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Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava - In: Research in international business and finance 63 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
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Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.; Kizys, Renatas; Umar, Zaghum; … - In: Research in international business and finance 64 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
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Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker; Hkiri, Besma; Lau, Chi Keung; Yarovaya, … - In: Research in international business and finance 44 (2018), pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
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Global economic uncertainty and the Chinese stock market : assessing the impacts of global indicators
Zhang, Lixia; Bai, Jiancheng; Zhang, Yueyan; Cui, Can - In: Research in international business and finance 65 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014433687
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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Terrorism, country attributes, and the volatility of stock returns
Essaddam, Naceur; Karagianis, John M. - In: Research in international business and finance 31 (2014), pp. 87-100
Persistent link: https://www.econbiz.de/10010434015
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The impact of FIFA's official announcements on the stock market of Qatar : the case of the 2022 World Cup
Al Refai, Hisham M.; Eissa, Mohamed Abdelaziz - In: Research in international business and finance 41 (2017), pp. 347-353
Persistent link: https://www.econbiz.de/10011914509
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Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
Wu, Weiou; Lau, Chi Keung; Vigne, Samuel A. - In: Research in international business and finance 42 (2017), pp. 1137-1149
Persistent link: https://www.econbiz.de/10011760780
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Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak : a market and sectoral analysis
Aloui, Riadh; Jabeur, Sami Ben; Mefteh-Wali, Salma - In: Research in international business and finance 62 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10014247870
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Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi; Wang, Yudong; Zeng, Qing; Zhang, Yaojie - In: Research in international business and finance 65 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014435752