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The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen; Uddin, Mohammed Gazi Salah; Sen, Ding; … - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
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Time-variation in the impact of news sentiment
Smales, Lee A. - In: International review of financial analysis 37 (2015), pp. 40-50
Persistent link: https://www.econbiz.de/10011316615
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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Does cash flow predict returns?
Narayan, Paresh Kumar; Westerlund, Joakim - In: International review of financial analysis 35 (2014), pp. 230-236
Persistent link: https://www.econbiz.de/10010530231
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Earnings forecasts and idiosyncratic volatilities
Kryzanowski, Lawrence; Mohsni, Sana - In: International review of financial analysis 41 (2015), pp. 107-123
Persistent link: https://www.econbiz.de/10011508613
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Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu; Upreti, Vineet; Cai, Yuzhi - In: International review of financial analysis 73 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
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Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
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On the intraday return curves of Bitcoin : predictability and trading opportunities
Bouri, Elie; Lau, Chi Keung; Saeed, Tareq; Wang, Shixuan; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012804738
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Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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Intraday risk management in International stock markets : a conditional EVT approach
Karmakar, Madhusudan; Paul, Samit - In: International review of financial analysis 44 (2016), pp. 34-55
Persistent link: https://www.econbiz.de/10011623805