock market returns: Evidence for some European countries

Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model

Aggregate investor sentiment and stock return synchronicity

Stock return ignorance

Does realized skewness predict the cross-section of equity returns?

Oil shocks and stock market: Revisiting the dynamics

Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns

Limits-to-arbitrage, investment frictions, and the asset growth anomaly

Price informativeness and stock return synchronicity: Evidence from the pricing of seasoned equity offerings

Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching

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