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Music and the market : song and stock volatility
Maymin, Philip - In: The North American journal of economics and finance : a … 23 (2012) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10009673892
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Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya; Prasanna, Krishna - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
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Efficient predictability of stock return volatility : the role of stock market implied volatility
Dai, Zhifeng; Zhou, Huiting; Wen, Fenghua; He, Shaoyi - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012654913
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Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
Zhang, Weiping; Zhuang, Xintian; Lu, Yang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012659562
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Spillovers of US market volatility and monetary policy uncertainty to global stock markets
Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013187644
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Forecasting stock market volatility : can the risk aversion measure exert an important role?
Dai, Zhifeng; Chang, Xiaoming - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188175
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Information transmission between large shareholders and stock volatility
Li, Jie; Zhang, Yongjie; Wang, Lidan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013188211
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What drives the liquidity premium in the Chinese stock market?
An, Jiyoun; Ho, Kin-Yip; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
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Asymmetric causality in-mean and in-variance among equity markets indexes
González Sánchez, Mariano - In: The North American journal of economics and finance : a … 36 (2016), pp. 49-68
Persistent link: https://www.econbiz.de/10011672599
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Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131
Persistent link: https://www.econbiz.de/10011938084