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Forecasting the daily dynamic hedge ratios by GARCH models : evidence from the agricultural futures markets
Zhang, Yuanyuan; Choudhry, Taufiq - In: The European journal of finance 21 (2015) 4/6, pp. 376-399
Persistent link: https://www.econbiz.de/10010528976
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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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Stock market regulation and news dissemination : evidence from an emerging market
Farag, Hisham; Cressy, Robert C. - In: The European journal of finance 18 (2012) 3/4, pp. 351-368
Persistent link: https://www.econbiz.de/10009667519
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On the hidden side of liquidity
Alañón Pardo, Ángel; Pascual, Roberto - In: The European journal of finance 18 (2012) 9/10, pp. 949-967
Persistent link: https://www.econbiz.de/10009691773
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Limit order books and trade informativeness
Beltran Lopez, Helena; Gramming, Joachim; Menkveld, … - In: The European journal of finance 18 (2012) 9/10, pp. 737-759
Persistent link: https://www.econbiz.de/10009691782
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Volatility patterns of short-term interest rate futures
Gurrola-Perez, Pedro; Herrerias, Renata - In: The European journal of finance 27 (2021) 16, pp. 1604-1625
Persistent link: https://www.econbiz.de/10012872906
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Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies
Petukhina, Alla A.; Reule, Raphael C. G.; Härdle, Wolfgang - In: The European journal of finance 27 (2021) 1/2, pp. 8-30
Persistent link: https://www.econbiz.de/10012424926
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What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
Jalan, Akanksha; Matkovskyy, Roman; Urquhart, Andrew - In: The European journal of finance 27 (2021) 13, pp. 1251-1281
Persistent link: https://www.econbiz.de/10012653090
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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Stock market contagion in Central and Eastern Europe : unexpected volatility and extreme co-exceedance
Horváth, Roman; Lyócsa, Štefan; Baumöhl, Eduard - In: The European journal of finance 24 (2018) 4/6, pp. 391-412
Persistent link: https://www.econbiz.de/10012244328