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Endogenous market thinness and stock price volatility
Pagano, Marco - 1986
Persistent link: https://www.econbiz.de/10000705299
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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2015
Persistent link: https://www.econbiz.de/10010482972
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The effects of monetary policy on stock market bubbles : some evidence
Galí, Jordi; Gambetti, Luca - 2014
Persistent link: https://www.econbiz.de/10010395173
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Market stress and herding
Hwang, Soosung; Salmon, Mark H. - 2004
Persistent link: https://www.econbiz.de/10002045646
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Measuring co-movements between US and European stock markets
Bonfiglioli, Alessandra; Favero, Carlo A. - 2000
Persistent link: https://www.econbiz.de/10001513461
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Stock liquidity and corporate cash holdings
Nyborg, Kjell G.; Wang, Zexi - 2013
Persistent link: https://www.econbiz.de/10009784719
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Lehman brothers : what did markets know?
Gehrig, Thomas; Haas, Marlene - 2014
Persistent link: https://www.econbiz.de/10010363536
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Measuring co-movements between US and European stock markets
Bonfiglioli, Alessandra; Favero, Carlo A. - 2000
Persistent link: https://www.econbiz.de/10013423132
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Expected returns and expected dividend growth
Lettau, Martin - 2002
Persistent link: https://www.econbiz.de/10013424108
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The asymmetric relation between margin requirements and stock market volatility across bull and bear markets
Hardouvelis, Gikas A. - 1997
Persistent link: https://www.econbiz.de/10013424729