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Research Article

Effect of uncertainty on U.S. stock returns and volatility: evidence from over eighty years of high-frequency data

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Read on this site (2)

Khine Kyaw, Mojisola Olugbode & Barbara Petracci. (2023) Investors’ reaction under uncertainty. Applied Economics Letters 30:17, pages 2332-2336.
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Ruipeng Liu & Rangan Gupta. (2022) Investors’ Uncertainty and Forecasting Stock Market Volatility. Journal of Behavioral Finance 23:3, pages 327-337.
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Ioannis Chatziantoniou, David Gabauer & Hardik A. Marfatia. (2021) Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. Scottish Journal of Political Economy 69:3, pages 283-300.
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Vasilios Plakandaras, Rangan Gupta, Mehmet Balcilar & Qiang Ji. (2022) Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. The North American Journal of Economics and Finance 60, pages 101666.
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