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Interday drifts in opening stock returns

Kudryavtsev, Andrey - In: Theoretical and applied economics : GAER review 20 (2013) 11, pp. 53-72

Persistent link: https://www.econbiz.de/10010224752

Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index

Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling - In: Empirica : journal of european economics 42 (2015) 3, pp. 597-613

Persistent link: https://www.econbiz.de/10011485602

When do opening stock returns tend to be higher?

Kudryavtsev, Andrey - In: International economic journal 28 (2014) 3, pp. 445-458

Persistent link: https://www.econbiz.de/10010503503

Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach

Jawadi, Fredj; Louhichi, Waël; Cheffou, Abdoulkarim Idi - In: Journal of financial markets 26 (2015), pp. 64-84

Persistent link: https://www.econbiz.de/10011477277

Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets

Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422

Persistent link: https://www.econbiz.de/10002229060

Sectoral differences in feedback trading on the German stock market

Yusupova, Elena - 2005

Persistent link: https://www.econbiz.de/10002821734

Markov regime-switching autoregressive model of stock market returns in Nigeria

Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83

This study is designed to model and forecast Nigeria's stock market using the AllShare Index (ASI) as a proxy. By employing the Markov regime-switching autore-gressive (MS-AR) model with data from April 2005 to September 2019, the studyanalyzes the stock market volatility in three distinct...

Persistent link: https://www.econbiz.de/10012513279

Seasonalities in the German stock market

Hofmann, Daniel; Keiber, Karl Ludwig - In: Financial markets and portfolio management 35 (2021) 2, pp. 151-192

Persistent link: https://www.econbiz.de/10012588317

Stock return predictability : evaluation based on interval forecasts

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Bulletin of economic research 74 (2022) 2, pp. 363-385

Persistent link: https://www.econbiz.de/10013188680

Predictability of return in Pakistan stock market through the application of the threshold quantile autoregressive models

Rasheed, Muhammad Haroon; Gul, Faid; Hashmi, Aijaz Mustafa - In: Iranian economic review : journal of University of Tehran 25 (2021) 4, pp. 815-828

Persistent link: https://www.econbiz.de/10012806683

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