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Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets

Gillas, Konstantinos Gkillas; Katsiampa, Paraskevi; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 4037-4054

Persistent link: https://www.econbiz.de/10014429282

Abnormal stock returns of Greek banks during COVID-19 : an event study

Patsoulis, Patroklos - In: Applied economics letters 31 (2024) 9, pp. 788-793

Persistent link: https://www.econbiz.de/10014557875

No News Is Not Good News : Evidence from the Intraday Return Volatility - Volume Relationship in Shanghai Stock Exchange

Krishnamurti, Chandrasekhar - 2014

Through this research, we find that the asymmetric volatility phenomenon is reversed in the Shanghai Stock Exchange during bull markets. That is, volatility increases more with good news than with bad news. This evidence is inconsistent with the US markets. Further examination of this phenomenon...

Persistent link: https://www.econbiz.de/10013060597

The impact of news events on the Tunisian stock market volatility : a post-revolutionary study

Zaiane, Salma; Allita, Atef Ben - In: Corporate ownership & control : international … 14 (2016/2017) 2, pp. 230-237

Persistent link: https://www.econbiz.de/10011780663

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

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

Monetary policy uncertainty and jumps in advanced equity markets

Bouri, Elie; Gillas, Konstantinos Gkillas; Gupta, Rangan; … - In: Journal of risk 23 (2020/2021) 1, pp. 101-112

Persistent link: https://www.econbiz.de/10012500112

Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets

Kim, Suk-Joong; McKenzie, Michael D.; Faff, Robert W. - In: Journal of multinational financial management 14 (2004) 3, pp. 217-232

Persistent link: https://www.econbiz.de/10002539268

Stock-Bond Return Dynamic Correlation and Macroeconomic Announcements : Time-Scale Analysis and the Effects of Financial Crises

Al Rababa'a, Abdel Razzaq - 2018

We use wavelet analysis to examine the impact of macro-news announcements on the stock-bond correlation. Significant announcement effects appear after controlling for the recent financial crisis, with a link between the speed of reaction and the timing of announcements, with early released news...

Persistent link: https://www.econbiz.de/10012919223

The Impact of Domestic and Foreign Macroeconomic News on Stock Market Volatility : Istanbul Stock Exchange

Kurt, Gülüzar - 2012

The purpose of the present paper is to examine the impact of domestic and foreign macroeconomic news announcements on the Istanbul Stock Exchange for the period between 2002 and 2010. The market reaction to the news announcements is tested within a research window through which the reaction can...

Persistent link: https://www.econbiz.de/10013111819