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Handelsvolumen auf Aktienmärkten : Univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen

Mestel, Roland (contributor) - 2008

Statistische Eigenschaften von Handelsvolumina auf Aktienmärkten -- Theoretische Analysen zur Rolle des Handelsvolumens auf Aktienmärkten -- Kontemporärer Zusammenhang zwischen Aktienrenditen und Handelsvolumina -- Ereignisinduzierte Marktreaktionen: Preis- und Volumenseffekte am Beispiel von...

Persistent link: https://www.econbiz.de/10013516987

The FOMC announcement returns on long-term US and German bond futures

Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012662330

Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data

Kamada, Koichiro; Kurosaki, Tetsuo; Miura, Ko; Yamada, … - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013413462

Excess volatility pursuit in autoregressive GARCH model based panel data analysis at country level : BRICS context

Ahmed, Wajid Shakeel; Khan, Muhammad Shoaib; Sheikh, … - In: International journal of emerging markets 18 (2023) 10, pp. 3703-3719

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Der Signal- und Zertifizierungswert von Credit Ratings am Euromarkt

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Market Expectations and Option Prices : Techniques and Applications

Mandler, Martin - 2003

This book surveys and summarizes the numerous approaches used to extract information on market expectations from option prices. The various approaches are thoroughly explained and many practical issues are discussed, including: data selection, data preparation, and presentation and...