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ECB announcements and stock market volatility

Neugebauer, Frederik - 2019

This paper documents that ECB announcements increase the stock market volatility in the euro area (EA) on the same day. I consider two volatility measures from January 1998 to May 2019. First, a realized volatility measure uses intraday data for 8 different stock market indices. Second, a range...

Persistent link: https://www.econbiz.de/10012286218

In short supply : short-sellers and stock returns

Beneish, M. D.; Lee, C. M. C.; Nichols, D. C. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 33-57

Persistent link: https://www.econbiz.de/10011438622

Indonesia Shari'ah compliance stock index responses toward macroprudential and monetary policy of Indonesian central bank

Malini, Helma - In: Macroprudential regulation and policy for the Islamic …, (pp. 213-227). 2016

Persistent link: https://www.econbiz.de/10011568166

Market efficiency in real time : evidence from low latency activity around earnings announcements

Chordia, Tarun; Miao, Bin - In: Journal of accounting & economics 70 (2020) 2/3, pp. 1-27

Persistent link: https://www.econbiz.de/10012494835

Investors' limited attention : evidence from REITs

Chen, Honghui; Harrison, David M.; Khoshnoud, Mahsa - In: The journal of real estate finance and economics 61 (2020) 3, pp. 408-442

Persistent link: https://www.econbiz.de/10012293194

The financial strength anomaly in the UK : information uncertainty or liquidity?

Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957

Persistent link: https://www.econbiz.de/10012207343

Investor sentiment and efficiency of the cryptocurrency market : the case of the Crypto Fear & Greed Index

Łęt, Blanka; Sobański, Konrad; Świder, Wojciech; … - In: Eurasian Business and Economics Perspectives : …, (pp. 271-287). 2023

Persistent link: https://www.econbiz.de/10014436547

Betting the house

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - In: Journal of international economics 96 (2015), pp. 2-18

Persistent link: https://www.econbiz.de/10011387738

Inflation targeting in Peru : the reasons for the success

Dancourt, Óscar - In: Comparative economic studies 57 (2015) 3, pp. 511-538

Persistent link: https://www.econbiz.de/10011552656

Banking with ultra-low interest rates : conceptual and related issues

Molyneux, Philip - In: Asset-liability management with ultra-low interest …, (pp. 31-37). 2015

Persistent link: https://www.econbiz.de/10011302896