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Handelsregeln bei Preisschwankungen an Börsen

Hense, Andreas - 2008 - 1. Auflage

Persistent link: https://www.econbiz.de/10004952060

The granular nature of large institutional investors

Franzoni, Francesco; Ben-David, Itzhak; Moussawi, Rabih; … - 2019

Persistent link: https://www.econbiz.de/10012040010

Price dividend ratio and long-run stock returns : a score driven state space model

Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2019

Persistent link: https://www.econbiz.de/10012205777

Exploring three-style return comovements and contagion using a correlation decomposition GARCH model

Su, Ender; Mak, Ving-Vunk; So, Po-Yuk - In: Computational economics 63 (2024) 6, pp. 2271-2305

Persistent link: https://www.econbiz.de/10014636737

Monetary policy with opinionated markets

Caballero, Ricardo J.; Simsek, Alp - 2020

Persistent link: https://www.econbiz.de/10012228423

Monetary policy and bubbles in new keynesian model with overlapping generations

Galí, Jordi - 2020

Persistent link: https://www.econbiz.de/10012229666

Volatility forecasting with Hybrid-long short-term memory models : evidence from the COVID-19 period

Yang, Ao; Ye, Qing; Zhai, Jia - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2766-2786

Persistent link: https://www.econbiz.de/10014635168

Volatility forecasting and asymmetry effect : evidence from Dow Jones sustainability indices

Roy, Subrata - In: Paradigm : the journal of Institute of Management Technology 28 (2024) 1, pp. 26-44

Persistent link: https://www.econbiz.de/10014635197

The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods

Lakshmi, Vdmv; Sisodia, Garima; Joseph, Anto; Tiwari, … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3007-3022

Persistent link: https://www.econbiz.de/10014635273

Idiosyncratic risk and market volatility : threat or opportunity for returns? : a study of Borsa Istanbul stocks

Çam, Salih; Uzkaralar, Önder; Borak, Metin - In: Borsa Istanbul Review 24 (2024) 4, pp. 698-709

This study investigates the relationship between idiosyncratic risk, market volatility, and stock returns for companies … traded on the Borsa Istanbul. The analysis calculates idiosyncratic risk and market volatility and estimates the coefficients … using cross-sectional and panel data approaches. The GARCH and EGARCH models are used to calculate market volatility, while …

Persistent link: https://www.econbiz.de/10014635376