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Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen; Dowling, Michael; Cummins, Mark - In: Finance research letters 15 (2015), pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
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Does the weather affect stock market volatility?
Symeonidis, Lazaros; Daskalakis, George; Markellos, … - In: Finance research letters 7 (2010) 4, pp. 214-223
Persistent link: https://www.econbiz.de/10009272751
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The generalized asymmetric dynamic covariance model
Goeij, Peter de; Marquering, Wessel A. - In: Finance research letters 2 (2005) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10002883177
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Infectious disease pandemic and permanent volatility of international stock markets : A long-term perspective
Bai, Lan; Wei, Yu; Wei, Guiwu; Li, Xiafei; Zhang, Songyun - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012819378
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Causality-in-quantiles between crude oil and stock markets : evidence from emerging economies
Bhatia, Vaneet; Basu, Sankarshan - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819833
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Impact of U.S. presidential elections on stock markets' volatility : does incumbent president's party matter?
Mnasri, Ayman; Essaddam, Naceur - In: Finance research letters 39 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012805325
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Volatility spillover around price limits in an emerging market
Aktas, Osman Ulas; Kryzanowski, Lawrence; Zhang, Jie - In: Finance research letters 39 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012805352
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The impact of economic policy uncertainty on volatility of China's financial stocks : an empirical analysis
Wang, Xinyu; Luo, Yi; Wang, Zhuqing; Xu, Yan; Wu, Congxin - In: Finance research letters 39 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805481
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The Persistence of Volatility and Stock Market Fluctuations
Poterba, James M. - 1984
This paper examines the potential influence of changing volatility in stock market prices on the level of stock market … prices. It demonstrates that volatility is only weakly serially correlated, implying that shocks to volatility do not persist …. These shocks can therefore have only a small impact on stockmarket prices, since changes in volatility affect expected …
Persistent link: https://www.econbiz.de/10012477626