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The empirical linkages among market returns, return volatility, and trading volume : evidence from the S&P 500 VIX Futures
Kao, Yu-Sheng; Chuang, Hwei-lin; Ku, Yu-Cheng - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012667173
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Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu; Brugal, Ivan - In: The North American journal of economics and finance : a … 25 (2013), pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
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Linear and nonlinear dynamic relationships between housing prices and trading volumes
Tsai, I-Chun; Peng, Chien-Wen - In: The North American journal of economics and finance : a … 38 (2016), pp. 172-184
Persistent link: https://www.econbiz.de/10011673367
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Which stock price component drives the Amihud illiquidity premium?
Kim, Jinyong; Kim, Yongsik - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014246958
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Order choices : an intraday analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Lo, Hsiang-Yu - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013534201
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Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés; Rodríguez-Raga, Santiago; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
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Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
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The effect of short-sale restrictions on the information transmission of extended index futures trading
Wang, Janchung; Yeh, Shih-kuo; Wang, Bo-Ting - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012654869
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Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao; Qian, Huanhuan; Pérez Rodríguez, Jorge V. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012654918