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On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker; Nguyen, Duc Khuong - In: Applied economics 46 (2014) 22/24, pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
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Time-series momentum in individual stocks : is it there and where to look?
Fang, Jiali; Wei, Hao; Wongchoti, Udomsak - In: Applied economics 54 (2022) 18, pp. 2048-2066
Persistent link: https://www.econbiz.de/10012875717
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The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min; Lee, Chien-chiang; Choo, Wei Chong - In: Applied economics 53 (2021) 22, pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
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Cross-sectional and time-series momentum returns : are Islamic stocks different?
Cheema, Muhammad A.; Nartea, Gilbert V. - In: Applied economics 50 (2018) 54, pp. 5830-5845
Persistent link: https://www.econbiz.de/10012062915
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Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang; Chen, Yixiang; Ma, Feng - In: Applied economics 48 (2016) 31/33, pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
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Stock market reactions to announcements of the board of directors : evidence from Italy
Rossi, Fabrizio; Cebula, Richard J. - In: Applied economics 47 (2015) 19/21, pp. 2102-2118
Persistent link: https://www.econbiz.de/10010513339
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Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana; Al-Fayoumi, Nedal; Charfeddine, Lanouar - In: Applied economics 50 (2018) 23, pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios; Kiohos, Apostolis; Babalos, … - In: Applied economics 47 (2015) 13/15, pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
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Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman; Keser, Merve - In: Applied economics 54 (2022) 6, pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
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Industry-level determinants of the linkage between credit and stock markets
Shahzad, Syed Jawad Hussain; Ferrer, Román; Hammoudeh, … - In: Applied economics 50 (2018) 49, pp. 5277-5301
Persistent link: https://www.econbiz.de/10012062147