Essays on investing in stock and bond markets
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References listed on IDEAS
- Pearce, Douglas K & Roley, V Vance, 1985.
"Stock Prices and Economic News,"
The Journal of Business, University of Chicago Press, vol. 58(1), pages 49-67, January.
- Douglas K. Pearce & V. Vance Roley, 1984. "Stock Prices and Economic News," NBER Working Papers 1296, National Bureau of Economic Research, Inc.
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- William F. Sharpe, 2010. "Adaptive Asset Allocation Policies," Financial Analysts Journal, Taylor & Francis Journals, vol. 66(3), pages 45-59, May.
- Veronesi, Pietro, 1999. "Stock Market Overreaction to Bad News in Good Times: A Rational Expectations Equilibrium Model," The Review of Financial Studies, Society for Financial Studies, vol. 12(5), pages 975-1007.
- Robert Novy-Marx, 2014. "Understanding Defensive Equity," NBER Working Papers 20591, National Bureau of Economic Research, Inc.
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Cited by:
- Radoslaw Sobko & Maria Klonowska-Matynia, 2021. "The Relationship between the Purchasing Managers’ Index (PMI) and Economic Growth: The Case for Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 198-219.
- Yingli Wang & Xiaoguang Yang, 2018. "Asymmetric response to PMI announcements in China's stock returns," Papers 1806.04347, arXiv.org.
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