Narrow search
Showing 1 - 10 of 890
Cover Image
Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135
Persistent link: https://www.econbiz.de/10010346752
Cover Image
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
Cover Image
Overnight versus intraday returns of anomalies in China
Lin, Chaonan; Chang, Hui-Wen; Chou, Robin K. - In: Pacific-Basin finance journal 79 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Cover Image
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan; Ho, Kin-Yip; Shi, Yanlin - In: Pacific-Basin finance journal 61 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Cover Image
Analyst coverage, optimism, and stock price crash risk : evidence from China
Xu, Nianhang; Jiang, Xuanyu; Chan, Kam C.; Yi, Zhihong - In: Pacific-Basin finance journal 25 (2013), pp. 217-239
Persistent link: https://www.econbiz.de/10010346744
Cover Image
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Cover Image
Margin-trading volatility and stock price crash risk
Lv, Dayong; Wu, Wenfeng - In: Pacific-Basin finance journal 56 (2019), pp. 179-196
Persistent link: https://www.econbiz.de/10012169576
Cover Image
An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Zhou, Haigang; Zhu, John Qi - In: Pacific-Basin finance journal 20 (2012) 5, pp. 857-880
Persistent link: https://www.econbiz.de/10009619749
Cover Image
Volatility spillovers of A- and B-shares for the Chinese stock market and its impact on the Chinese index returns
Chung, Chien-Ping; Liao, Tzu-Hsiang; Lee, Hsiu-chuan - In: Pacific-Basin finance journal 65 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013209559
Cover Image
Asymmetry in return and volatility spillover between equity and bond markets in Australia
Dean, Warren G.; Faff, Robert W.; Loudon, Geoffrey F. - In: Pacific-Basin finance journal 18 (2010) 3, pp. 272-289
Persistent link: https://www.econbiz.de/10008661194