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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
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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
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COVID-19's impacts on the Korean stock market
Choi, Changkyu; Jung, Hojin - In: Applied economics letters 29 (2022) 11, pp. 974-978
Persistent link: https://www.econbiz.de/10013411995
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Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu; Wang, Xiaona; Wang, Haiyun - In: Applied economics letters 28 (2021) 11, pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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The information content of Chinese volatility index for volatility forecasting
Li, Zhe; Zhang, Wei-guo; Zhang, Yue - In: Applied economics letters 28 (2021) 5, pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
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Political uncertainty, realized volatility, and jumps in the Chinese stock market
Jiang, Yanhui; Liu, Liang; Hong, Yun - In: Applied economics letters 28 (2021) 6, pp. 518-522
Persistent link: https://www.econbiz.de/10012485065
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Is the asset growth anomaly driven by macroeconomic states?
Grobys, Klaus - In: Applied economics letters 23 (2016) 7/9, pp. 576-579
Persistent link: https://www.econbiz.de/10011627986
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Variability of realized stock returns and trading volume
Dodonova, Anna - In: Applied economics letters 23 (2016) 7/9, pp. 674-677
Persistent link: https://www.econbiz.de/10011628325
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Forecasting the realized volatility : the role of jumps
Liu, Zhichao; Ma, Feng; Wang, Xunxiao; Xia, Zean - In: Applied economics letters 23 (2016) 10/12, pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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An empirical assessment of initial return volatility in newly listed stocks
McGuinness, Paul B. - In: Applied economics letters 23 (2016) 10/12, pp. 804-811
Persistent link: https://www.econbiz.de/10011628575