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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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Impact of financial market uncertainty and macroeconomic factors on stock-bond correlation in emerging markets
Dimic, Nebojsa; Kiviaho, Jarno; Piljak, Vanja; Äijö, Janne - In: Research in international business and finance 36 (2016), pp. 41-51
Persistent link: https://www.econbiz.de/10011594241
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Implied volatility and the cross section of stock returns in the UK
Poshakwale, Sunil S.; Chandorkar, Pankaj; Agarwal, Vineet - In: Research in international business and finance 48 (2019), pp. 271-286
Persistent link: https://www.econbiz.de/10012135913
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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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The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations
Hatemi-J, Abdulnasser; Irandoust, Manuchehr - In: Research in international business and finance 25 (2011) 3, pp. 329-334
Persistent link: https://www.econbiz.de/10009241631
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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 dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach
Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013286183
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Shift contagion with endogenously detected volatility breaks : the case of CEE stock markets
Baumöhl, E.; Lyócsa, Š.; Výrost, T. - In: Applied economics letters 18 (2011) 10/12, pp. 1103-1109
Persistent link: https://www.econbiz.de/10009317541
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127