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Another January effect : evidence from stock split announcements
Beladi, Hamid; Chao, Chi-Chur; Hu, May - In: International review of financial analysis 44 (2016), pp. 123-138
Persistent link: https://www.econbiz.de/10011623968
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The effects of (un)expected match outcomes on stock return : a case study of Borussia Dortmond
Frick, Bernd; Semmelroth, Dirk - In: International journal of sport finance 16 (2021) 4, pp. 167-183
Persistent link: https://www.econbiz.de/10012792910
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The relative option to stock volume and market response to earnings surprises
Rai, Atul; Tartaroglu, Semih - In: Journal of accounting, auditing & finance 30 (2015) 4, pp. 431-460
Persistent link: https://www.econbiz.de/10011382639
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Investors' behaviour in regard to company earnings announcements during the recession period : evidence from the Macedonian stock change
Angelovska, Julijana - In: Economic research 30 (2017) 1,1, pp. 647-660
Persistent link: https://www.econbiz.de/10012224061
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Impact of macroeconomic news surprises and uncertainty for major economies on returns and volatility of oil futures
Bahloul, Walid; Gupta, Rangan - In: International economics : a journal published by CEPII … 156 (2018), pp. 247-253
Persistent link: https://www.econbiz.de/10012027286
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Event study of the crude oil futures market : a mixed event response model
Karali, Berna; Ye, Shiyu; Ramírez, Octavio A. - In: American journal of agricultural economics 101 (2019) 3, pp. 960-985
Persistent link: https://www.econbiz.de/10012114862
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Uncovering the effect of news signals on daily stock market performance : an econometric analysis
Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25
that political and global news has a significant impact on KSE-100 index. Blue chip stocks are considered safer investments …
Persistent link: https://www.econbiz.de/10014419406
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Annoucement effects and asymmetric volatility in industry stock returns : evidence from Taiwan
Lee, Chih-Wei; Chang, Ming-Jen - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 48-61
Persistent link: https://www.econbiz.de/10009313082
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No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167
Persistent link: https://www.econbiz.de/10009713176
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Testing volatility in Nigeria stock market using GARCH models
Atoi, Ngozi V. - In: CBN journal of applied statistics 5 (2014) 2, pp. 65-93
The contributions of error distributions have been ignored while modeling stock market volatility in Nigeria and studies have shown that the application of appropriate error distribution in volatility model enhances efficiency of the model. Using Nigeria All Share Index from January 2, 2008 to...
Persistent link: https://www.econbiz.de/10011489480