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Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Bohl, Martin T.; Reher, Gerrit; Wilfling, Bernd - In: Economic modelling 58 (2016), pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
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Short sale constraints, disperse pessimistic beliefs and market efficiency : evidence from the Chinese stock market
Zhao, Zhongkuang; Li, Shuqi; Xiong, Heping - In: Economic modelling 42 (2014), pp. 333-342
Persistent link: https://www.econbiz.de/10010478100
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Does stock market liberalization mitigate litigation risk? : evidence from Stock Connect in China
Xiong, Lingyun; Deng, Hui; Xiao, Lijuan - In: Economic modelling 102 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012797336
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Tail risk under price limits
Oh, Sekyung; Kee, Hyukdo; Park, Kinam - In: Economic modelling 77 (2019), pp. 113-123
Persistent link: https://www.econbiz.de/10012198437
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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
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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
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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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
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Investor attention and stock market activity : evidence from France
Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic modelling 35 (2013), pp. 674-681
Persistent link: https://www.econbiz.de/10010336679
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530