SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces
16 references·6 citing·21 second hop
Stock returns and economic fundamentals in an emerging market: An empirical investigation of domestic and global market forces (2015)Stock returns and economic fundamentals i…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…An Intertemporal Capital Asset Pricing Model (1973)An Intertemporal Capital Asse…Do Financial Market Openness and Stock Market Returns Drive Economic Growth in GCC Countries? New Investigation from Panel Structural Breaks (2025)Do Financial Market Openness …Do economic news releases affect tail risk? Evidence from an emerging market (2020)Do economic news releases aff…The Effect of Monetary and Fiscal Policy on Bond Mutual Funds and Stock Market: An International Comparison (2019)The Effect of Monetary and Fi…Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets (2019)Country and industry factors …Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets (2018)Empirical analysis of interte…Fractional integration in daily stock market indices at Jordan's Amman stock exchange (2016)Fractional integration in dai…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)A five-factor asset pricing model (2014)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Econometric Analysis of Cross Section and Panel Data (2001)ARCH modeling in finance (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Editor's Choice Digesting Anomalies: An Investment ApproachAsset pricing with liquidity risk (2005)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 2002Dynamic Conditional Correlation7,229 cited
  • 1973An Intertemporal Capital Asset Pricing Model6,557 cited
  • 2012The Econometrics of Financial Markets5,889 cited
  • 2003Liquidity Risk and Expected Stock Returns

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

5,362 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • Cited by

    • 2020Do economic news releases affect tail risk? Evidence from an emerging market18 cited
    • 2016Fractional integration in daily stock market indices at Jordan's Amman stock exchange16 cited
    • 2019Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets16 cited
    • 2019The Effect of Monetary and Fiscal Policy on Bond Mutual Funds and Stock Market: An International Comparison16 cited
    • 2018Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets15 cited
    • 2025Do Financial Market Openness and Stock Market Returns Drive Economic Growth in GCC Countries? New Investigation from Panel Structural Breaks8 cited