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~person:"Ivanov, Stoyu I."
~person:"Liu, Hung-Chun"
~source:"econis"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Ivanov, Stoyu I.
Liu, Hung-Chun
Rompotis, Gerasimos G.
5
Xu, Liao
5
Chang, Chia-Lin
4
Chen, Jo-hui
4
Bouri, Elie
3
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Da, Zhi
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ECONIS (ZBW)
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1
Further evidence on calendar anomalies
Hsu, Yuan-Teng
;
Koedijk, Kees
;
Liu, Hung-Chun
;
Wang, …
- In:
European financial management : the journal of the …
28
(
2022
)
2
,
pp. 545-566
Persistent link: https://www.econbiz.de/10013163577
Saved in:
2
Price discovery of one security traded in several markets around the world
Ivanov, Stoyu I.
;
Meshcheryakov, Artem
- In:
International journal of financial services management …
9
(
2018
)
1
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011875698
Saved in:
3
Study of REIT ETF beta
Ivanov, Stoyu I.
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10011628415
Saved in:
4
Analyzing the downside risk of exchange-traded funds : do the volatility estimators matter?
Wang, Jying-Nan
;
Chen, Lu-Jui
;
Liu, Hung-Chun
;
Hsu, …
- In:
International journal of economics and finance
8
(
2016
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10011422541
Saved in:
5
Analysis of the QQQ spot and option volatility behaviour around the QQQ move from AMEX to NASDAQ
Ivanov, Stoyu I.
- In:
International journal of financial services management …
8
(
2015
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10011407243
Saved in:
6
The influence of ETFs on the price discovery of gold, silver and oil
Ivanov, Stoyu I.
- In:
Journal of economics and finance
37
(
2013
)
3
,
pp. 453-462
Persistent link: https://www.econbiz.de/10009775682
Saved in:
7
Analysis of DJIA, S&P 500, S&P 400, NASDAQ 100 and Russell 2000 ETFs and their influence on price discovery
Ivanov, Stoyu I.
;
Jones, Frank Joseph
;
Zaima, Janis K.
- In:
Global finance journal
24
(
2013
)
3
,
pp. 171-187
Persistent link: https://www.econbiz.de/10010345909
Saved in:
8
The implied volatility of ETF and index options
Ivanov, Stoyu I.
;
Whitworth, Jeff
;
Zhang, Yinlong
- In:
The international journal of business and finance …
5
(
2011
)
4
,
pp. 35-44
Persistent link: https://www.econbiz.de/10009012647
Saved in:
9
The exchange traded funds' pricing deviation : analysis and forecasts
DeFusco, Richard A.
;
Ivanov, Stoyu I.
;
Karels, Gordon V.
- In:
Journal of economics and finance
35
(
2011
)
2
,
pp. 181-197
Persistent link: https://www.econbiz.de/10009303140
Saved in:
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