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Intraday option price changes and net buying pressure
Ryu, Doojin; Yang, Heejin - In: Applied economics letters 29 (2022) 4, pp. 292-297
Persistent link: https://www.econbiz.de/10012803523
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An empirical assessment of initial return volatility in newly listed stocks
McGuinness, Paul B. - In: Applied economics letters 23 (2016) 10/12, pp. 804-811
Persistent link: https://www.econbiz.de/10011628575
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Do short selling and margin buying stabilize the market? : evidence from China
Li, Rui; Yuan, Jinjian - In: Applied economics letters 27 (2020) 16, pp. 1340-1346
Persistent link: https://www.econbiz.de/10012267132
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Effects of a price limit change on market stability at the intraday horizon in the Korean stock market
Kim, Wonse; JUn, Sungjae - In: Applied economics letters 26 (2019) 7, pp. 582-586
Persistent link: https://www.econbiz.de/10012204277
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Price clustering of IPOs in the secondary market
Wang, Qiming - In: Applied economics letters 17 (2010) 13/15, pp. 1285-1292
Persistent link: https://www.econbiz.de/10008938308
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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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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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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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Predicting regime switches in the VIX index with macroeconomic variables
Baba, Naohiko; Sakurai, Yuji - In: Applied economics letters 18 (2011) 13/15, pp. 1415-1419
Persistent link: https://www.econbiz.de/10009347993
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Using VIX data to enhance technical trading signals
Kozyra, James; Lento, Camillo - In: Applied economics letters 18 (2011) 13/15, pp. 1367-1370
Persistent link: https://www.econbiz.de/10009348014