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Lottery mindset, mispricing and idiosyncratic volatility puzzle : evidence from the Chinese stock market
Hoang Van Hai; Park, Jong Won; Tsai, Ping-Chen; Eom, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012665099
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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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IPO performance and the size effect : evidence for the US and Canada
Switzer, Lorne N.; El Meslmani, Nabil; Zhai, Xinkai - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013534163
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Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
Do, A.; Powell, Robert; Yong, J.; Singh, A. - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-26
Persistent link: https://www.econbiz.de/10012665495
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Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
Arellano, Miguel Ataurima; Perez Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
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A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns
Göncü, Ahmet; Karahan, Mehmet Oğuz; Kuzubaş, Tolga Umut - In: The North American journal of economics and finance : a … 36 (2016), pp. 69-83
Persistent link: https://www.econbiz.de/10011672611
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Anomalies in emerging markets : the case of Mexico
Diaz-Ruiz, Polux; Herrerias, Renata; Vasquez, Aurelio - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012632202
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Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices
Plastun, Alex; Bouri, Elie; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013413403
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Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
Das, Debojyoti; Kannadhasan, M.; Bhattacharyya, Malay - In: The North American journal of economics and finance : a … 48 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012120169
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COVID-19 and extreme risk spillovers between oil and BRICS stock markets : a multiscale perspective
Jin, Xiu; Liu, Yueli; Yu, Jinming; Huang, Weiqiang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014485324