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The effect of technological developments on the stock market : evidence from emerging market

Celik, Mehmet Sinan; Ozturk, Mutlu Basaran; Haykir, Ozkan - In: Applied economics letters 31 (2024) 2, pp. 118-121

Persistent link: https://www.econbiz.de/10014448256

Microstructure invariance in U.S. stock market trades

Kyle, Albert S.; Obižaeva, Anna; Tuzun, Tugkan - 2016 - This draft: April 19, 2016

This paper studies invariance relationships in tick-by-tick transaction data in the U.S. stock market. Over the 1993–2001 period, the estimated monthly regression coefficients of the log of trade arrival rate on the log of trading activity have an almost constant value of 0.666, strikingly...

Persistent link: https://www.econbiz.de/10011500337

Positive feedback trading and long-term volatility links : evidence from real estate markets of USA, Be/Lux and Switzerland

Koulakiotis, Athanasios; Kiohos, Apostolos - In: Applied economics letters 23 (2016) 1/3, pp. 97-100

Persistent link: https://www.econbiz.de/10011414430

Inflation expectations, volatility and Covid-19 : evidence from the US inflation swap rates

Apergis, Emmanuel; Apergēs, Nikolaos - In: Applied economics letters 28 (2021) 15, pp. 1327-1331

Persistent link: https://www.econbiz.de/10012609663

Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data

Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311

Persistent link: https://www.econbiz.de/10012267127

Public reaction to stock market volatility : evidence from the ATUS

Payne, Patrick; Browning, Chris; Kalenkoski, Charlene - In: Applied economics letters 23 (2016) 16/18, pp. 1197-1200

Persistent link: https://www.econbiz.de/10011701845

Impact of state-dependent oil price on US stock returns using local projections

Equiza-Goñi, Juan; Perez de Gracia, Fernando - In: Applied economics letters 26 (2019) 11, pp. 919-926

Persistent link: https://www.econbiz.de/10012204437

Oil shocks, US economic uncertainty, and emerging stock markets

Kwon, Dohyoung - In: Applied economics letters 26 (2019) 18, pp. 1472-1479

Persistent link: https://www.econbiz.de/10012204823

Sentiment disagreement and Bitcoin price fluctuations : a psycholinguistic approach

Ahn, Yongkil; Kim, Dongyeon - In: Applied economics letters 27 (2020) 5, pp. 412-416

Persistent link: https://www.econbiz.de/10012205501

Measuring the level and uncertainty of trend inflation

Mertens, Elmar - In: The review of economics and statistics 98 (2016) 5, pp. 950-967

Persistent link: https://www.econbiz.de/10011791712