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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
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Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies
Nguyen, Trang; Chaiechi, Taha; Eagle, Lynne C.; Low, … - In: The quarterly review of economics and finance : journal … 75 (2020), pp. 308-324
Persistent link: https://www.econbiz.de/10012416910
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Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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The impacts of index options on the underlying stocks : the case of the S&P 100
Liu, Shinhua - In: The quarterly review of economics and finance : journal … 49 (2009) 3, pp. 1034-1046
Persistent link: https://www.econbiz.de/10003873836
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The impact of natural disasters on the stock returns and volatilities of local firms
Bourdeau-Brien, Michael; Kryzanowski, Lawrence - In: The quarterly review of economics and finance : journal … 63 (2017), pp. 259-270
Persistent link: https://www.econbiz.de/10011792051
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Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir; Kumar, Dilip - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
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On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
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Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.; Alhadab, Mohammad - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 355-371
Persistent link: https://www.econbiz.de/10012431325