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Investor attention and oil market volatility: Does economic policy uncertainty matter?
16 references·0 citing·48 second hop
Investor attention and oil market volatility: Does economic policy uncertainty matter? (2021)Investor attention and oil market volatil…Economic policy uncertainty in the US and China and their impact on the global markets (2018)Economic policy uncertainty i…Economic policy uncertainty and cash holdings: Evidence from BRIC countries (2017)Economic policy uncertainty a…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Economic policy uncertainty and unemployment in the United States: A nonlinear approach (2016)Economic policy uncertainty a…Measuring Uncertainty (2015)Measuring UncertaintyGood Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)Good Volatility, Bad Volatili…Good and bad uncertainty: Macroeconomic and financial market implications (2015)Good and bad uncertainty: Mac…Can Internet Search Queries Help to Predict Stock Market Volatility? (2015)Can Internet Search Queries H…Investor attention, index performance, and return predictability (2014)Investor attention, index per…Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)Dynamic spillovers of oil pri…Information demand and stock market volatility (2012)Information demand and stock …Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? (2012)Did Unexpectedly Strong Econo…In Search of Attention (2011)In Search of AttentionNot All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?Oil prices and economic activity: An asymmetric cointegration approach (2006)Oil prices and economic activ…Portfolio Selection: Efficient Diversification of Investments (1959)Risk, Return, and Equilibrium: Empirical Tests (1973)The Impact of Uncertainty Shocks (2009)Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers (2015)Economic policy uncertainty and financial stability–Is there a relation? (2020)The Time Variation in Risk Appetite and Uncertainty (2021)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016)Global financial crisis and rising connectedness in the international commodity markets (2018)Symmetric and asymmetric impact of oil price, FDI and economic growth on carbon emission in Pakistan: Evidence from ARDL and non-linear ARDL approach (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Investor Attention and Global Market Returns during the COVID-19 Crisis (2020)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Comparing Predictive Accuracy (1994)Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes (2012)Economic policy uncertainty and stock market volatility (2015)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)The determinants and implications of corporate cash holdings (1999)Policy Uncertainty and Corporate Investment (2015)Economic policy uncertainty: A literature review (2019)Dividends and economic policy uncertainty: International evidence (2020)How does economic policy uncertainty affect corporate Innovation?–Evidence from China listed companies (2020)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)New evidence on oil price and firm returns (2011)Oil Prices and the Stock Market (2012)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)The Role of Monetary Policy (1995)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2011In Search of Attention3,088 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2015Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility772 cited
  • 2008Striking oil: Another puzzle?616 cited
  • 2012Information demand and stock market volatility528 cited
  • 2015Good and bad uncertainty: Macroeconomic and financial market implications525 cited
  • 2017Economic policy uncertainty and cash holdings: Evidence from BRIC countries446 cited
  • 2014Dynamic spillovers of oil price shocks and economic policy uncertainty435 cited
  • 2016Economic policy uncertainty and unemployment in the United States: A nonlinear approach419 cited
  • 2006Oil prices and economic activity: An asymmetric cointegration approach401 cited
  • 2014Investor attention, index performance, and return predictability391 cited
  • 2012Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?370 cited
  • 2015Can Internet Search Queries Help to Predict Stock Market Volatility?

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350 cited
  • 2018Economic policy uncertainty in the US and China and their impact on the global markets305 cited
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