Similar Search Results

Fundamental momentum and enhanced fundamental momentum : evidence from the Chinese stock market

Tan, Yuanyue; Wang, Zhiqiang; Xiong, Haifang; Liu, Yue - In: International review of economics & finance : IREF 79 (2022), pp. 680-693

Persistent link: https://www.econbiz.de/10013345793

The effects of Federal funds target rate changes on S&P100 stock returns, volatilities, and correlations

Chulia-Soler, Helena (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003651504

Political news and stock market reactions : evidence from Turkey over the period 2008-2017

Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98

volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …

Persistent link: https://www.econbiz.de/10012131511

News and network structures in equity market volatility

Clements, Adam; Liao, Yin - 2016

Persistent link: https://www.econbiz.de/10011777149

Does the Chinese stock market react to global news?

Byström, Hans N. E. - In: Journal of the Asia Pacific economy 16 (2011) 3, pp. 448-455

Persistent link: https://www.econbiz.de/10009503032

The micro dynamics of macro announcements

Mittnik, Stefan; Robinzonov, Nikolay; Wohlrabe, Klaus - 2013

response analysis. Second, we examine the announcements effects on market volatility in a more detailed fashion by … adequately analyze both conditional mean and volatility effects. …

Persistent link: https://www.econbiz.de/10010190208

Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study

Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36

Persistent link: https://www.econbiz.de/10012698109

Effect of Qatar diplomatic and economic isolation on Qatar stock market volatility : an event study approach

Kapar, Burcu; Buigut, Steven - In: Applied economics 52 (2020) 55, pp. 6022-6030

Persistent link: https://www.econbiz.de/10012308421

Mergers and acquisitions and market volatility of Brazilian banking stocks : an application of GARCH models

Pessanha, Gabriel Rodrigo Gomes; Bruhn, Nádia Campos … - In: Latin American business review : journal of the … 17 (2016) 4, pp. 333-357

Persistent link: https://www.econbiz.de/10011649372

The Impact of the Corona Crisis on the worldwide stock markets : an empirical analysis with cross national event study approach

Fischer, Annika; Opala, Noel; Reuse, Svend; Svoboda, Martin - In: International journal of economics and financial issues … 12 (2022) 6, pp. 162-172

Persistent link: https://www.econbiz.de/10014227863

1
2
3
4
5
6
7
8
9
10
Next
Last