Centrality and Lead-Lag Relationships in the U.S. Equity Market

2013 ◽  
Author(s):  
Binying Liu
Keyword(s):  
Equity Market ◽  
The U.S

Economic news and equity market linkages between the U.S. and U.K.

1995 ◽  
Vol 19 (7) ◽  
pp. 1191-1210 ◽  
Author(s):  
Kent G. Becker ◽  
Joseph E. Finnerty ◽  
Joseph Friedman
Keyword(s):  
Equity Market ◽  
Economic News ◽  
Market Linkages ◽  
The U.S

Predictability Bias in the U.S. Equity Market

1995 ◽  
Vol 51 (2) ◽  
pp. 12-28 ◽  
Author(s):  
Lex C. Huberts ◽  
Russell J. Fuller
Keyword(s):  
Equity Market ◽  
The U.S

Global Political Uncertainty and Asset Prices

2019 ◽  
Vol 33 (4) ◽  
pp. 1737-1780 ◽  
Author(s):  
Jonathan Brogaard ◽  
Lili Dai ◽  
Phong T H Ngo ◽  
Bohui Zhang
Keyword(s):  
Equity Market ◽  
Equity Returns ◽  
Political Uncertainty ◽  
Election Cycle ◽  
Equity Prices ◽  
Sovereign Bond ◽  
Oxford University ◽  
Bond Returns ◽  
Published Paper ◽  
The U.S

Abstract We show that global political uncertainty, measured by the U.S. election cycle, on average, leads to a fall in equity returns in fifty non-U.S. countries. At the same time, market volatilities rise, local currencies depreciate, and sovereign bond returns increase. The effect of global political uncertainty on equity prices increases with the level of uncertainty in U.S. election outcomes and a country’s equity market exposure to foreign investors, but does not vary with the country’s international trade exposure. These findings suggest that global political uncertainty increases investors’ aggregate risk aversion, leading to a flight to safety.(JEL F30, F36, G12, G15, G18) Authors have furnished an Internet Appendix, which is available on the Oxford University Press Web site next to the link to the final published paper online.

Minimum-Variance Portfolios in the U.S. Equity Market

CFA Digest ◽  
2007 ◽  
Vol 37 (2) ◽  
pp. 36-38
Author(s):  
Jonathan Wheeler Hubbard
Keyword(s):  
Equity Market ◽  
Minimum Variance ◽  
The U.S

Competition in Make-Take Fees in the U.S. Equity Market

2012 ◽  
Author(s):  
Laura Cardella ◽  
Jia Hao ◽  
Ivalina Kalcheva
Keyword(s):  
Equity Market ◽  
The U.S

scholarly journals Strong March Phenomenon and Weak January Effect in the U.S. Bond Market

2019 ◽  
Vol 8 (1) ◽  
pp. 193
Author(s):  
Anthony Yanxiang Gu
Keyword(s):  
Equity Market ◽  
Bond Market ◽  
The Other ◽  
January Effect ◽  
Treasury Bond ◽  
The U.S

The month of March has been the worst month for the U.S. bond market. Mean March return is the lowest among the twelve months’ and March experienced the lowest frequency of positive returns from 1987 through 2015. Returns of March are significantly negatively related to returns of all the other eleven months, to yields of 10-year U.S. Treasury bond, and to March returns of U.S. equity market. They are significantly positively related to annual returns of the U.S. bond market. There is a weak January effect in the U.S. bond market.    

University of Texas Roundtable on The State of the U.S. Private Equity Market

2017 ◽  
Vol 29 (3) ◽  
pp. 30-41
Author(s):  
Andy Jhawar ◽  
Tiffany Kosch ◽  
Austin Long ◽  
Will Carpenter
Keyword(s):  
Private Equity ◽  
Equity Market ◽  
The State ◽  
University Of Texas ◽  
The U.S
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