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Intraday trading volume and return volatility of the DJIA stocks : a note
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Journal of banking & finance 27 (2003) 10, pp. 2035-2043
Persistent link: https://www.econbiz.de/10001787478
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Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset - In: Journal of banking & finance 37 (2013) 7, pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
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Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin; Schweikert, Karsten - In: Journal of banking & finance 149 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
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Financial indicators signaling correlation changes in sovereign bond markets
De Santis, Roberto A.; Stein, Michael - In: Journal of banking & finance 56 (2015), pp. 86-102
Persistent link: https://www.econbiz.de/10011488597
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Skewness in financial returns
Peiró, Amado - In: Journal of banking & finance 23 (1999) 6, pp. 847-862
Persistent link: https://www.econbiz.de/10001379080
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Market interactions in returns and volatilities between spot and forward shipping freight markets
Kavussanos, Manolis G.; Visvikis, Ilias D. - In: Journal of banking & finance 28 (2004) 8, pp. 2015-2049
Persistent link: https://www.econbiz.de/10002118377
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The predictive power of implied volatility : evidence from 35 futures markets
Szakmary, Andrew; Örs, Evren; Kim, Jin Kyoung; … - In: Journal of banking & finance 27 (2003) 11, pp. 2151-2175
Persistent link: https://www.econbiz.de/10001798814
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Asymmetric herding as a source of asymmetric return volatility
Park, Beum-jo - In: Journal of banking & finance 35 (2011) 10, pp. 2657-2665
Persistent link: https://www.econbiz.de/10009273272
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Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian; Indriawan, Ivan; Tse, Yiuman; … - In: Journal of banking & finance 154 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
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Predictive blends : Fundamental Indexing meets Markowitz
Pysarenko, Serhiy; Alexeev, Vitali; Tapon, Francis - In: Journal of banking & finance 100 (2019), pp. 28-42
Persistent link: https://www.econbiz.de/10012162437