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Stochastic volatility, trading volume, and the daily flow of information
Fleming, Jeff; Kirby, Chris; Ostdiek, Barbara - In: The journal of business : B 79 (2006) 3, pp. 1551-1590
Persistent link: https://www.econbiz.de/10003337036
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The macroeconomic news cycle and uncertainty resolution
Chatrath, Arjun; Christie-David, Rohan; Moore, William … - In: The journal of business : B 79 (2006) 5, pp. 2633-2657
Persistent link: https://www.econbiz.de/10003406547
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Daily return volatility, bid-ask spreads, and information flow : analyzing the information content of volume
Li, Jinliang; Wu, Chunchi - In: The journal of business : B 79 (2006) 5, pp. 2697-2739
Persistent link: https://www.econbiz.de/10003406554
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Why did individual stocks become more volatile?
Zhang, Chu; Zhang, Chu - In: The journal of business : B 79 (2006) 1, pp. 259-292
Persistent link: https://www.econbiz.de/10003301999
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The fear and exuberance from implied volatility of S&P 100 index options
Low, Cheekiat - In: The journal of business : B 77 (2004) 3, pp. 527-546
Persistent link: https://www.econbiz.de/10002205056
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The impact of CEO turnover on equity volatility
Clayton, Matthew C.; Hartzell, Jay C.; Rosenberg, Joshua V. - In: The journal of business : B 78 (2005) 5, pp. 1779-1808
Persistent link: https://www.econbiz.de/10003232519
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Investigating the behavior of idiosyncratic volatility
Xu, Yexiao; Malkiel, Burton G. - In: The journal of business : B 76 (2003) 4, pp. 613-644
Persistent link: https://www.econbiz.de/10001846980
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The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.; McKenzie, Michael D. - In: The journal of business : B 75 (2002) 1, pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
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An intraday examination of the Federal funds market : implications for the theories of the reverse-J pattern
Cyree, Ken B.; Winters, Drew B. - In: The journal of business : B 74 (2001) 4, pp. 535-556
Persistent link: https://www.econbiz.de/10001631894
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An extreme value approach to estimating volatility and value at risk
Bali, Turan G. - In: The journal of business : B 76 (2003) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10001743598