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The day-of-the-week anomaly in market returns, volume and volatility in SAARC countries
Abbas, Sumra; Javid, Attiya Yasmin - 2015
Persistent link: https://www.econbiz.de/10011335025
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The impact of socioeconomic factors and financial access on microfinance institutions
Ali, Mohammed Abu; Al-Azzam, Moh'd - In: International journal of economic perspectives : IJEP 7 (2013) 2
Persistent link: https://www.econbiz.de/10011597875
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Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)
Hassan, Md. Hashibul; Kayser, Md. Shahidullah - In: Cogent economics & finance 7 (2019) 1, pp. 1-10
Ramadan, the holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR … stock market return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE …
Persistent link: https://www.econbiz.de/10012023939
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Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
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Order aggressiveness and order book dynamics
Hall, Anthony D.; Hautsch, Nikolaus - In: Empirical economics : a journal of the Institute for … 30 (2005) 4, pp. 973-1005
Persistent link: https://www.econbiz.de/10003233831
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Intraday VaR : a copula-based approach
Wang, Keli; Liu, Xiaoquan; Ye, Wuyi - In: Journal of empirical finance 74 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
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The impact of the day-of-the-week on the VIX fear gauge
Qadan, Mahmod - In: International journal of economic perspectives : IJEP 7 (2013) 2, pp. 24-31
Persistent link: https://www.econbiz.de/10011586397
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The day of the week effecton returns, volatility and volume of Shariah index
Munusany, Dharani - In: The empirical economics letters : a monthly … 15 (2016) 6, pp. 608-618
Persistent link: https://www.econbiz.de/10011655904
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Asymmetric-nested GARCH models, trading volume, and return volatility : an empirical study of the Taiwan stock market
Tsai, Li-ju; Yeh, Yin-hua - In: Advances in investment analysis and portfolio … 7 (2000), pp. 145-161
Persistent link: https://www.econbiz.de/10001542590
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Copula-based vMEM specifications versus alternatives : the case of trading activity
Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - In: Econometrics : open access journal 5 (2017) 2, pp. 1-24
simultaneously estimated. Results with realized volatility, volumes and number of trades of the JNJ stock show that significantly … superior realized volatility forecasts are delivered with a fully interdependent vMEM relative to a single equation …
Persistent link: https://www.econbiz.de/10011654447