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Applied Economics Volume 55, 2023 - Issue 45
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Research Article

Spillover effects of the US stock market and the predictability of returns: international evidence based on daily data

Yi-Chieh Wena Department of Accounting Information, National Taichung University of Science and Technology, Taichung, Taiwan
,
Bin Lib Department of Accounting, Finance and Economics, Griffith University, Griffith Business School, Nathan, Queensland, AustraliaORCID Iconhttps://orcid.org/0000-0001-7588-9623
ORCID Icon,
Xiaoyue Chenb Department of Accounting, Finance and Economics, Griffith University, Griffith Business School, Nathan, Queensland, AustraliaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-9690-7755
ORCID Icon &
Tarlok Singhb Department of Accounting, Finance and Economics, Griffith University, Griffith Business School, Nathan, Queensland, AustraliaORCID Iconhttps://orcid.org/0000-0001-8105-9706
ORCID Icon
Pages 5251-5266 | Published online: 06 Nov 2022

Citations (2)

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Read on this site (1)

Jinze Li, Bin Li & Jen-Je Su. Realized semibetas in the Australian stock market. Applied Economics 0:0, pages 1-17.
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Articles from other publishers (1)

Xiaoyue Chen, Bin Li, Andrew C. Worthington & Tarlok Singh. (2024) International evidence on global economic uncertainty and cross‐sectional stock returns. International Review of Finance.
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