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Asymmetric volatility in equity markets around the world
Horpestad, Jone B.; Lyócsa, Štefan; Molnár, Peter; … - In: The North American journal of economics and finance : a … 48 (2019), pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
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Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan; Kanda, Patrick; Tiwari, Aviral Kumar; … - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
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Predicting volatility using the Markov-switching multifractal model : evidence from S&P 100 index and equity options
Chuang, Wen-i; Huang, Teng-ching; Lin, Bing-huei - In: The North American journal of economics and finance : a … 25 (2013), pp. 168-187
Persistent link: https://www.econbiz.de/10009779311
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Systemic financial risk early warning of financial market in China using Attention-LSTM model
Ouyang, Zi-sheng; Yang, Xi-te; Lai, Yongzeng - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012821472
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Spillovers and predictability between Saudi Arabia and global financial Markets : evidence from G20 countries
Trabelsi, Nader - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014486269
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What does money and credit tell us about real activity in the United States?
Albuquerque, Bruno; Baumann, Ursel; Seitz, Franz - In: The North American journal of economics and finance : a … 37 (2016), pp. 338-347
Persistent link: https://www.econbiz.de/10011672978
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Machine over Mind? : stock price clustering in the era of algorithmic trading
Das, Sougata; Kadapakkam, Palani-Rajan - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012658652
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How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? : an empirical analysis on S&P 500 ETF
Bazzana, Flavio; Collini, Andrea - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012664057
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Does algorithmic trading harm liquidity? : evidence from Brazil
Ramos, Henrique Pinto; Perlin, Marcelo Scherer - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012664485
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When do retail investors pay attention to their trading platforms?
Aharon, David Y.; Qadan, Mahmoud - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012642419