IDEAS home Printed from https://ideas.repec.org/f/c/pwa235.html
   My authors  Follow this author

Qingwei Wang

Not to be confused with: Qinwei Wang

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. P Kuang & M Schroder & Q Wang, 2013. "Illusory Profitability of Technical Analysis in Emerging Foreign Exchange Markets," Discussion Papers 13-09, Department of Economics, University of Birmingham.

    Cited by:

    1. Noureddine Kouaissah & Amin Hocine, 2021. "Forecasting systemic risk in portfolio selection: The role of technical trading rules," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 708-729, July.
    2. Jin, Xiaoye, 2022. "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    3. Flavio Ivo Riedlinger & João Nicolau, 2020. "The Profitability in the FTSE 100 Index: A New Markov Chain Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(1), pages 61-81, March.
    4. Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021. "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 42-56.
    5. Potì, Valerio, 2018. "A new tight and general bound on return predictability," Economics Letters, Elsevier, vol. 162(C), pages 140-145.
    6. Potì, Valerio & Levich, Richard & Conlon, Thomas, 2020. "Predictability and pricing efficiency in forward and spot, developed and emerging currency markets," Journal of International Money and Finance, Elsevier, vol. 107(C).
    7. Luís Lobato Macedo & Pedro Godinho & Maria João Alves, 2020. "A Comparative Study of Technical Trading Strategies Using a Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 349-381, January.
    8. Jin, Xiaoye, 2021. "What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    9. Matheus José Silva de Souza & Danilo Guimarães Franco Ramos & Marina Garcia Pena & Vinicius Amorim Sobreiro & Herbert Kimura, 2018. "Examination of the profitability of technical analysis based on moving average strategies in BRICS," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 4(1), pages 1-18, December.
    10. Xiaoye Jin, 2022. "Evaluating the predictive power of intraday technical trading in China's crude oil market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(7), pages 1416-1432, November.
    11. Psaradellis, Ioannis & Laws, Jason & Pantelous, Athanasios A. & Sermpinis, Georgios, 2023. "Technical analysis, spread trading, and data snooping control," International Journal of Forecasting, Elsevier, vol. 39(1), pages 178-191.
    12. Frömmel, Michael & Lampaert, Kevin, 2016. "Does frequency matter for intraday technical trading?," Finance Research Letters, Elsevier, vol. 18(C), pages 177-183.
    13. Dockery, Everton & Todorov, Ivan, 2023. "Further evidence on the returns to technical trading rules: Insights from fourteen currencies," Journal of Multinational Financial Management, Elsevier, vol. 69(C).
    14. Levich, Richard & Conlon, Thomas & Potì, Valerio, 2019. "Measuring excess-predictability of asset returns and market efficiency over time," Economics Letters, Elsevier, vol. 175(C), pages 92-96.
    15. Lee, Namhoon & Choi, Wonseok & Pae, Yuntaek, 2021. "Market efficiency in foreign exchange market," Economics Letters, Elsevier, vol. 205(C).
    16. Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew, 2016. "A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 158-167.
    17. Tajaddini, Reza & Crack, Timothy Falcon, 2012. "Do momentum-based trading strategies work in emerging currency markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 521-537.
    18. Yang, Junmin & Cao, Zhiguang & Han, Qiheng & Wang, Qiyu, 2019. "Tactical asset allocation on technical trading rules and data snooping," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).

  2. Dick, Christian D. & Wang, Qingwei, 2008. "The Economic Impact of Olympic Games: Evidence from Stock Markets," ZEW Discussion Papers 08-060, ZEW - Leibniz Centre for European Economic Research.

    Cited by:

    1. Richard Chauke, 2022. "Special Economic Zones: Is it an Elixir for economic growth in South Africa," Technium Social Sciences Journal, Technium Science, vol. 33(1), pages 16-27, July.
    2. Amélie Charles & Olivier Darné, 2016. "Stock market reactions to FIFA World Cup announcements: An event study," Economics Bulletin, AccessEcon, vol. 36(4), pages 2028-2036.
    3. Krystian M. Zawadzki & Marcin Potrykus, 2023. "Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032," Journal of Sports Economics, , vol. 24(6), pages 759-800, August.
    4. Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An Event Study Analysis of Political Events, Disasters, and Accidents for Chinese Tourists to Taiwan," Sustainability, MDPI, vol. 10(11), pages 1-77, November.
    5. Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018. "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE 2018-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    6. Patcharee Pakdeenurit & Nanthi Suthikarnnarunai & Wanchai Rattanawong, 2017. "Location and key success factors of special economic zone in Thailand," Marketing and Branding Research, EUROKD, vol. 4(2), pages 169-178.
    7. Mahesh Dahal & Joy Das, 2021. "Governmental Announcements and Indian Stock Market: Evidence from Indian Manufacturing Sector," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 13(2), pages 134-146, December.
    8. Huang, Xuan & An, Haizhong & Fang, Wei & Gao, Xiangyun & Wang, Lijun & Sun, Xiaoqi, 2016. "Impact assessment of international anti-dumping events on synchronization and comovement of the Chinese photovoltaic stocks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 459-469.
    9. Stephen P. Ferris & Sulgi Koo & Kwangwoo Park & David T. Yi, 2022. "The Effects of Hosting Mega Sporting Events on Local Stock Markets and Sustainable Growth," Sustainability, MDPI, vol. 15(1), pages 1-15, December.

  3. Fitzenberger, Bernd & Kohn, Karsten & Wang, Qingwei, 2006. "The Erosion of Union Membership in Germany: Determinants, Densities, Decompositions," IZA Discussion Papers 2193, Institute of Labor Economics (IZA).

    Cited by:

    1. Stephan Humpert, 2013. "Gender Differences in Life Satisfaction and Social Participation," Working Paper Series in Economics 276, University of Lüneburg, Institute of Economics.
    2. Stefan Bache & Christian Dahl & Johannes Kristensen, 2013. "Headlights on tobacco road to low birthweight outcomes," Empirical Economics, Springer, vol. 44(3), pages 1593-1633, June.
    3. Fitzenberger, Bernd & Kohn, Karsten & Wang, Qingwei, 2006. "The Erosion of Union Membership in Germany: Determinants, Densities, Decompositions," IZA Discussion Papers 2193, Institute of Labor Economics (IZA).
    4. Reinhold, Mario & Thomsen, Stephan, 2015. "Patterns of Labour Market Entry of High-Skilled Workers in Germany," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113018, Verein für Socialpolitik / German Economic Association.
    5. Fitzenberger, Bernd & Seidlitz, Arnim, 2020. "Die Lohnungleichheit von Vollzeitbeschäftigten in Deutschland : Rückblick und Überblick (Wage inequality among the full-time employed in Germany revisited : An overview)," IAB-Discussion Paper 202019, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    6. Uwe Jirjahn, 2021. "Foreign ownership and intra-firm union density in Germany," Economic and Industrial Democracy, Department of Economic History, Uppsala University, Sweden, vol. 42(4), pages 1052-1079, November.
    7. Reinhold, Mario & Thomsen, Stephan L., 2017. "The changing situation of labor market entrants in Germany : a long-run analysis of wages and occupational patterns," Journal for Labour Market Research, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 50(1), pages 161-174.
    8. Florian Baumann & Tobias Brändle, 2015. "We Want them all Covered! Collective Bargaining and Firm Heterogeneity. Theory and Evidence from Germany," IAW Discussion Papers 114, Institut für Angewandte Wirtschaftsforschung (IAW).
    9. Oberfichtner, Michael & Schnabel, Claus, 2017. "The German Model of Industrial Relations: (Where) Does It Still Exist?," IZA Discussion Papers 11064, Institute of Labor Economics (IZA).
    10. Laszlo Goerke & Markus Pannenberg, 2012. "Risk Aversion and Trade‐Union Membership," Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(2), pages 275-295, June.
    11. Claus Schnabel & Joachim Wagner, 2008. "The Aging of the unions in West Germany, 1980-2006," Working Paper Series in Economics 93, University of Lüneburg, Institute of Economics.
    12. Prantl, Susanne & Spitz-Oener, Alexandra, 2014. "Interacting product and labor market regulation and the impact of immigration on native wages," SFB 649 Discussion Papers 2014-018, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    13. Goerke, Laszlo & Pannenberg, Markus, 2015. "Trade union membership and sickness absence: Evidence from a sick pay reform," Labour Economics, Elsevier, vol. 33(C), pages 13-25.
    14. Brändle, Tobias & Baumann, Florian, 2013. "Union Bargaining and Intra-Industry Productivity Differentials: Theory and Evidence from Germany," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79852, Verein für Socialpolitik / German Economic Association.
    15. Ben Kriechel & Samuel Muehlemann & Harald Pfeifer & Miriam Schütte, 2014. "Works Councils, Collective Bargaining, and Apprenticeship Training – Evidence From German Firms," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 53(2), pages 199-222, April.
    16. John T. Addison & Paulino Teixeira & Alex Bryson & André Pahnke, 2013. "Collective Agreement Status and Survivability: Change and Persistence in the German Model," LABOUR, CEIS, vol. 27(3), pages 288-309, September.
    17. Okoampah, Sarah, 2016. "Cohort size effects on wages, working status, and work time," Ruhr Economic Papers 629, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    18. Antonczyk, Dirk & Fitzenberger, Bernd & Leuschner, Ute, 2009. "Can a Task-Based Approach Explain the Recent Changes in the German Wage Structure?," IZA Discussion Papers 4050, Institute of Labor Economics (IZA).
    19. Schnabel, Claus, 2015. "United, yet apart? A note on persistent labour market differences between Western and Eastern Germany," Discussion Papers 95, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics.
    20. Joachim Wagner & Claus Schnabel, 2006. "The persistent decline in unionization in western and eastern Germany, 1980-2004: What can we learn from a decomposition analysis?," Working Paper Series in Economics 31, University of Lüneburg, Institute of Economics.
    21. Iryna Kyzyma, 2014. "Changes in the Patterns of Poverty Duration in Germany, 1992–2009," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(S2), pages 305-331, November.
    22. Bernd Fitzenberger & Karsten Kohn & Alexander C. Lembcke, 2008. "Union Density and Varieties of Coverage: The Anatomy of Union Wage Effects in Germany," CEP Discussion Papers dp0859, Centre for Economic Performance, LSE.
    23. Fitzenberger Bernd & Sommerfeld Katrin, 2016. "A Sequential Decomposition of the Drop in Collective Bargaining Coverage," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(1), pages 37-69, February.
    24. Beckmann, Michael & Kräkel, Matthias, 2012. "Internal rent seeking, works councils, and optimal establishment size," European Economic Review, Elsevier, vol. 56(4), pages 711-726.
    25. Ihley, Dorothee & Siebert-Meyerhoff, Andrea, 2016. "The evolution of immigrants' homeownership in Germany," CAWM Discussion Papers 92, University of Münster, Münster Center for Economic Policy (MEP).
    26. Mario Reinhold & Stephan Thomsen, 2017. "The changing situation of labor market entrants in Germany [Die veränderliche Situation für Berufseinsteiger in Deutschland]," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 50(1), pages 161-174, August.
    27. Simon Ress & Florian Spohr, 2022. "Was it worth it? The impact of the German minimum wage on union membership of employees," Economic and Industrial Democracy, Department of Economic History, Uppsala University, Sweden, vol. 43(4), pages 1699-1723, November.
    28. Laszlo Goerke & Markus Pannenberg, 2007. "Trade Union Membership and Works Councils in West Germany," Industrielle Beziehungen - Zeitschrift fuer Arbeit, Organisation und Management - The German Journal of Industrial Relations, Rainer Hampp Verlag, vol. 14(2), pages 154-175.
    29. Kohn, Karsten & Lembcke, Alexander, 2007. "Wage distributions by bargaining regime: linked employer-employee data evidence from Germany," LSE Research Online Documents on Economics 19699, London School of Economics and Political Science, LSE Library.
    30. Addison, John T. & Bryson, Alex & Teixeira, Paulino & Pahnke, André, 2010. "Slip Sliding Away: Further Union Decline in Germany and Britain," IZA Discussion Papers 4760, Institute of Labor Economics (IZA).
    31. Addison, John T. & Teixeira, Paulino & Bryson, Alex & Pahnke, André, 2011. "Change and persistence in the German model of collective bargaining and worker representation," LSE Research Online Documents on Economics 121763, London School of Economics and Political Science, LSE Library.
    32. Rafael Rucha, 2011. "Hat eine freiwillige Mitgliedschaft in Berufsverbänden einen Effekt auf das Einkommen von Freiberuflern? – Eine Panelanalyse für Deutschland," FFB-Discussionpaper 94, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)), LEUPHANA University Lüneburg.
    33. Laszlo Goerke & Markus Pannenberg, 2010. "Trade Union Membership and Dismissals," SOEPpapers on Multidisciplinary Panel Data Research 324, DIW Berlin, The German Socio-Economic Panel (SOEP).
    34. Fenton-O′Creevy, Mark & Gooderham, Paul, 2025. "Control of subsidiary HRM Policies by Multi-national Corporate Headquarters: The Role of Institutional Differences and Labor Unions," International Business Review, Elsevier, vol. 34(1).
    35. Antonczyk, Dirk & Fitzenberger, Bernd & Sommerfeld, Katrin, 2010. "Rising wage inequality, the decline of collective bargaining, and the gender wage gap," ZEW Discussion Papers 10-014, ZEW - Leibniz Centre for European Economic Research.
    36. Christian Dustmann & Bernd Fitzenberger & Uta Schönberg & Alexandra Spitz-Oener, 2014. "From Sick Man of Europe to Economic Superstar: Germany's Resurgent Economy," RF Berlin - CReAM Discussion Paper Series 1406, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
    37. Susi Stoermer, 2010. "Individual Characteristics of Work Council Members – Empirical Evidence," management revue - Socio-Economic Studies, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 21(3), pages 244-262.
    38. Uwe Jirjahn, 2015. "Research on Trade Unions and Collective Bargaining in Germany: The Contribution of Labor Economics," Research Papers in Economics 2015-10, University of Trier, Department of Economics.
    39. Albrecht Glitz, 2012. "The Labor Market Impact of Immigration: A Quasi-Experiment Exploiting Immigrant Location Rules in Germany," Journal of Labor Economics, University of Chicago Press, vol. 30(1), pages 175-213.
    40. Fortin, Nicole & Lemieux, Thomas & Firpo, Sergio, 2011. "Decomposition Methods in Economics," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 4, chapter 1, pages 1-102, Elsevier.
    41. KYZYMA Iryna, 2013. "Changes in the patterns of poverty duration in Germany, 1992-2009," LISER Working Paper Series 2013-06, Luxembourg Institute of Socio-Economic Research (LISER).
    42. Kohn, Karsten & Antonczyk, Dirk, 2011. "The Aftermath of Reunification: Sectoral Transition, Gender, and Rising Wage Inequality in East Germany," IZA Discussion Papers 5708, Institute of Labor Economics (IZA).
    43. Derek Asuman & Charles Godfred Ackah & Ulrika Enemark, 2018. "Inequalities in child immunization coverage in Ghana: evidence from a decomposition analysis," Health Economics Review, Springer, vol. 8(1), pages 1-13, December.
    44. Bachmann, Ronald & Bauer, Thomas K. & Kröger, Hanna & Schaffner, Sandra & Schmidt, Christoph M., 2012. "Tarifsystem stabilisieren: Drucksache 17/8148. Stellungnahme zur Anhörung des Ausschusses für Arbeit und Soziales des Deutschen Bundestages am 6. Februar 2012," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 72592.
    45. Christian Dustmann & Bernd Fitzenberger & Uta Schönberg & Alexandra Spitz‑Oener, 2014. "Od chorego człowieka Europy do ekonomicznej megagwiazdy: odradzająca się gospodarka Niemiec," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 6, pages 149-172.
    46. Bauer, Thomas K. & Sinning, Mathias, 2006. "An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models," RWI Discussion Papers 49, RWI - Leibniz-Institut für Wirtschaftsforschung.
    47. Uwe Jirjahn, 2013. "Der Beitrag der Arbeitsmarktökonomik zur Erforschung von Gewerkschaften und Tarifvertragsbeziehungen in Deutschland," Research Papers in Economics 2013-03, University of Trier, Department of Economics.
    48. Schnabel, Claus, 2012. "Union Membership and Density: Some (Not So) Stylized Facts and Challenges," IZA Discussion Papers 6792, Institute of Labor Economics (IZA).
    49. Colja Schneck, 2021. "Trends in Wage Inequality in the Netherlands," De Economist, Springer, vol. 169(3), pages 253-289, August.
    50. Cyprien Batut & Ulysse Lojkine & Paolo Santini, 2024. "“Which side are you on?” A historical study of union membership composition in seven Western countries," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 63(2), pages 205-287, April.
    51. Jean-Marie Dufour & Joachim Wilde, 2013. "Weak Identification in Probit Models with Endogenous Covariates," IEER Working Papers 95, Institute of Empirical Economic Research, Osnabrueck University, revised 28 Feb 2013.
    52. Laszlo Goerke & Sabrina Jeworrek & Markus Pannenberg, 2015. "Trade union membership and paid vacation in Germany," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-26, December.
    53. Görlitz Katja, 2010. "The Development of Employers’ Training Investments Over Time – A Decomposition Analysis Using German Establishment Data," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(2), pages 186-207, April.
    54. Ellguth Peter & Kohaut Susanne, 2019. "A Note on the Decline of Collective Bargaining Coverage: The Role of Structural Change," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(1), pages 39-66, January.
    55. Ruoff, Bea., 2016. "Labour market developments in Germany : tales of decency and stability," ILO Working Papers 994899913402676, International Labour Organization.
    56. Ihle Dorothee & Siebert-Meyerhoff Andrea, 2019. "The Evolution of Immigrants’ Homeownership in Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 239(2), pages 155-201, April.
    57. Michael Fritsch & Alexander Kritikos & Alina Sorgner, 2013. "Drivers of Self-Employment - A Multivariate Decomposition Analysis for the Case of Germany," Jena Economics Research Papers 2013-006, Friedrich-Schiller-University Jena.
    58. Schwiebert, Jörg, 2012. "A Detailed Decomposition for Limited Dependent Variable Models," Hannover Economic Papers (HEP) dp-506, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    59. Olivier Guillot & Magali Jaoul-Grammare & Isabelle Terraz, 2019. "Union Membership in France: An Empirical Study," Working Papers of BETA 2019-04, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    60. Martin Biewen & Matthias Seckler, 2019. "Unions, Internationalization, Tasks, Firms, and Worker Characteristics: A Detailed Decomposition Analysis of Rising Wage Inequality in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(4), pages 461-498, December.
    61. Addison, John T. & Teixeira, Paulino & Bryson, Alex & Pahnke, André, 2011. "The Structure of Collective Bargaining and Worker Representation: Change and Persistence in the German Model," IZA Discussion Papers 5987, Institute of Labor Economics (IZA).
    62. Kellermann, Kim Leonie, 2017. "Minimum wages and vocational training incentives in Germany," CIW Discussion Papers 3/2017, University of Münster, Center for Interdisciplinary Economics (CIW).
    63. Eric Schuss, 2017. "Substantial Labor Market Effects of the Residency Status: How Important Are Initial Conditions at Arrival for Immigrants?," SOEPpapers on Multidisciplinary Panel Data Research 952, DIW Berlin, The German Socio-Economic Panel (SOEP).
    64. Corneo Giacomo, 2015. "Kreuz und quer durch die deutsche Einkommensverteilung," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 16(2), pages 109-126, June.
    65. Cyprien Batut & Ulysse Lojkine & Paolo Santini, 2021. "Which side are you on? A historical perspective on union membership composition in four European countries," PSE Working Papers halshs-03364022, HAL.
    66. Nora Ilona Elek, 2016. "Selective Incentives And Trade Union Density," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 340-350, July.
    67. Mohl, Philipp & Hagen, Tobias, 2011. "Do EU structural funds promote regional employment? Evidence from dynamic panel data models," Working Paper Series 1403, European Central Bank.
    68. Eric Schuss, 2020. "Substantial Labor Market Effects of the Residency Status," Journal of International Migration and Integration, Springer, vol. 21(4), pages 993-1026, December.
    69. Beckmannshagen, Mattis & Schröder, Carsten, 2022. "Earnings inequality and working hours mismatch," Labour Economics, Elsevier, vol. 76(C).
    70. Thomsen, Stephan L, 2018. "Die Rolle der Computerisierung und Digitalisierung für Beschäftigung und Einkommen," Hannover Economic Papers (HEP) dp-645, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    71. Bernd Fitzenberger & Arnim Seidlitz, 2020. "Die Lohnungleichheit von Vollzeitbeschäftigten in Deutschland: Rückblick und Überblick [Wage inequality among the full-time employed in Germany revisited: An overview]," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 14(2), pages 125-143, July.
    72. Jörg Schwiebert, 2015. "A detailed decomposition for nonlinear econometric models," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 13(1), pages 53-67, March.
    73. Usamah Fayez Al-Farhan, 2010. "Changes in the Gender Wage Gap in Germany during a Period of Rising Wage Inequality 1999-2006: Was it Discrimination in the Returns to Human Capital?," SOEPpapers on Multidisciplinary Panel Data Research 293, DIW Berlin, The German Socio-Economic Panel (SOEP).
    74. Dirk Antonczyk & Thomas DeLeire & Bernd Fitzenberger, 2018. "Polarization and Rising Wage Inequality: Comparing the U.S. and Germany," Econometrics, MDPI, vol. 6(2), pages 1-33, April.
    75. Nie, Peng & Alfonso Leon, Alina & Díaz Sánchez, Maria Elena & Sousa-Poza, Alfonso, 2018. "The rise in obesity in Cuba from 2001 to 2010: An analysis of National Survey on Risk Factors and Chronic Diseases data," Economics & Human Biology, Elsevier, vol. 28(C), pages 1-13.
    76. Ben Kriechel & Samuel Muehlemann & Harald Pfeifer & Miriam Schuette, 2011. "Works councils, collective bargaining and apprenticeship training," Economics of Education Working Paper Series 0057, University of Zurich, Department of Business Administration (IBW).
    77. Karsten Kohn & Alexander Lembcke, 2007. "Wage distributions by bargaining regime," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, vol. 1(3), pages 247-261, December.
    78. Bachmann, Ronald & Bauer, Thomas K. & Kröger, Hanna & Schaffner, Sandra & Schmidt, Christoph M., 2012. "Tarifvertragssystem stärken - Allgemeinverbindliche Tariflöhne und branchenspezifische Mindestlöhne erleichtern. Stellungnahme zur Anhörung des Ausschusses für Arbeit und Soziales des Deutschen Bundes," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 72615.
    79. Ruoff, Bea, 2016. "Labour market developments in Germany: Tales of decency and stability," GLU Working Papers 39, Global Labour University (GLU).
    80. Vikas Mehrotra & Randall Morck, 2017. "Governance and Stakeholders," NBER Working Papers 23460, National Bureau of Economic Research, Inc.
    81. Biewen, Martin & Seckler, Matthias, 2017. "Changes in the German Wage Structure: Unions, Internationalization, Tasks, Firms, and Worker Characteristics," IZA Discussion Papers 10763, Institute of Labor Economics (IZA).

Articles

  1. Arbab Khalid Cheema & Wenjie Ding & Qingwei Wang, 2023. "The cross-section of January effect," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 513-530, October.

    Cited by:

    1. Chien-Liang Chiu & Paoyu Huang & Min-Yuh Day & Yensen Ni & Yuhsin Chen, 2024. "Mastery of “Monthly Effects”: Big Data Insights into Contrarian Strategies for DJI 30 and NDX 100 Stocks over a Two-Decade Period," Mathematics, MDPI, vol. 12(2), pages 1-21, January.

  2. Qingwei Wang & Meimei Zheng & Wei Weng, 2023. "Sourcing decisions with loss aversion under yield and demand randomness," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 45(2), pages 661-710, June.

    Cited by:

    1. Zhang, Yu & Yi, Yuyin, 2024. "Sustainable production strategies of loss-averse competitive manufacturers with reference dependence under cap-and-trade policy," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 192(C).

  3. Wenjie Ding & Khelifa Mazouz & Owain ap Gwilym & Qingwei Wang, 2023. "Technical analysis as a sentiment barometer and the cross-section of stock returns," Quantitative Finance, Taylor & Francis Journals, vol. 23(11), pages 1617-1636, November.

    Cited by:

    1. Li, Wenwen & Alharbi, Samar S. & Cao, June & Li, Wanfu, 2025. "Blessing or curse? Fintech adoption and greenhouse gas emission intensity," International Review of Economics & Finance, Elsevier, vol. 97(C).

  4. Dan Zhu & Qingwei Wang & John Goddard, 2022. "A new hedging hypothesis regarding prediction interval formation in stock price forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 697-717, July.

    Cited by:

    1. Juanjuan Wang & Shujie Zhou & Wentong Liu & Lin Jiang, 2024. "An ensemble model for stock index prediction based on media attention and emotional causal inference," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 1998-2020, September.

  5. Zhu, Dan & Hodgkinson, Lynn & Wang, Qingwei, 2021. "Interaction and decomposition of gender difference in financial risk perception," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).

    Cited by:

    1. Swapnil Virendra Chalwadi & Preeti Tushar Joshi & Nitin Mohanlal Sharma & Chaitanya Gite & Sangita Salve, 2023. "Gender Differences in Inflation Expectations: Recent Evidence from India," Administrative Sciences, MDPI, vol. 13(2), pages 1-14, February.
    2. Sobolev, Daphne & Kallinterakis, Vasileios, 2024. "Risk is in the eye of the investor: Cryptocurrency investors’ engagement with risk, regulatory advice, and regulatory institutions," Journal of Behavioral and Experimental Finance, Elsevier, vol. 44(C).

  6. Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021. "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 42-56.

    Cited by:

    1. Qadan, Mahmoud & David, Or & Snunu, Iyad & Shuval, Kerem, 2024. "The VIX's term structure of individual active stocks," Finance Research Letters, Elsevier, vol. 61(C).
    2. Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024. "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, vol. 93(C).
    3. Pyun, Chaehyun, 2024. "The Wikipedia effect: Analyzing investor attention for strategic investment decisions," Economics Letters, Elsevier, vol. 241(C).
    4. Wang, Yu-Min & Lin, Che-Chun & Tsai, I-Chun, 2023. "State transformation of information spillover in asset markets and effective dynamic hedging strategies," International Review of Financial Analysis, Elsevier, vol. 89(C).
    5. Yan, Zichun & Wu, Chaonan & Zhang, Jingjia & Wang, Zehan & Lađevac, Ivona, 2024. "Asymmetric impact of energy prices on financial cycles based on interval time series modeling," International Review of Financial Analysis, Elsevier, vol. 96(PA).
    6. Božović, Miloš, 2024. "VIX-managed portfolios," International Review of Financial Analysis, Elsevier, vol. 95(PA).
    7. Arbab Khalid Cheema & Wenjie Ding & Qingwei Wang, 2023. "The cross-section of January effect," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 513-530, October.
    8. Immo Stadtmüller & Benjamin R. Auer & Frank Schuhmacher, 2024. "Core-satellite investing with commodity futures momentum," Journal of Asset Management, Palgrave Macmillan, vol. 25(3), pages 261-287, May.
    9. Jonathan A. Batten & Tonmoy Choudhury & Harald Kinateder & Niklas F. Wagner, 2023. "Volatility impacts on the European banking sector: GFC and COVID-19," Annals of Operations Research, Springer, vol. 330(1), pages 335-360, November.
    10. Hasan, Md. Tanvir, 2022. "The sum of all SCARES COVID-19 sentiment and asset return," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 332-346.
    11. Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023. "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).

  7. Wenjie Ding & Khelifa Mazouz & Qingwei Wang, 2019. "Investor sentiment and the cross-section of stock returns: new theory and evidence," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 493-525, August.

    Cited by:

    1. Ahmed, Bouteska, 2020. "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    2. Cong Chen & Changsheng Hu & Hongxing Yao, 2022. "Noise Trader Risk and Wealth Effect: A Theoretical Framework," Mathematics, MDPI, vol. 10(20), pages 1-18, October.
    3. Ngoc Bao Vuong & Yoshihisa Suzuki, 2022. "The Moderating Effect of Market-Specific Factors on the Return Predictability of Investor Sentiment," SAGE Open, , vol. 12(3), pages 21582440221, July.
    4. Mohammad Alomari & Abdel Razzaq Al rababa’a & Ghaith El-Nader & Ahmad Alkhataybeh, 2021. "Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 959-1007, October.
    5. Yen-Ju Hsu & Yang-Cheng Lu & J. Jimmy Yang, 2021. "News sentiment and stock market volatility," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1093-1122, October.
    6. Le, Thai Hong & Luong, Anh Tram, 2022. "Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam," Resources Policy, Elsevier, vol. 78(C).
    7. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021. "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 365-391.
    8. Tamara Teplova & Mariya Gubareva & Nikolai Kudriavtsev, 2023. "Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 753-802, December.
    9. Muhammad MOHSIN & Sobia NASEEM & Larisa IVAȘCU & Lucian-Ionel CIOCA & Muddassar SARFRAZ & Nicolae Cristian STĂNICĂ, 2021. "Gauging the Effect of Investor Sentiment on Cryptocurrency Market: An Analysis of Bitcoin Currency," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 87-102, December.
    10. Kong, Xiaowei & Jin, Yifan & Liu, Lihua & Xu, Jialu, 2023. "Firms' exposures on COVID-19 and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, vol. 52(C).
    11. Gady Jacoby & Chi Liao & Nanying Lin & Lei Lu, 2024. "Sentiment and the cross‐section of expected stock returns," The Financial Review, Eastern Finance Association, vol. 59(2), pages 459-485, May.
    12. Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.
    13. Arbab Khalid Cheema & Wenjie Ding & Qingwei Wang, 2023. "The cross-section of January effect," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 513-530, October.
    14. Rui Fan & Oleksandr Talavera & Vu Tran, 2020. "Social media, political uncertainty, and stock markets," Review of Quantitative Finance and Accounting, Springer, vol. 55(3), pages 1137-1153, October.
    15. Vijay S. Sampath & Arthur J. O’Connor & Calvester Legister, 2022. "Moral leadership and investor attention: An empirical assessment of the potus’s tweets on firms’ market returns," Review of Quantitative Finance and Accounting, Springer, vol. 58(3), pages 881-910, April.
    16. Hasan, Md. Tanvir, 2022. "The sum of all SCARES COVID-19 sentiment and asset return," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 332-346.
    17. Shuang Liu & Juan Yao & Stephen Satchell, 2020. "Analyst Forecast Dispersion and Market Return Predictability: Does Conditional Equity Premium Play a Role?," JRFM, MDPI, vol. 13(5), pages 1-21, May.
    18. Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024. "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, vol. 140(C).
    19. Fu, Yating & He, Lingyun & Liu, Rongyan & Liu, Xiaowei & Chen, Ling, 2024. "Does heterogeneous media sentiment matter the ‘green premium’? An empirical evidence from the Chinese bond market," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1016-1027.
    20. Islam, Mohd. Anisul, 2021. "Investor sentiment in the equity market and investments in corporate-bond funds," International Review of Financial Analysis, Elsevier, vol. 78(C).
    21. Buchetti, Bruno & Bouteska, Ahmed & Harasheh, Murad & Santoni, Alessandro, 2025. "Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict," Working Paper Series 3050, European Central Bank.

  8. Yiwei Fang & Iftekhar Hasan & Woon Sau Leung & Qingwei Wang, 2019. "Foreign ownership, bank information environments, and the international mobility of corporate governance," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(9), pages 1566-1593, December.

    Cited by:

    1. Wei, Shihao & Su, Zhongfeng & Ahlstrom, David & Wu, Zhan, 2023. "State fragility and informal entrepreneurship: The moderating effects of human capital under varying temporal orientations," Journal of International Management, Elsevier, vol. 29(1).
    2. Yu, Lin & Bai, Tao & Yin, Jingwei & Tan, Xue, 2024. "Overcoming the liability of origin by hiring foreign independent directors: Evidence from Chinese firms' cross-border M&As," Journal of World Business, Elsevier, vol. 59(2).
    3. Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023. "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 390-412.
    4. Wenxia Ge & Jeong-Bon Kim & Tiemei Li & Jing Zhang, 2022. "Subsidiary operations in offshore financial centers and bank risk-taking: International evidence," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(2), pages 268-301, March.
    5. Jiang, Wei & Luo, Daokang & Wang, Liwen & Zheng Zhou, Kevin, 2024. "Foreign ownership and bribery in Chinese listed firms: An institutional perspective," Journal of Business Research, Elsevier, vol. 174(C).
    6. Tai-Yuan Chen & Yi-Chun Chen & Mingyi Hung, 2022. "Uneven regulatory playing field and bank transparency abroad," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(3), pages 379-404, April.
    7. Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong, 2024. "Stock price synchronicity and stock liquidity: International evidence," Journal of Empirical Finance, Elsevier, vol. 79(C).
    8. Alain Verbeke & Hadi Fariborzi, 2019. "Celebrating 50 Years of JIBS: Anniversary Issue and Medal Awardees," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(9), pages 1441-1447, December.
    9. Wei Jiang & Daokang Luo & Liwen W.L. Wang & Kevin Zheng Zhou, 2024. "Foreign ownership and bribery in Chinese listed firms: An institutional perspective," Post-Print hal-04432029, HAL.
    10. Wang, Kun Tracy & Liu, Simeng & Wu, Yue, 2021. "Corporate social activities and stock price crash risk in the banking industry: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    11. Korzeb, Zbigniew & Niedziółka, Paweł & Nistor, Simona, 2023. "Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).

  9. Hemmings, Danial & Hodgkinson, Lynn & Wang, Qingwei, 2018. "Heterogeneous effects of the SEC’s Securities Offering Reform," Economics Letters, Elsevier, vol. 170(C), pages 131-135.

    Cited by:

    1. Li, Wenwen & Alharbi, Samar S. & Cao, June & Li, Wanfu, 2025. "Blessing or curse? Fintech adoption and greenhouse gas emission intensity," International Review of Economics & Finance, Elsevier, vol. 97(C).

  10. Owain Ap Gwilym & Iftekhar Hasan & Qingwei Wang & Ru Xie, 2016. "In Search of Concepts: The Effects of Speculative Demand on Stock Returns," European Financial Management, European Financial Management Association, vol. 22(3), pages 427-449, June.

    Cited by:

    1. Liyun Zhou & Chunpeng Yang, 2020. "Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns," Empirical Economics, Springer, vol. 59(1), pages 437-460, July.
    2. Sifat, Imtiaz Mohammad & Thaker, Hassanudin Mohd Thas, 2020. "Predictive power of web search behavior in five ASEAN stock markets," Research in International Business and Finance, Elsevier, vol. 52(C).
    3. Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020. "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 109-132.
    4. Kim, Neri & Lučivjanská, Katarína & Molnár, Peter & Villa, Roviel, 2019. "Google searches and stock market activity: Evidence from Norway," Finance Research Letters, Elsevier, vol. 28(C), pages 208-220.

  11. ap Gwilym, O. & Kita, A. & Wang, Q., 2014. "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 212-221.

    Cited by:

    1. Zhen-Hua Yang & Jian-Guo Liu & Chang-Rui Yu & Jing-Ti Han, 2017. "Quantifying the effect of investors’ attention on stock market," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-16, May.
    2. Yanxi Li & Siu Kai Choy & Mingzhu Wang, 2022. "The potential built‐in supply effect from margin trading in the Chinese stock market," The Financial Review, Eastern Finance Association, vol. 57(4), pages 835-861, November.
    3. Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022. "Who buys Bitcoin? The cultural determinants of Bitcoin activity," International Review of Financial Analysis, Elsevier, vol. 84(C).
    4. Agarwal, Shweta & Kumar, Shailendra & Goel, Utkarsh, 2019. "Stock market response to information diffusion through internet sources: A literature review," International Journal of Information Management, Elsevier, vol. 45(C), pages 118-131.
    5. Bilal Hafeez & M. Humayun Kabir & Udomsak Wongchoti, 2022. "Are retail investors really passive? Shareholder activism in the digital age," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(3-4), pages 423-460, March.

  12. Kuang, P. & Schröder, M. & Wang, Q., 2014. "Illusory profitability of technical analysis in emerging foreign exchange markets," International Journal of Forecasting, Elsevier, vol. 30(2), pages 192-205.
    See citations under working paper version above.
  13. Bernd Fitzenberger & Karsten Kohn & Qingwei Wang, 2011. "The erosion of union membership in Germany: determinants, densities, decompositions," Journal of Population Economics, Springer;European Society for Population Economics, vol. 24(1), pages 141-165, January.
    See citations under working paper version above.
  14. Schrimpf, Andreas & Wang, Qingwei, 2010. "A reappraisal of the leading indicator properties of the yield curve under structural instability," International Journal of Forecasting, Elsevier, vol. 26(4), pages 836-857, October.

    Cited by:

    1. Pesaran, M.H. & Pick, A. & Pranovich, M., 2011. "Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)," Cambridge Working Papers in Economics 1163, Faculty of Economics, University of Cambridge.
    2. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    3. Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York.
    4. Mönch, Emanuel & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," Discussion Papers 25/2021, Deutsche Bundesbank.
    5. Knut Lehre Seip & Dan Zhang, 2021. "The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model," Forecasting, MDPI, vol. 3(2), pages 1-16, May.
    6. Weiling Liu & Emanuel Moench, 2014. "What predicts U.S. recessions?," Staff Reports 691, Federal Reserve Bank of New York.
    7. Anna Florio, 2016. "The central bank as shaper and observer of events: The case of the yield spread," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 320-346, February.
    8. Zongwu Cai & Gunawan, 2023. "A Combination Forecast for Nonparametric Models with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202310, University of Kansas, Department of Economics, revised Sep 2023.
    9. Gogas, Periklis & Papadimitriou , Theophilos & Matthaiou, Maria- Artemis & Chrysanthidou, Efthymia, 2014. "Yield Curve and Recession Forecasting in a Machine Learning Framework," DUTH Research Papers in Economics 8-2014, Democritus University of Thrace, Department of Economics.
    10. Evangelos Salachas & Georgios P. Kouretas & Nikiforos T. Laopodis, 2024. "The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 1018-1041, July.
    11. Evgenidis, Anastasios & Papadamou, Stephanos & Siriopoulos, Costas, 2020. "The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?," Journal of Business Research, Elsevier, vol. 106(C), pages 221-232.
    12. Christiansen, Charlotte, 2013. "Predicting severe simultaneous recessions using yield spreads as leading indicators," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1032-1043.
    13. B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
    14. Boriss Siliverstovs, 2015. "Dissecting Models' Forecasting Performance," KOF Working papers 15-397, KOF Swiss Economic Institute, ETH Zurich.
    15. Møller, Stig V., 2014. "GDP growth and the yield curvature," Finance Research Letters, Elsevier, vol. 11(1), pages 1-7.
    16. Yuqing Feng & Yaojie Zhang & Yudong Wang, 2024. "Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(3), pages 567-582, April.
    17. Daniel Borup & Martin Thyrsgaard, 2017. "Statistical tests for equal predictive ability across multiple forecasting methods," CREATES Research Papers 2017-19, Department of Economics and Business Economics, Aarhus University.
    18. Charlotte Christiansen & Jonas Nygaard Eriksen & Stig V. Møller, 2013. "Forecasting US Recessions: The Role of Sentiments," CREATES Research Papers 2013-14, Department of Economics and Business Economics, Aarhus University.
    19. Raffaella Giacomini & Barbara Rossi, 2013. "Forecasting in macroeconomics," Chapters, in: Nigar Hashimzade & Michael A. Thornton (ed.), Handbook of Research Methods and Applications in Empirical Macroeconomics, chapter 17, pages 381-408, Edward Elgar Publishing.
    20. Gebka, Bartosz & Wohar, Mark E., 2018. "The predictive power of the yield spread for future economic expansions: Evidence from a new approach," Economic Modelling, Elsevier, vol. 75(C), pages 181-195.
    21. Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013. "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers 2013-31, Department of Economics and Business Economics, Aarhus University.
    22. Davide De Gaetano, 2018. "Forecast Combinations in the Presence of Structural Breaks: Evidence from U.S. Equity Markets," Mathematics, MDPI, vol. 6(3), pages 1-19, March.
    23. Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
    24. Pesaran, M. Hashem & Pick, Andreas & Pranovich, Mikhail, 2013. "Optimal forecasts in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 177(2), pages 134-152.
    25. Davide De Gaetano, 2017. "Forecasting With Garch Models Under Structural Breaks: An Approach Based On Combinations Across Estimation Windows," Departmental Working Papers of Economics - University 'Roma Tre' 0219, Department of Economics - University Roma Tre.

  15. Christian David Dick & Qingwei Wang, 2010. "The economic impact of the Olympic Games: evidence from stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 861-864.
    See citations under working paper version above.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.