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Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
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How is β related to asset returns?
Bollen, Bernard; Gharghori, Philip - In: Applied economics 48 (2016) 19/21, pp. 1925-1935
Persistent link: https://www.econbiz.de/10011590029
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The linkages, persistence, asymmetry in the volatility, the price discovery and efficiency, and the effect of the US subprime mortgage financial crisis on the spot and the futures...
Paul, Muthucattu Thomas; Kimata, James D. - In: Applied economics 48 (2016) 7/9, pp. 669-683
Persistent link: https://www.econbiz.de/10011413991
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Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min; Hwang, Sun Young - In: Applied economics 53 (2021) 4, pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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The importance of fear : investor sentiment and stock market returns
Smales, L. A. - In: Applied economics 49 (2017) 34/36, pp. 3395-3421
Persistent link: https://www.econbiz.de/10011774954
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Spillovers on sectoral sukuk returns : evidence from country level analysis
Syed Mabruk Billah; Balli, Faruk; Balli, Hatice Ozer - In: Applied economics 54 (2022) 38, pp. 4402-4432
Persistent link: https://www.econbiz.de/10013410976
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Informed trading, order flow shocks and the cross section of expected returns in Borsa Istanbul
Tiniç, Murat; Altay-Salih, Aslihan - In: Applied economics 52 (2020) 13, pp. 1446-1459
Persistent link: https://www.econbiz.de/10012197543
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A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization
Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: Applied economics 43 (2011) 10/12, pp. 1227-1239
Persistent link: https://www.econbiz.de/10009239433
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Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.; Papaioannou, Michael G. - In: Applied economics 32 (2000) 10, pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
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Rolling settlement and market liquidity
Kyriacou, Kyriacos; Mase, Bryan - In: Applied economics 32 (2000) 8, pp. 1029-1036
Persistent link: https://www.econbiz.de/10001522481