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Stochastic volatility, liquidity and intraday information flow

Li, Jinliang; Wu, Chunchi - In: Applied economics letters 18 (2011) 16/18, pp. 1511-1515

Persistent link: https://www.econbiz.de/10009383452

Enter the Dragon : Interactions between Chinese, US and Asia‐Pacific Equity Markets, 1995‐2010

Burdekin, Richard C. K. - 2012

This paper applies a variety of short‐run and long‐run time series techniques to data on a broad group of Asia‐Pacific stock markets and the United States extending to 2010. Our empirical work confirms the importance of crises in affecting the persistence of equity returns in the...

Persistent link: https://www.econbiz.de/10013114360

Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method

Jiang, Yonghong; Mo, Bin; Nie, He - In: Applied economics letters 25 (2018) 7, pp. 472-476

Persistent link: https://www.econbiz.de/10011854926

A first look at Brexit and global equity markets

Burdekin, Richard C. K.; Hughson, Eric; Gu, Jinlin - In: Applied economics letters 25 (2018) 2, pp. 136-140

Persistent link: https://www.econbiz.de/10011853727