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Investor sentiment and stock market volatility : evidence from India

Kumari, Jyoti; Mahakud, Jitendra - In: Journal of Asia Pacific business 17 (2016) 2, pp. 173-202

Persistent link: https://www.econbiz.de/10011499055

Chirinko, Robert S.; Foad, Hisham - 2006

fundamentals and hence the pervasive joint hypothesis quagmire. We avoid this dilemma by measuring noise volatility directly by …

Persistent link: https://www.econbiz.de/10003381609

Intraday momentum and reversal in Chinese stock market

Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88

Persistent link: https://www.econbiz.de/10012420230

A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics

Buccheri, Giuseppe; Bormetti, Giacomo; Corsi, Fulvio; … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 920-936

Persistent link: https://www.econbiz.de/10012653203

Jumps at ultra-high frequency : evidence from the Chinese stock market

Zhang, Chuanhai; Liu, Zhi; Liu, Qiang - In: Pacific-Basin finance journal 68 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013332776

State dependence of aggregated risk aversion : evidenve for the German stock market

Hansen, Marc; Herwartz, Helmut; Rengel, Malte - In: Journal of applied economics 17 (2014) 2, pp. 257-281

Persistent link: https://www.econbiz.de/10011554687

The initial return and its conditional return volatility : evidence from the Chinese IPO market

Hussein, M. Monica; Zhou, Zhong-guo - In: Review of Pacific Basin financial markets and policies 17 (2014) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10010474387

Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities

Ledenyov, Dimitri - 2015

information absorption capacity by the investors on the IPOs impacts the investor's investment decisions and serves as a pre … investment strategies can only be selected by the investors with the highest information absorption capacity through the decision … making process on the IPO investment choices at the selected stock exchange in the imperfect highly volatile global capital …

Persistent link: https://www.econbiz.de/10013026463

ChiNext IPOs' initial returns before and after the 2013 stock market reform : what can we learn?

Zhou, Zhong-guo; Hussein, Monica; Deng, Qi - In: Emerging markets review 48 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013272695

Equity Issuances, Equity Mutual Fund Flows, and Noise Trader Sentiment

Chiu, Hsin-Hui - 2013

We examine whether equity issuances (IPOs and SEOs) are in part driven by investor sentiment by using equity mutual fund flows to proxy for the rational and/or irrational components of aggregate demand for equity. We find that more firms issue equity when flows are higher and repurchase equity...

Persistent link: https://www.econbiz.de/10013092574

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