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Price limits and stock market volatility

Kim, Kenneth A. - In: Economics letters 71 (2001) 1, pp. 131-136

Persistent link: https://www.econbiz.de/10001564119

A censored stochastic volatility approach to the estimation of price limit moves

Hsieh, Ping-hung; Yang, J. Jimmy - In: Journal of empirical finance 16 (2009) 2, pp. 337-351

Persistent link: https://www.econbiz.de/10003839342

News sentiment and stock market volatility

Hsu, Yen-Ju; Lu, Yang-cheng; Yang, J. Jimmy - In: Review of quantitative finance and accounting 57 (2021) 3, pp. 1093-1122

Persistent link: https://www.econbiz.de/10012620049

A note on price limit performance : the case of illiquid stocks

Chen, Gong-meng; Kim, Kenneth A.; Rui, Oliver Meng - In: Pacific-Basin finance journal 13 (2005) 1, pp. 81-92

Persistent link: https://www.econbiz.de/10002536510

The behavior of Japanese individual investors during bull and bear markets

Kim, Kenneth A.; Nofsinger, John R. - In: The journal of behavioral finance : a publication of … 8 (2007) 3, pp. 138-153

Persistent link: https://www.econbiz.de/10003575817

On the predictability of Chinese stock returns

Chen, Xuanjuan; Kim, Kenneth A.; Yao, Tong; Yu, Tong - In: Pacific-Basin finance journal 18 (2010) 4, pp. 403-425

Persistent link: https://www.econbiz.de/10008728784

Investor Sentiment and Stock Market Crashes : A Heliobiological Perspective

Teng, Chia-Chen; Wu, Wei‐Shao; Yang, J. Jimmy - 2022

We propose that solar activities are related to investor sentiment and stock market crashes. We find that the number of sunspots is significantly and negatively associated with the frequency and severity of market crashes. Adopting structural equation modeling and using traditional sentiment...

Persistent link: https://www.econbiz.de/10013492251