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Oil prices and stock market anomalies

Citations

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Cited by:

  1. Bing Xiao, 2023. "The Size Effect and the Value Effect in the American Stock Market," Post-Print hal-04194510, HAL.
  2. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2022. "Overnight returns, daytime reversals, and future stock returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  3. Zhaobo Zhu & Licheng Sun & Jun Tu & Qiang Ji, 2022. "Oil price shocks and stock market anomalies," Financial Management, Financial Management Association International, vol. 51(2), pages 573-612, June.
  4. Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal & Imtiaz Hussain Khan, 2023. "Oil price volatility and stock returns: Evidence from three oil‐price wars," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3162-3182, July.
  5. Das, Debojyoti & Kannadhasan, M., 2020. "The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 563-581.
  6. Cheema, Muhammad A. & Fianto, Bayu Arie, 2024. "Investor sentiment and stock market anomalies: Evidence from Islamic countries," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
  7. Dong, Qingyuan & Du, Qunyang & Min Du, Anna, 2024. "Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach," Research in International Business and Finance, Elsevier, vol. 72(PB).
  8. Lin, Chaonan & Chang, Hui-Wen & Chou, Robin K., 2023. "Overnight versus intraday returns of anomalies in China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  9. Ghaemi Asl, Mahdi & Adekoya, Oluwasegun Babatunde & Rashidi, Muhammad Mahdi & Ghasemi Doudkanlou, Mohammad & Dolatabadi, Ali, 2022. "Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network," Resources Policy, Elsevier, vol. 77(C).
  10. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2020. "Cross-sectional and time-series momentum returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
  11. Li, Jingxin & Lan, Qiujun & Wang, Xiangjin & Ge, Linnan, 2025. "Oil price shocks and green bond spreads: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 178-190.
  12. Guo, Hongyue & Zhao, Wenjie & Jia, Boxiang & Sui, Cong, 2025. "Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering," Journal of Behavioral and Experimental Finance, Elsevier, vol. 47(C).
  13. Min Hong & Xiaolei Wang & Zhenghui Li, 2022. "Will Oil Price Volatility Cause Market Panic?," Energies, MDPI, vol. 15(13), pages 1-17, June.
  14. Bing Xiao, 2023. "The Size Effect and the Value Effect in the American Stock Market," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 14(1), pages 41-52, January.
  15. Yin, Libo & Yang, Sen, 2023. "Oil price returns and firm's fixed investment: A production pattern," Energy Economics, Elsevier, vol. 125(C).
  16. Yang, Baochen & Ye, Tao & Ma, Yao, 2022. "Financing anomaly, mispricing and cross-sectional return predictability," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 579-598.
  17. Balakumar, Suganya & Dash, Saumya Ranjan & Maitra, Debasish & Kang, Sang Hoon, 2022. "Do oil price shocks have any implications for stock return momentum?," Economic Analysis and Policy, Elsevier, vol. 75(C), pages 637-663.
  18. Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
  19. Lin, Boqiang & Tian, Weimin, 2025. "Exploring the cost of carry in Chinese energy futures: Does it interact with the energy stock market?," Energy, Elsevier, vol. 337(C).
  20. Hu, Xiaolu & Yu, Jing & Zhong, Angel, 2023. "The asymmetric effects of oil price shocks on green innovation," Energy Economics, Elsevier, vol. 125(C).
  21. Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025. "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, vol. 73(PA).
  22. Shahram Ismael & Aldona Zawojska & Tomasz Siudek, 2024. "Impact of Oil Price Uncertainty on Capital Structure Choice by Petroleum Companies," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 816-836.
  23. Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2023. "Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches," Resources Policy, Elsevier, vol. 80(C).
  24. Chiah, Mardy & Phan, Dinh Hoang Bach & Tran, Vuong Thao & Zhong, Angel, 2022. "Energy price uncertainty and the value premium," International Review of Financial Analysis, Elsevier, vol. 81(C).
  25. Selamet Joko Utomo & Titov Chuk's Mayvani & Mochamad Ali Imron, 2021. "Coal Energy and Macroeconomic Conditions," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 426-432.
  26. Idilbi-Bayaa, Yasmeen & Qadan, Mahmoud, 2022. "What the current yield curve says, and what the future prices of energy do," Resources Policy, Elsevier, vol. 75(C).
  27. Ibrahim Elsiddig Ahmed & Ariba Sabah, 2021. "The Determinants of Capital Structure of the GCC Oil and Gas Companies," International Journal of Energy Economics and Policy, Econjournals, vol. 11(2), pages 30-39.
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