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Volatility spillover effects in European equity markets
Baele, Lieven - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 2, pp. 373-401
Persistent link: https://www.econbiz.de/10002975610
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Big fish in small ponds : the trading behavior and price impact of foreign investors in Asian emerging equity markets
Richards, Anthony J. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002698746
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Volatility in emerging stock markets
Aggarwal, Reena; Inclan, Carla; Leal, Ricardo Pereira … - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 33-55
Persistent link: https://www.econbiz.de/10001436335
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Large foreign ownership and firm-level stock return volatility in emerging markets
Li, Donghui; Nguyen, Quang N.; Pham, Peter Kien; Wei, … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1127-1155
Persistent link: https://www.econbiz.de/10010217647
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Trading volume and information revelation in stock markets
Suominen, Matti - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 545-565
Persistent link: https://www.econbiz.de/10001651575
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Stock market volatility in a heterogeneous information economy
Grundy, Bruce D.; Kim, Youngsoo - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001661614
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When are stocks less volatile in the long run?
Jondeau, Eric; Zhang, Qunzi; Zhu, Xiaoneng - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 4, pp. 1228-1258
Persistent link: https://www.econbiz.de/10012523330
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Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre; Fos, Vyacheslav; Muravyev, Dmitry - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
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Two trees with heterogeneous beliefs : spillover effect of disagreement
Han, Bing; Lu, Lei; Zhou, Yi - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 4, pp. 1791-1819
Persistent link: https://www.econbiz.de/10012139954
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Local economic spillover effects of stock market listings
Butler, Alexander W.; Fauver, Larry; Spyridopoulos, Ioannis - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 3, pp. 1025-1050
Persistent link: https://www.econbiz.de/10012139382