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Stock market volatility and business cycle : evidence from linear and nonlinear causality tests
Choudhry, Taufiq; Papadimitriou, Fotios I.; Shabi, Sarosh - In: Journal of banking & finance 66 (2016), pp. 89-101
Persistent link: https://www.econbiz.de/10011634560
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Economic news and equity market linkages between the US and UK
Becker, Kent Gregory - In: Journal of banking & finance 19 (1995) 7, pp. 1191-1210
Persistent link: https://www.econbiz.de/10001189245
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US day-of-the-week effects and asymmetric responses to macroeconomic news
Chang, Eric Chieh - In: Journal of banking & finance 22 (1998) 5, pp. 513-534
Persistent link: https://www.econbiz.de/10001243311
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The intraday speed of stock price adjustment to major dividend changes : bid-ask bounce and order flow imbalances
Gosnell, Thomas F. - In: Journal of banking & finance 20 (1996) 2, pp. 247-266
Persistent link: https://www.econbiz.de/10001195184
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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
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Does interest rate exposure explain the low-volatility anomaly?
Driessen, Joost; Kuiper, Ivo Theodorus Jacqueline; … - In: Journal of banking & finance 103 (2019), pp. 51-61
Persistent link: https://www.econbiz.de/10012163771
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Intraday online investor sentiment and return patterns in the U.S. stock market
Renault, Thomas - In: Journal of banking & finance 84 (2017), pp. 25-40
Persistent link: https://www.econbiz.de/10011816834
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Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations
Chuliá, Helena; Martens, Martin; Dijk, Dick van - In: Journal of banking & finance 34 (2010) 4, pp. 834-839
Persistent link: https://www.econbiz.de/10003966116
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Dynamics and causality in industry-specific volatility
Wang, Zijun - In: Journal of banking & finance 34 (2010) 7, pp. 1688-1699
Persistent link: https://www.econbiz.de/10008649410
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High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie; McGill, James A. - In: Journal of banking & finance 36 (2012) 12, pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437