Oil price shocks and stock market anomalies
This paper provides a novel perspective to the nexus of oil prices and stock markets by examining the impact of oil price shocks on stock market anomalies. After decomposing oil price shocks into three types , we find that aggregate demand shocks have the strongest influence on stock market anomalie...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2022
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/6875 https://ink.library.smu.edu.sg/context/lkcsb_research/article/7874/viewcontent/Oil_price_shocks_and_stock_market_anomalies_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |