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Does the “Bund” dominate price discovery in Euro bond futures? : examining information shares
Fricke, Christoph; Menkhoff, Lukas - In: Journal of banking & finance 35 (2011) 5, pp. 1057-1072
Persistent link: https://www.econbiz.de/10009245256
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The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus; Hess, Dieter; Veredas, David - In: Journal of banking & finance 35 (2011) 10, pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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Do central banks react to the stock market? : the case of the Bundesbank
Bohl, Martin T.; Siklos, Pierre L.; Werner, Thomas - In: Journal of banking & finance 31 (2007) 3, pp. 719-733
Persistent link: https://www.econbiz.de/10003429766
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The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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Some further theoretical and empirical implications regarding the relationship between earnings, dividends and stock prices
Chiang, Raymond - In: Journal of banking & finance 21 (1997) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10001213058
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Modelling mean reversion of asset prices towards their fundamental value
Chiang, Raymond - In: Journal of banking & finance 19 (1995) 8, pp. 1327-1340
Persistent link: https://www.econbiz.de/10001191467
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A note on price-volume dynamics in a emerging stock market
Başçı, Erdem - In: Journal of banking & finance 20 (1996) 2, pp. 389-400
Persistent link: https://www.econbiz.de/10001195176
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UK stock returns and robust tests of mean variance efficiency
Clare, Andrew D. - In: Journal of banking & finance 21 (1997) 5, pp. 641-660
Persistent link: https://www.econbiz.de/10001222187
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Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
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Do negative and positive equity returns share the same volatility dynamics?
Palandri, Alessandro - In: Journal of banking & finance 58 (2015), pp. 486-505
Persistent link: https://www.econbiz.de/10011544048