Geographic Lead-Lag Effects
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- Li, Xiyang & Chen, Xiaoyue & Li, Bin & Singh, Tarlok & Shi, Kan, 2022. "Predictability of stock market returns: New evidence from developed and developing countries," Global Finance Journal, Elsevier, vol. 54(C).
- Dichev, Ilia D. & Qian, Jingyi, 2022. "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, vol. 74(1).
- Barnes, Spencer, 2021. "Killing in the stock market: Evidence from organ donations," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
- Kumar, Alok & Rantala, Ville & Xu, Rosy, 2022. "Social learning and analyst behavior," Journal of Financial Economics, Elsevier, vol. 143(1), pages 434-461.
- Ge, S., 2020. "Text-Based Linkages and Local Risk Spillovers in the Equity Market," Cambridge Working Papers in Economics 20115, Faculty of Economics, University of Cambridge.
- Chen, Zhenhua & Liu, Zhenya & Teka, Hanen & Zhang, Yifan, 2022. "Smart money in China's A-share market: Evidence from big data," Research in International Business and Finance, Elsevier, vol. 61(C).
- Yi, Biao & Guo, Shuxin, 2022. "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Hope, Ole-Kristian & Su, Xijiang, 2021. "Peer-level analyst transitions," Journal of Corporate Finance, Elsevier, vol. 70(C).
- Raddant, Matthias & Kenett, Dror Y., 2021.
"Interconnectedness in the global financial market,"
Journal of International Money and Finance, Elsevier, vol. 110(C).
- Matthias Raddant & Dror Y. Kenett, 2016. "Interconnectedness in the Global Financial Market," Working Papers 16-09, Office of Financial Research, US Department of the Treasury.
- Raddant, Matthias & Kenett, Dror Y., 2017. "Interconnectedness in the global financial market," Kiel Working Papers 2076, Kiel Institute for the World Economy (IfW Kiel).
- Matthias Raddant & Dror Y. Kenett, 2017. "Interconnectedness in the Global Financial Market," Papers 1704.01028, arXiv.org, revised Jun 2020.
- Raddant, Matthias & Kenett, Dror, 2016. "Interconnectedness in the global financial market," VfS Annual Conference 2016 (Augsburg): Demographic Change 145560, Verein für Socialpolitik / German Economic Association.
- Chen, Zilin & Chu, Liya & Liang, Dawei & Tu, Jun, 2022. "Far away from home: Investors’ underreaction to geographically dispersed information," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
- Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021. "Psychological barrier and cross-firm return predictability," Journal of Financial Economics, Elsevier, vol. 142(1), pages 338-356.
- Wang, Wenlong & Huang, Yuqin & Watson, John & Yang, Bowen, 2023. "The intra-regional spillover effects of bond defaults: Evidence from the Chinese corporate debt market," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Yan, Jingda & Yu, Jialin, 2023. "Cross-stock momentum and factor momentum," Journal of Financial Economics, Elsevier, vol. 150(2).
- Chang, Ran & Gonzalez, Angelica & Sarkissian, Sergei & Tu, Jun, 2022. "Internal capital markets and predictability in complex ownership firms," Journal of Corporate Finance, Elsevier, vol. 74(C).
- Xingyue Pu & Stefan Zohren & Stephen Roberts & Xiaowen Dong, 2023. "Learning to Learn Financial Networks for Optimising Momentum Strategies," Papers 2308.12212, arXiv.org.
- Huang, Allen H. & Lin, An-Ping & Zang, Amy Y., 2022. "Cross-industry information sharing among colleagues and analyst research," Journal of Accounting and Economics, Elsevier, vol. 74(1).
- Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2018.
"A Time-Varying Network for Cryptocurrencies,"
Papers
1802.03708, arXiv.org, revised Nov 2022.
- Guo, Li & Härdle, Wolfgang & Tao, Yubo, 2021. "A time-varying network for cryptocurrencies," IRTG 1792 Discussion Papers 2021-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Li Guo & Wolfgang Karl Hardle & Yubo Tao, 2021. "A Time-Varying Network for Cryptocurrencies," Papers 2108.11921, arXiv.org.
- Yi, Biao & Xiang, Xueman, 2023. "Pair analyst coverage and return comovement: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023. "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 510-531.
- Xiaoyue Chen & Bin Li & Andrew C. Worthington, 2022. "Realised volatility and industry momentum returns," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-12, December.
- Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong, 2022. "A frog in every pan: Information discreteness and the lead-lag returns puzzle," Journal of Financial Economics, Elsevier, vol. 145(2), pages 83-102.
- Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023. "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, vol. 235(2), pages 779-815.
- Xin Chen & Wei He & Libin Tao & Jianfeng Yu, 2023. "Attention and Underreaction-Related Anomalies," Management Science, INFORMS, vol. 69(1), pages 636-659, January.
- Ana Monteiro & Nuno Silva & Helder Sebastião, 2023. "Industry return lead-lag relationships between the US and other major countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-48, December.
- Nuno Silva & Pedro Dias Moreira, 2023. "On the forecasting power of corporate sales growth determinants," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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