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Long run and cyclical dynamics in the US stock market

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Herd behaviour in extreme market conditions : the case of the Athens stock exchange

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Basque terrorism : police action, political measures and the influence of violence on the stock market in the Basque Country

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Long run and cyclical dynamics in the US stock market

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Investors' Trading Behaviour and Stock Market Volatility During Crisis Periods : A Dual Long-Memory Model for the Korean Stock Exchange

Caporale, Guglielmo Maria - 2020

This study examines the impact of investors' buy and sell trades on Korean stock market volatility across two crisis events, the Asian crisis of 1997 and the 2008 global financial crash. We investigate the trading behaviour of domestic vs. foreign and institutional vs. individual investors. Our...

Persistent link: https://www.econbiz.de/10012845690