Similar Search Results

Realized volatility transmission between crude oil and equity futures markets : a multivariate HAR approach

Souček, Michael; Todorova, Neda - In: Energy economics 40 (2013), pp. 586-597

Persistent link: https://www.econbiz.de/10010354962

Overnight information flow and realized volatility forecasting

Todorova, Neda; Souček, Michael - In: Finance research letters 11 (2014) 4, pp. 420-428

Persistent link: https://www.econbiz.de/10011300434

Realized volatility transmission : the role of jumps and leverage effects

Souček, Michael; Todorova, Neda - In: Economics letters 122 (2014) 2, pp. 111-115

Persistent link: https://www.econbiz.de/10010395278

The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range

Todorova, Neda; Souček, Michael - In: Economic modelling 36 (2014), pp. 332-340

Persistent link: https://www.econbiz.de/10010415483

Crude oil, equity and gold futures open interest co-movements

Souček, Michael - In: Energy economics 40 (2013), pp. 306-315

Persistent link: https://www.econbiz.de/10010350647

Impact of analyst recommendations on stock returns: Evidence from the German stock market

Souček, Michael; Wasserek, Thomas - 2014

The purpose of this article is to examine the impact of analysts' recommendation downgrades, upgrades, and reiterations on German stock returns and as to whether prof- itable investment strategies could potentially be designed around these recommendations. The paper provides a unique detailed...

Persistent link: https://www.econbiz.de/10010409465