Narrow search
Showing 1 - 10 of 16
Cover Image
The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
Cover Image
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Cover Image
Directional predictability from stock market sector indices to gold : a cross-quantilogram analysis
Baumöhl, Eduard; Lyócsa, Štefan - In: Finance research letters 23 (2017), pp. 152-164
Persistent link: https://www.econbiz.de/10011808379
Cover Image
A tale of tails : new evidence on the growth-return nexus
Lyócsa, Štefan; Výrost, Tomáš; Plíhal, Tomáš - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012490561
Cover Image
YOLO trading : riding with the herd during the GameStop episode
Lyócsa, Štefan; Baumöhl, Eduard; Výrost, Tomáš - In: Finance research letters 46 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013341485
Cover Image
The looming crisis in the Chinese stock market? : left-tail exposure analysis of Chinese stocks to Evergrande
Deev, Oleg; Lyócsa, Štefan; Výrost, Tomáš - In: Finance research letters 49 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013479642
Cover Image
Return adjusted charge ratios : what drives fees and costs of pension schemes?
Lučivjanská, Katarína; Lyócsa, Štefan; Radvanský, … - In: Finance research letters 48 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013463665
Cover Image
Russia's ruble during the onset of the Russian invasion of Ukraine in early 2022 : the role of implied volatility and attention
Lyócsa, Štefan; Plíhal, Tomáš - In: Finance research letters 48 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013464299
Cover Image
The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan; Halousková, Martina; Haugom, Erik - In: Finance research letters 57 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014526689
Cover Image
What can explain the price, volatility and trading volume of Bitcoin?
Aalborg, Halvor Aarhus; Molnár, Peter; Vries, Jon Erik de - In: Finance research letters 29 (2019), pp. 255-265
Persistent link: https://www.econbiz.de/10012419086