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Forecasting stock market volatility using implied volatility : evidence from extended realized EGARCH-MIDAS model
Wu, Xinyu; Wang, Xiaona; Wang, Haiyun - In: Applied economics letters 28 (2021) 11, pp. 915-920
Persistent link: https://www.econbiz.de/10012589699
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Sentiment's effect on the variance of stock returns
Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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Investor sentiment, trading behavior and stock returns
Ryu, Doojin; Kim, Hyeyoen; Yang, Heejin - In: Applied economics letters 24 (2017) 10/12, pp. 826-830
Persistent link: https://www.econbiz.de/10011714297
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Volatility, maturity and volume in the Indian metals futures
Pati, Pratap Chandra - In: Applied economics letters 25 (2018) 10, pp. 674-680
Persistent link: https://www.econbiz.de/10012129793
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Noise traders : a new approach to understand the phantom of stock markets
Baklaci, H. F.; Olgun, O.; Can, E. - In: Applied economics letters 18 (2011) 10/12, pp. 1035-1041
Persistent link: https://www.econbiz.de/10009317599
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Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan; Garg, Bhavesh - In: Applied economics letters 29 (2022) 8, pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
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Nonlinear causality relationship between stock and real-estate returns in PIGS countries : wealth effect or credit-price effect
Lou, Tienwei - In: Applied economics letters 24 (2017) 10/12, pp. 736-741
Persistent link: https://www.econbiz.de/10011714177
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Stock market uncertainty and interest rate behaviour : a panel GARCH approach
Valera, Harold Glenn A.; Holmes, Mark J.; Hassan, Gazi M. - In: Applied economics letters 24 (2017) 10/12, pp. 732-735
Persistent link: https://www.econbiz.de/10011714175
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The day-of-the-week effect on global stock market volatility after a market shock
Kang, Taehyeon; Cho, Eunyoung - In: Applied economics letters 31 (2024) 8, pp. 696-701
Persistent link: https://www.econbiz.de/10014557841
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Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964
Persistent link: https://www.econbiz.de/10014303607