| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations |
0 |
0 |
1 |
61 |
0 |
2 |
22 |
256 |
| An enhanced investor sentiment index* |
1 |
3 |
9 |
27 |
4 |
43 |
109 |
164 |
| Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis |
0 |
0 |
0 |
47 |
0 |
1 |
10 |
172 |
| Asymmetric price reactions to dividend announcements: Always irrational? |
0 |
0 |
0 |
5 |
0 |
4 |
18 |
44 |
| Behavioral effects of capital market regulations on investor (ir)rationality and market (in)efficiency: Evidence from MAD and TPD EU directives |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
11 |
| Causality between trading volume and returns: Evidence from quantile regressions |
0 |
0 |
2 |
129 |
0 |
1 |
19 |
462 |
| Day-of-the-week effects in financial contagion |
0 |
0 |
0 |
10 |
0 |
1 |
10 |
53 |
| Do closed-end fund investors herd? |
0 |
0 |
1 |
20 |
0 |
3 |
15 |
112 |
| Does high frequency trading affect technical analysis and market efficiency? And if so, how? |
0 |
1 |
1 |
136 |
1 |
3 |
39 |
599 |
| Does religiosity affect stock investors’ herding behaviour? Global evidence |
0 |
0 |
2 |
5 |
0 |
1 |
16 |
26 |
| Dynamic volume-return relationship: evidence from an emerging capital market |
0 |
0 |
0 |
49 |
0 |
0 |
3 |
167 |
| Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns? |
1 |
3 |
11 |
11 |
3 |
16 |
93 |
93 |
| Feedback trading: a review of theory and empirical evidence |
0 |
0 |
0 |
6 |
1 |
2 |
33 |
59 |
| Forecasting container throughput using aggregate or terminal-specific data? The case of Tanjung Priok Port, Indonesia |
1 |
4 |
6 |
15 |
2 |
10 |
27 |
60 |
| Have the GIPSI settled down? Breaks and multivariate stochastic volatility models for, and not against, the European financial integration |
0 |
0 |
0 |
5 |
0 |
0 |
13 |
80 |
| Herding and informed trading: Evidence from Chinese equity markets |
0 |
0 |
1 |
1 |
3 |
7 |
13 |
13 |
| How exactly do markets adapt? Evidence from the moving average rule in three developed markets |
1 |
1 |
1 |
18 |
2 |
12 |
34 |
139 |
| Identifying contagion: A unifying approach |
0 |
0 |
0 |
10 |
0 |
2 |
12 |
83 |
| Institutional trading and stock return autocorrelation: Empirical evidence on Polish pension fund investors' behavior |
0 |
0 |
0 |
29 |
0 |
0 |
8 |
148 |
| International herding: Does it differ across sectors? |
0 |
0 |
0 |
110 |
1 |
2 |
22 |
332 |
| Intra- and inter-regional spillovers between emerging capital markets around the world |
0 |
0 |
0 |
72 |
1 |
2 |
18 |
231 |
| Is sentiment the solution to the risk–return puzzle? A (cautionary) note |
1 |
1 |
2 |
9 |
1 |
1 |
18 |
48 |
| Is there life in the old dogs yet? Making break-tests work on financial contagion |
0 |
0 |
0 |
8 |
0 |
0 |
10 |
48 |
| Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies |
0 |
1 |
1 |
31 |
6 |
14 |
31 |
233 |
| Numerological superstitions and market-wide herding: Evidence from China |
0 |
1 |
2 |
3 |
3 |
10 |
42 |
46 |
| Option market liquidity and stock price crash risk |
0 |
1 |
3 |
3 |
0 |
8 |
24 |
24 |
| Ownership structure, monitoring, and market value of companies: evidence from an unusual privatization mode |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
42 |
| Profitability of insider trading in Europe: A performance evaluation approach |
0 |
0 |
3 |
20 |
2 |
4 |
23 |
155 |
| Regulatory mood-congruence and herding: Evidence from cannabis stocks |
0 |
0 |
0 |
8 |
1 |
4 |
17 |
65 |
| Stock return distribution and predictability: Evidence from over a century of daily data on the DJIA index |
0 |
0 |
0 |
11 |
0 |
1 |
14 |
68 |
| THE DYNAMIC RELATION BETWEEN RETURNS, TRADING VOLUME, AND VOLATILITY: LESSONS FROM SPILLOVERS BETWEEN ASIA AND THE UNITED STATES |
0 |
0 |
0 |
21 |
0 |
1 |
18 |
112 |
| The benefits of combining seasonal anomalies and technical trading rules |
0 |
0 |
0 |
17 |
0 |
1 |
15 |
94 |
| The determinants of quantile autocorrelations: Evidence from the UK |
0 |
0 |
0 |
7 |
1 |
3 |
16 |
63 |
| The elusive nature of motives to trade: Evidence from international stock markets |
0 |
0 |
0 |
5 |
0 |
0 |
13 |
108 |
| The predictive power of the yield spread for future economic expansions: Evidence from a new approach |
0 |
1 |
2 |
10 |
0 |
2 |
11 |
60 |
| The transition from COVID-19 infections to deaths: Do governance quality and corruption affect it? |
0 |
0 |
0 |
0 |
1 |
2 |
22 |
27 |
| The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation |
0 |
1 |
3 |
5 |
1 |
7 |
34 |
48 |
| Together we invest? Individual and institutional investors' trading behaviour in Poland |
0 |
0 |
2 |
136 |
1 |
3 |
25 |
531 |
| Volume- and size-related lead-lag effects in stock returns and volatility: An empirical investigation of the Warsaw Stock Exchange |
0 |
0 |
0 |
50 |
1 |
1 |
7 |
183 |
| Total Journal Articles |
5 |
18 |
53 |
1,111 |
38 |
181 |
889 |
5,259 |
LogEc is hosted by the
Örebro University School of Business.