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Searching for periods of volatility : a study of the behaviour of volatility in Thai stocks
Bos, Theodore; Ding, David; Fetherston, Thomas A. - In: Pacific-Basin finance journal 6 (1998) 3/4, pp. 295-306
Persistent link: https://www.econbiz.de/10001375925
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The interaction between order imbalance and stock price
Brown, Philip - In: Pacific-Basin finance journal 5 (1997) 5, pp. 539-557
Persistent link: https://www.econbiz.de/10001234777
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Short-sales restrictions and volatility : the case of the stock exchange of Singapore
Ho, Kim Wai - In: Pacific-Basin finance journal 4 (1996) 4, pp. 377-391
Persistent link: https://www.econbiz.de/10001215359
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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Herd behavior and idiosyncratic volatility in a frontier market
Xuan Vinh Vo; Dang Bao Anh Phan - In: Pacific-Basin finance journal 53 (2019), pp. 321-330
Persistent link: https://www.econbiz.de/10012133503
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Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
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Idiosyncratic volatility in the Australian equity market
Zhong, Angel - In: Pacific-Basin finance journal 50 (2018), pp. 105-125
Persistent link: https://www.econbiz.de/10012033763
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Time variation of MAX-premium with market volatility : evidence from Korean stock market
Cheon, Yong-Ho; Lee, Kuan-hui - In: Pacific-Basin finance journal 51 (2018), pp. 32-46
Persistent link: https://www.econbiz.de/10012035071
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Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk : a two-state Markov switching analysis
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: Pacific-Basin finance journal 34 (2015), pp. 121-135
Persistent link: https://www.econbiz.de/10011535314
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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319