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Realized bond-stock correlation : macroeconomic announcement effects

Christiansen, Charlotte; Ranaldo, Angelo - In: The journal of futures markets 27 (2007) 5, pp. 439-469

Persistent link: https://www.econbiz.de/10003493097

Exchange rate and stock price relationship : a wavelet analysis for India

Dar, Arif Billah; Bhanja, Niyati; Tiwari, Aviral Kumar - In: Indian economic review : biannual journal of the Delhi … 49 (2014) 1, pp. 125-142

Persistent link: https://www.econbiz.de/10011339582

Intraday patterns in FX returns and order flow

Breedon, Francis J.; Ranaldo, Angelo - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 953-965

Persistent link: https://www.econbiz.de/10010197597

On the dynamic transmission of mean and volatility across the Arab stock markets

Bouri, Elie; Azzi, Georges - In: Journal of emerging market finance 13 (2014) 3, pp. 279-304

Persistent link: https://www.econbiz.de/10010492029

Tail dependence in the return-volume of leading cryptocurrencies

Naeem, Muhammad; Bouri, Elie; Boako, Gideon; Roubaud, David - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483385

Trading volume and the predictability of return and volatility in the cryptocurrency market

Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346

Persistent link: https://www.econbiz.de/10012419202

Bitcoin price-volume : a multifractal cross-correlation approach

El Alaoui, Marwane; Bouri, Elie; Roubaud, David - In: Finance research letters 31 (2019), pp. 374-381

Persistent link: https://www.econbiz.de/10012421640

The dynamic relationship between stock returns and trading volume revisited : a MODWT-VAR approach

Gupta, Suman; Das, Debojyoti; Hasim, Haslifah Mohamad; … - In: Finance research letters 27 (2018), pp. 91-98

Persistent link: https://www.econbiz.de/10012006750

Put-Call Ratio volume vs. open interest in predicting market return : a frequency domain rolling causality analysis

Jena, Sangram Keshari; Tiwari, Aviral Kumar; Mitra, Amarnath - In: Economies : open access journal 7 (2019) 1/24, pp. 1-10

This study examined the efficacy of the Put-Call Ratio (PCR), a widely used information ratio measured in terms of volume and open interest, in predicting market return at different time scale. Volume PCR was found to be an efficient predictor of the market return in a short period of 2.5 days...

Persistent link: https://www.econbiz.de/10012020492

Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013

Antonakakis, Nikolaos; Gupta, Rangan; Tiwari, Aviral Kumar - In: Journal of economics and finance 42 (2018) 4, pp. 795-806

Persistent link: https://www.econbiz.de/10012031147