Keywords: Quantile regression
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Journal Articles
Journal Articles
Journal Articles
Journal of Financial Economic Policy (2024) 16 (6): 856–873.
Published: 02 July 2024
... The study uses data covering the period from September 2005 to July 2023 and uses the methodology of quantile regression to investigate the heterogenous response of stock market sectors under diverse market conditions explained through the analysis of conditional quantiles distribution. Findings...
Journal Articles
Journal of Financial Economic Policy (2024) 16 (4): 501–539.
Published: 30 April 2024
...-digitalized firms Performance analysis System GMM Quantile regression The digital revolution creates a world where everything is interrelated with the usage of new technologies that privilege additive value and thereby provide a host of versatile competitive advantages. In this respect, the term...
Journal Articles
Journal of Financial Economic Policy (2021) 13 (3): 285–300.
Published: 08 April 2021
.../approach To determine the influence of EPU in the momentum effect taking into account the economic cycle and the level of the quantile, linear regression and quantile regression have been applied for the period from 2 January 1985 to 30 April 2019 for the US stock market. Findings It is shown...

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