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Absolute stock returns and trading volumes : psychological insights
Kudryavtsev, Andrey - In: Quantitative finance and economics 1 (2017) 2, pp. 186-204
Persistent link: https://www.econbiz.de/10012137769
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US implied volatility as a predictor of international returns
Dicle, Mehmet F. - In: Quantitative finance and economics 1 (2017) 4, pp. 388-402
Persistent link: https://www.econbiz.de/10012137841
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Market value volatility industrial corporations
Gander, James P. - In: Quantitative finance and economics 1 (2017) 4, pp. 403-410
Persistent link: https://www.econbiz.de/10012137847
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How do economic growth asymmetry and inflation expectations affect Fisher hypothesis and Fama's proxy hypothesis?
Lee, Yuan-Ming; Wang, Kuan Min - In: Quantitative finance and economics 1 (2017) 4, pp. 428-453
Persistent link: https://www.econbiz.de/10012137887
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The information content of corridor volatility measures during calm and turmoil periods
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Quantitative finance and economics 1 (2017) 4, pp. 454-473
Persistent link: https://www.econbiz.de/10012137889
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Volatility estimation using a rational GARCH model
Takaishi, Tetsuya - In: Quantitative finance and economics 2 (2018) 1, pp. 127-136
Persistent link: https://www.econbiz.de/10012137901
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The effects of oil prices on confidence and stock return in China, India and Russia
Bildirici, Melike E.; Badur, Mesut M. - In: Quantitative finance and economics 2 (2018) 4, pp. 884-903
Persistent link: https://www.econbiz.de/10012176127
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Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model : empirical evidence from ASEAN stock indexes
Sang Phu Nguyen; Toan Luu Duc Huynh - In: Quantitative finance and economics 3 (2019) 3, pp. 562-585
Persistent link: https://www.econbiz.de/10012176618
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Stock returns and calendar anomalies on the London Stock Exchange in the dynamic perspective of the Adaptive Market Hypothesis : a study of FTSE100 & FTSE250 indices over a ten yea...
Rosini, Lucrezia; Shenai, Vijay - In: Quantitative finance and economics 4 (2020) 1, pp. 121-147
Persistent link: https://www.econbiz.de/10012176735
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Volatility analysis of returns and risk : family versus nonfamily firms
Madaleno, Mara; Vieira, Elisabete F. Simões - In: Quantitative finance and economics 2 (2018) 2, pp. 348-372
Persistent link: https://www.econbiz.de/10012156651