Narrow search
Showing 1 - 10 of 1,722
Cover Image
Revisiting the bull and bear markets notions in the Tunisian stock market : new evidence from multi-state duration-dependence Markov-switching models
Bejaoui, Azza; Karaa, Adel - In: Economic modelling 59 (2016), pp. 529-545
Persistent link: https://www.econbiz.de/10011647922
Cover Image
Does non-fundamental news related to COVID-19 matter for stock returns? : evidence from Shanghai stock market
Ftiti, Zied; Ben Ameur, Hachmi; Louhichi, Waël - In: Economic modelling 99 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012795825
Cover Image
The relationship between trading activity and stock market volatility : does the volume threshold matter?
Koubaa, Yosra; Slim, Skander - In: Economic modelling 82 (2019), pp. 168-184
Persistent link: https://www.econbiz.de/10012202914
Cover Image
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika - In: Economic modelling 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Cover Image
Determinants of stock market comovements among US and emerging economies during the US financial crisis
Hwang, Eugene; Min, Hong-ghi; Kim, Bonghan; Kim, Hyeongwoo - In: Economic modelling 35 (2013), pp. 338-348
Persistent link: https://www.econbiz.de/10010259814
Cover Image
How do banks' stock returns respond to monetary policy committee announcements in Turkey? : evidence from traditional versus new monetary policy episodes
Küçükkocaoğlu, Güray; Ünalmış, Deren; … - In: Economic modelling 35 (2013), pp. 536-545
Persistent link: https://www.econbiz.de/10010336756
Cover Image
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak; Boughrara, Adel - In: Economic modelling 126 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Cover Image
Do exchange-traded fund activities destabilize the stock market? : evidence from the China securities index 300 stocks
Chen, Jilong; Xu, Liao - In: Economic modelling 127 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014464128
Cover Image
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
Cover Image
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799