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Macroeconomic Factors and International Shipping Stock Returns
5 references·9 citing·38 second hop
Macroeconomic Factors and International Shipping Stock Returns (2002)Macroeconomic Factors and International S…Sources of risk and expected returns in global equity markets (1994)Sources of risk and expected …The World Price of Covariance Risk (1991)The World Price of Covariance…Earnings Yields, Market Values, and Stock Returns (1989)Earnings Yields, Market Value…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification (2020)Liner shipping industry and o…Determinants of the long-term performance of initial public offerings (IPOs) in the port industry (2017)Determinants of the long-term…Economic performance and corporate financial management of shipping firms (2015)Economic performance and corp…Systemic risk and causality dynamics of the world international shipping market (2014)Systemic risk and causality d…Shipping Finance and International Capital Markets (2013)Shipping Finance and Internat…Liquidity risk premium and asset pricing in US water transportation (2013)Liquidity risk premium and as…Ship Finance: US Public Equity Markets (2012)Ship Finance: US Public Equit…A variable impact neural network analysis of dividend policies and share prices of transportation and related companies (2012)A variable impact neural netw…Asset allocation and value at risk in shipping equity portfolios (2009)Asset allocation and value at…An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Efficient Capital Markets: II (1991)Hierarchical structure in financial markets (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war (2020)INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)The relationship between return and market value of common stocks (1981)Contrarian Investment, Extrapolation, and Risk (1994)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A long memory property of stock market returns and a new model (1993)Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis (2023)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Theory of the Term Structure of Interest Rates (1985)Predictable Risk and Returns in Emerging Markets (1995)Time-Varying World Market Integration (1995)… and the Cross-Section of Expected Returns (2015)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Measuring liquidity in Indian stock market: A dimensional perspective (2020)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ARCH modeling in finance (1992)Investor Psychology and Asset Pricing (2001)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications (2021)Probabilistic forecast-based procurement in seaborne forward freight markets under demand and price uncertainty (2024)A General Equilibrium Approach To Monetary Theory (1969)Information Technology Effects on Firm Performance as Measured by Tobin's q (1999)Measuring supply chain performance (1999)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1991The World Price of Covariance Risk1,139 cited
  • 1989Earnings Yields, Market Values, and Stock Returns497 cited
  • 1994Sources of risk and expected returns in global equity markets331 cited

Cited by

  • 2014Systemic risk and causality dynamics of the world international shipping market56 cited
  • 2020Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification53 cited
  • 2015Economic performance and corporate financial management of shipping firms23 cited
  • 2013Liquidity risk premium and asset pricing in US water transportation20 cited
  • 2009Asset allocation and value at risk in shipping equity portfolios18 cited
  • 2013Shipping Finance and International Capital Markets16 cited
  • 2017Determinants of the long-term performance of initial public offerings (IPOs) in the port industry15 cited
  • 2012A variable impact neural network analysis of dividend policies and share prices of transportation and related companies14 cited
  • 2012Ship Finance: US Public Equity Markets12 cited

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