Schlossplatz 2
D-48149 Muenster, D-48149
Germany
University of Muenster
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Gold Price, Speculative Bubble, Markov Regime-Switching ADF Test, World Financial Crisis, European Sovereign Debt Crisis
Futures Speculation, Spot Price Volatility, Agricultural and Energy Commodities
Price and Earnings Momentum, Bull and Bear Markets, Market Rebounds, Momentum Crashes, Time-Varying Performance Measurement
Short Selling Ban, Herding, Herding Measure, Bootstrapping
Institutional traders, individual investors, January effect, Polish and Hungarian pension fund investors
Pension funds, Herding, Feedback trading, Polish stock market
international cross-listing, Central European stocks, Depository Receipts
Alternative Energy Stocks, Performance Measurement, Asset Price Bubbles, Explosive Price Behavior, Right-Tailed Unit Root Tests
Stock Prices, Monetary Policy, Reaction Function, Deutsche Bundesbank, Identification, Simultaneity
Renewable Energy Stocks, Performance Measurement, Speculative Bubbles, Sup ADF Test, Markov Regime-Switching ADF Test
Mutual Fund Performance, Ramadan Effect, Calendar Anomaly, Investor Sentiment, Behavioral Finance, Emerging Markets
Corporate diversification, UK market, Endogenous diversification decision, Firm characteristics
Present Value Model, US Stock Prices, Asymmetric Adjustment, Cointegration
Financial Contagion, financial crises, Western, Central and Eastern European stock markets, adjusted correlation coefficient
Short Selling Ban, Short Sales, Feedback Trading, Financial Crisis
Short Selling Ban, Crashes, Bubbles, Kurtosis, Markov Switching GARCH
Measuring Herding Behaviour, Cross-Sectional Deviation of Stock Returns, US Stock Market
Pension fund management, investment and performance regulation, performance measurement, Central European stock markets, Emerging Markets
Stock market efficiency, stock market anomalies, presidential cycle, Democrat premium, panel analysis
Financial spillovers, Markov switching models, capital markets, financial crisis
Informed Trading, After-hours Trading, Exchange Regulation
Institutional Investors, Individual Investors, Stock Return Seasonalities, Chinese Stock Markets, GARCH Model
Term Structure, Threshold Cointegration, Asymmetric Adjustment, Inflation Targeting Policy of the Bundesbank
communication policy, exchange rates, interest rates, volatility
Central bank communication, Eurodollar exchange rate
Short-Selling Bans, Taiwanese Stock Market, Asymmetric GARCH Models, Markov Switching Models
Bundesbank, reaction function, central bank communication
Speculation Ratio, Returns Volatility, Chinese Futures Markets, Agricultural Commodities
globalization, inflation differentials, monetary policy strategy, institutional change
austerity, recovery, exchange rate regime, financial crises
Bundesbank, Taylor rule, central bank communication
Deutsche Bundesbank, conflict, central bank communication, political factors
Commodity Markets, Futures Speculation, Price Discovery
Institutional Investors, Stock Market Returns, Pension Funds, Capital Flows
reaction function, asset prices
Political stock market anomalies, predictability of stock returns, efficient markets hypothesis, real-time forecasting
Commodity Index Traders, Futures Prices, Agricultural Markets, Stochastic Volatility Model, Kalman Filter
Emerging capital markets, Individual investors, Institutional investors, Stock index futures, Calendar anomalies, January effect, Monday effect
Monetary Policy Shocks, European Stock Market, Identification through Heteroskedasticity, Principal Components Analysis
Institutional trading, pension funds, return autocorrelation, Polish stock market
Periodically Collapsing Bubbles, Asymmetric Adjustment, Threshold Cointegration
GARCH, trading volume, persistence, Polish stock market
Institutional traders, Polish stock market, pension fund investors, stock market volatility, Markov-switching-GARCH model
Pension fund management, investment and performance regulation, performance measurement, Eastern Central European stock markets, Emerging Markets
