Search Results

Search Results

• Investor attention and stock returns under negative shocks: an empirical analysis based on “Dragon and Tiger” list in China

  Xiao-ying Zhai, Ying-ying Hou, Yuan-shun Li

  Abstract 2543 | PDF Downloads 1769 | DOI https://doi.org/10.3846/jbem.2020.11836

  Page 914-941
  

  2020-05-12

• Determinants of ADR returns before and after domestic stock seasoned equity offerings: evidence from Asian and Latin American emerging markets

  Chien-Chiang Lee, Mei-Ping Chen, Chun-An Li, Chi-Hung Chang

  Abstract 1066 | PDF Downloads 1056 | DOI https://doi.org/10.3846/16111699.2011.573264

  Page 248-277
  

  2011-06-09

• Daily variation and predicting stock market returns for the frankfurter börse (stock market)

  Jeffrey E. Jarrett, Janne Schilling

  Abstract 1276 | PDF Downloads 737 | DOI https://doi.org/10.3846/1611-1699.2008.9.189-198

  Page 189-198
  

  2008-09-30

• Industry concentration and the cross-section of stock returns: Evidence from the UK

  Nawar Hashem, Larry Su

  Abstract 1452 | PDF Downloads 1399 | DOI https://doi.org/10.3846/16111699.2013.833547

  Page 769-785
  

  2015-09-10

• U.S. stock market P/E ratios, structural breaks, and long-term stock returns

  Chung Baek, Ingyu Lee

  Abstract 2555 | PDF Downloads 2259 | DOI https://doi.org/10.3846/16111699.2017.1409263

  Page 110-123
  

  2018-05-03

• VaR and the cross-section of expected stock returns: an emerging market evidence

  Dar-Hsin Chen, Chun-Da Chen, Su-Chen Wu

  Abstract 1343 | PDF Downloads 1314 | DOI https://doi.org/10.3846/16111699.2012.744343

  Page 441-459
  

  2014-07-08

• Analysts’ disagreement, self-selection, and stock returns

  Liang Wu, Yunshen Long, Wenyue Li, Bingyan Wu

  Abstract 1222 | PDF Downloads 1166 | DOI https://doi.org/10.3846/jbem.2023.17832

  Page 37–53
  

  2023-02-01

• Effect of brand value announcements on stock returns: empirical evidence from Turkey

  Pinar Basgoze, Yilmaz Yildiz, Selin Metin Camgoz

  Abstract 1546 | PDF Downloads 2212 | DOI https://doi.org/10.3846/10.3846/16111699.2016.1153517

  Page 1252-1269
  

  2016-12-21

• Volatility regimes of selected central European stock returns: a Markov switching GARCH approach

  Michaela Chocholatá

  Abstract 1842 | PDF Downloads 2383 | DOI https://doi.org/10.3846/jbem.2022.16648

  Page 876–894
  

  2022-07-13

• Do the FAMA and FRENCH Five-Factor model forecast well using ANN?

  Muhammad Naveed Jan , Usman Ayub

  Abstract 4217 | PDF Downloads 2775 | DOI https://doi.org/10.3846/jbem.2019.8250

  Page 168-191
  

  2019-02-27

• Time‐varying volatility modelling of Baltic stock markets

  Bora Aktan, Renata Korsakienė, Rasa Smaliukienė

  Abstract 1243 | PDF Downloads 989 | DOI https://doi.org/10.3846/jbem.2010.25

  Page 511-532
  

  2010-09-30

• Effects of the pre-repurchase systematic risk on the relationship between investor behavior, market factors and the stock price responses

  Ying-Sing Liu

  Abstract 1854 | PDF Downloads 1109 | DOI https://doi.org/10.3846/jbem.2018.6840

  Page 673-691
  

  2018-12-13

• Lithuanian stock market analysis using a set of Garch models

  Deimantė Teresienė

  Abstract 1221 | PDF Downloads 831 | DOI https://doi.org/10.3846/1611-1699.2009.10.349-360

  Page 349-360
  

  2009-12-31

• The short-term and long-term trade-off between risk and return: chaos vs rationality

  Chang Liu, Haoming Shi, Liang Wu, Min Guo

  Abstract 3780 | PDF Downloads 2456 | DOI https://doi.org/10.3846/jbem.2019.11349

  Page 23-43
  

  2020-01-14

• Earnings response coefficients in the Greek market

  Dimitrios I. Maditinos, Željko Šević, Jelena Stankevičienė, Nikolaos Karakoltsidis

  Abstract 1147 | PDF Downloads 1009 | DOI https://doi.org/10.3846/16111699.2012.758168

  Page 414-431
  

  2013-05-07

• Forecasting, valuation and portfolio returns of stock market evolution: problems, paradoxes and efficient information. Worldwide implications and Romanian evidence

  Florin Turcaș, Florin Cornel Dumiter, Petre Brezeanu, Marius Boiță

  Abstract 4218 | PDF Downloads 1775 | DOI https://doi.org/10.3846/jbem.2019.11355

  Page 87-114
  

  2020-01-14

• Social media and the stock markets: an emerging market perspective

  Shweta Agarwal , Shailendra Kumar, Utkarsh Goel

  Abstract 15014 | PDF Downloads 4511 | DOI https://doi.org/10.3846/jbem.2021.15619

  Page 1614-1632
  

  2021-11-18

• Sleep quality and trading behavior of individual investors on the stock market

  Luu Thu Quang, Tran Tuan Vinh, Nguyen Dang Hai Yen, Khoa Dang Duong

  Abstract 2874 | PDF Downloads 1161 | DOI https://doi.org/10.3846/jbem.2025.23629

  Page 338–358
  

  2025-04-30

• Multiscale test of CAPM for three Central and Eastern European stock markets

  Silvo Dajčman, Mejra Festić, Alenka Kavkler

  Abstract 1315 | PDF Downloads 942 | DOI https://doi.org/10.3846/16111699.2011.633097

  Page 54-76
  

  2013-02-22

• Sustainability bonds. An international event study

  Mihaela Mocanu , Laura-Gabriela Constantin, Bogdan Cernat-Gruici

  Abstract 3793 | PDF Downloads 2856 | DOI https://doi.org/10.3846/jbem.2021.15372

  Page 1551-1576
  

  2021-11-10

• The impact of the financial crisis on insider trading profitability in Belgium

  Debby Van Geyt, Philippe Van Cauwenberge, Heidi Vander Bauwhede

  Abstract 1343 | PDF Downloads 1506 | DOI https://doi.org/10.3846/16111699.2011.652980

  Page 364-385
  

  2013-05-07

• Oil price volatility and airlines’ stock returns: evidence from the global aviation industry

  Alexandra Horobet , Marinela Luminita Emanuela Zlatea, Lucian Belascu , Dan Gabriel Dumitrescu

  Abstract 6204 | PDF Downloads 5280 | DOI https://doi.org/10.3846/jbem.2022.16094

  Page 284–304
  

  2022-02-01

• Individual mean-variance relation and stock-level investor sentiment

  Jun Sik Kim, Da-Hea Kim, Sung Won Seo

  Abstract 1304 | PDF Downloads 1195 | DOI https://doi.org/10.3846/16111699.2016.1252794

  Page 20-34
  

  2017-02-05

• Post-merger returns in frontier markets, or how we learned to stop worrying and love the acquirers

  Adam Zaremba, Adam Szyszka, Michał Płotnicki, Przemysław Grobelny

  Abstract 1891 | PDF Downloads 1451 | DOI https://doi.org/10.3846/16111699.2017.1399162

  Page 96-109
  

  2018-05-03

• Implementing simplified short-term pairs trading strategy in equity market: understanding the risks of retail investor

  Julija Mosina , Galina Ševčenko-Kozlovska

  Abstract 1377 | PDF Downloads 534 | DOI https://doi.org/10.3846/jbem.2026.25746

  Page 344–366
  

  2026-04-21