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Macroeconomic factors and index option returns
Lai, Ya-Wen - In: International review of economics & finance : IREF 48 (2017), pp. 452-477
Persistent link: https://www.econbiz.de/10011747332
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Idiosyncratic volatility and global equity markets
Grobys, Klaus - In: Applied economics letters 22 (2015) 4/6, pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
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Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets
Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191
Persistent link: https://www.econbiz.de/10003822700
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Small trades and volatility increases after stock splits
Chen, Chun-nan; Wu, Chunchi - In: International review of economics & finance : IREF 18 (2009) 4, pp. 592-610
Persistent link: https://www.econbiz.de/10003902672
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Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh; Guirguis, Hany S. - In: International review of economics & finance : IREF 16 (2007) 3, pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
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Capital allocation, stock return volatility and productivity growth in US industries
Chun, Hyunbae; Kim, Jung-Wook - In: Applied economics letters 18 (2011) 16/18, pp. 1571-1576
Persistent link: https://www.econbiz.de/10009383436
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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
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The intraday relation between return volatility, transactions, and volume
Xu, Xiaoqing Eleanor; Wu, Chunchi - In: International review of economics & finance : IREF 8 (1999) 4, pp. 375-397
Persistent link: https://www.econbiz.de/10001443969
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Harnessing the decomposed realized measures for volatility forecasting : evidence from the US stock market
Lu, Botao; Ma, Feng; Wang, Jiqian; Ding, Hui; Wahab, M. … - In: International review of economics & finance : IREF 72 (2021), pp. 672-689
Persistent link: https://www.econbiz.de/10012672074
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Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; … - In: International review of economics & finance : IREF 71 (2021), pp. 779-810
Persistent link: https://www.econbiz.de/10012630699