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~isPartOf:"Journal of international financial markets, institutions & money"
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EMPIRICAL LAWS OF A STOCK PRIC...
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Volatility
237
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78
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75
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75
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Hammoudeh, Shawkat
5
Narayan, Paresh Kumar
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McMillan, David G.
4
Bouri, Elie
3
Du, Ding
3
Fung, Hung-gay
3
Hu, Ou
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Lucey, Brian M.
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Nguyen, Duc Khuong
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Aloui, Chaker
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Brzeszczyński, Janusz
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Bu, Ruijun
2
Caporale, Guglielmo Maria
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Chen, Jing
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Chi, Xie
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Journal of international financial markets, institutions & money
Physica A: Statistical Mechanics and its Applications
663
Energy economics
610
Finance research letters
561
NBER working paper series
485
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
435
NBER Working Paper
416
Applied economics
384
Journal of banking & finance
376
International review of economics & finance : IREF
363
The journal of futures markets
361
Economic modelling
342
The North American journal of economics and finance : a journal of financial economics studies
325
Journal of econometrics
322
Applied economics letters
267
Applied financial economics
267
Journal of empirical finance
266
Research in international business and finance
262
Economics letters
248
International journal of theoretical and applied finance
248
Working paper
246
Discussion paper / Centre for Economic Policy Research
240
Journal of international money and finance
230
MPRA Paper
224
Journal of risk and financial management : JRFM
200
Discussion paper / Tinbergen Institute
198
Quantitative finance
193
Journal of financial economics
186
Pacific-Basin finance journal
175
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
173
CESifo working papers
172
International Journal of Energy Economics and Policy : IJEEP
166
The European journal of finance
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
IMF working papers
150
Journal of economic dynamics & control
150
International journal of finance & economics : IJFE
148
International journal of forecasting
145
Journal of forecasting
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ECONIS (ZBW)
237
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1
Modeling asset market
volatility
in a small market : accounting for non-synchronous trading effects
Lange, Stephen
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001402112
Saved in:
2
The dynamic relationship of
volatility
, volume, and market depth in currency futures markets
Fung, Hung-gay
;
Patterson, Gary A.
- In:
Journal of international financial markets, …
9
(
1999
)
1
,
pp. 33-59
Persistent link: https://www.econbiz.de/10001402116
Saved in:
3
A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Shiyun, Wang
;
Lim, Kian-Guan
;
Chang, Carolyn
- In:
Journal of international financial markets, …
9
(
1999
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10001402185
Saved in:
4
The impact of exchange rate
volatility
on German-US trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
Saved in:
5
International equity investment with selective hedging strategies
Eun, Cheol S.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10001230303
Saved in:
6
Correlation in currency markets : a risk-adjusted perspective
Sheedy, Elizabeth A.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001246201
Saved in:
7
Variances and covariances of international stock
returns
: the international capital asset pricing model revisited
Ramchand, Latha
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10001246202
Saved in:
8
The impact of exchange rate
volatility
on Australian trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10001246203
Saved in:
9
An examination of the effects of major political change on stock market
volatility
: the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
Saved in:
10
The European exchange rates before and after the establishment of the European Monetary System
Hu, Michael Y.
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001238419
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