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US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
In: Working Papers.
RePEc:cui:wpaper:0037.

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Cited: 4

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Cites: 14

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Cocites: 50

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Citations received by this document

  1. The diminishing hedging role of crude oil: Evidence from time varying financialization. (2019). Sharma, Shahil ; Rodriguez, Ivan.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19301392.

    Full description at Econpapers || Download paper

  2. Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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  3. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2018). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:12376.

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References

References cited by this document

  1. Alsalman, Z. (2016). Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model. Energy Economics 59, 251-260.

  2. Arouri, M. E., Jouini, J. and Nguyen, D. K. (2011). Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. Journal of International Money and Finance 30, 1387–1405.

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    Paper not yet in RePEc: Add citation now

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  13. Switzer, L. N. (2010). The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada. North American Journal of Economics and Finance 21, 332-346.

  14. Wurgler, J. (2000). Financial Markets and the Allocation of Capital. Journal of Financial Economics, 58(1):187-214.

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  42. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2018). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Economics and Business Letters.
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    Full description at Econpapers || Download paper

  43. Financial Liquidity, Geopolitics, and Oil Prices. (2018). Abdel-Latif, Hany ; El-Gamal, Mahmoud .
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  49. US stocks in the presence of oil price risk: Large cap vs. Small cap. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
    In: Working Papers.
    RePEc:cui:wpaper:0037.

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  50. A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond.
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    RePEc:cui:wpaper:0024.

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