This research investigates the dynamic relations between exchange rates and stock indexes for Brazil by adopting the Granger causality test and the quantile regression model. The causality test results show that changes in stock indexes cause changes in exchange rates in the full sample period...

Hewlett-Packard Company scheduled to announce its 2014 second quarter earnings after the market closed on May 22, 2014. However, its second quarter earnings report was accidentally released earlier than scheduled. The lower-than-expected revenue news dropped Hewlett-Packard's stock price by 5%...

After the Debt Ceiling Bill was passed on August 2, 2011, the S&P 500 index returns volatility increased significantly until the end of 2011. This research investigates the return volatility movements in S&P 500 spot index and index futures markets, the lead/lag relationship between two markets,...

After the Debt Ceiling Bill was passed on August 2, 2011, the S&P 500 index returns volatility increased significantly until the end of 2011. This research investigates the return volatility movements in S&P 500 spot index and index futures markets, the lead/lag relationship between two markets,...

After the Debt Ceiling Bill was passed on August 2, 2011, the S&P 500 index returns volatility increased significantly until the end of 2011. This research investigates the return volatility movements in S&P 500 spot index and index futures markets, the lead/lag relationship between two markets,...

After the Debt Ceiling Bill was passed on August 2, 2011, the S&P 500 index returns volatility increased significantly until the end of 2011. This research investigates the return volatility movements in S&P 500 spot index and index futures markets, the lead/lag relationship between two markets,...