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Stock market volatility and the great moderation
Campbell, Sean D. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003297352
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Alternative estimates of the presidential premium
Campbell, Sean D.; Li, Canlin - 2004
Persistent link: https://www.econbiz.de/10002512038
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The importance of market psychology in the determination of stock market volatility
Duffee, Greg - 1990
Persistent link: https://www.econbiz.de/10000929486
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The information content of high-frequency data for estimating equity return models and forecasting risk
Dobrev, Dobrislav; Szerszen, Pawel J. - 2010
Persistent link: https://www.econbiz.de/10008655786
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Using policy intervention to identify financial stress
Carlson, Mark A.; Lewis, Kurt F.; Nelson, William R. - 2012
Persistent link: https://www.econbiz.de/10009501735
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Precautionary volatility and asset prices
Chen, Andrew Y. - 2014
Persistent link: https://www.econbiz.de/10010434033
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Time-varying volatility and the power law distribution of stock returns
Warusawitharana, Missaka - 2016
few explanations for this finding. This study presents evidence that time-varying volatility can account for the power law … nonparametric volatility show a striking correspondence to the power law coefficients estimated from returns data for stocks in the …
Persistent link: https://www.econbiz.de/10011500196
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Dividend taxes and stock volatility
Syron Ferris, Erin E. - 2015
Persistent link: https://www.econbiz.de/10011408751
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Macroeconomic news announcements, systemic risk, financial market volatility and jumps
Huang, Xin - 2015
Persistent link: https://www.econbiz.de/10011410200