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Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Chai, Shanglei - In: International journal of economics and finance 7 (2015) 8, pp. 218-228
Persistent link: https://www.econbiz.de/10011346849
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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Relationship between foreign exchange rate and stock price of commercial joint stock banks : evidence from Vietnam
Tran Mong Uyen Ngan - In: International journal of economics and finance 8 (2016) 7, pp. 193-200
Persistent link: https://www.econbiz.de/10011524011
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Market structure and heterogeneous traders' strategies within an environment of information asymmetry
Hsini, Mosbeh - In: International journal of economics and finance 7 (2015) 8, pp. 103-113
Persistent link: https://www.econbiz.de/10011345973
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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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Stock market regulation and news dissemination : evidence from an emerging market
Farag, Hisham; Cressy, Robert C. - In: The European journal of finance 18 (2012) 3/4, pp. 351-368
Persistent link: https://www.econbiz.de/10009667519
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - In: The European journal of finance 24 (2018) 4/6, pp. 391-412
Persistent link: https://www.econbiz.de/10012244328
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Are stocks really less volatile in the long run?
Pástor, Ľuboš; Stambaugh, Robert F. - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 431-478
Persistent link: https://www.econbiz.de/10009534006