Concepedia
Finance research letters · 2022 · 26 citations · 49 references
Empirical FinanceEconomicsFinancial EconomicsUkrainian EconomyAsset PricingInternational FinanceMarket TrendBusinessEconomic AnalysisInvestor AttentionFinance
49
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations
Empirical Finance, Volatility Modeling, Economics +13
A simple panel unit root test in the presence of cross‐section dependence
M. Hashem Pesaran · Journal of Applied Econometrics · 2007 · 11.4K citations · Full text
Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data
John C. Driscoll, Aart Kraay · The Review of Economics and Statistics · 1998 · 5.8K citations
Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.1K citations
Economics, Volatility Modeling, Financial Economics +13
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
Brad M. Barber, Terrance Odean · Review of Financial Studies · 2007 · 4.5K citations
Behavioral Decision Making, Consumer Research, Buying Behavior +16