Similar Search Results

Narrow search

News-based sentiment : can it explain market performance before and after the Russia-Ukraine conflict?

Le, Viet Hoang; Mettenheim, Hans-Jörg von; Goutte, … - In: The journal of risk finance : JRF 24 (2023) 1, pp. 72-88

Persistent link: https://www.econbiz.de/10014232408

Forecasting and trading high frequency volatility on large indices

Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748

Persistent link: https://www.econbiz.de/10011907914

Pricing Inefficiencies and Feedback Trading : Evidence From Country ETFs

Kallinterakis, Vasileios - 2020

In view of the established presence of wide deviations of US-listed country ETFs' prices from their net asset values, we study whether feedback trading exists in this category of ETFs and whether it varies with their premiums and discounts. Using a sample of nineteen country ETFs for the...

Persistent link: https://www.econbiz.de/10012854999

The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic

Zhang, Yi; Zhou, Long; Chen, Yajiao; Liu, Fang - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013449345

Extreme risk contagion from the United States to BRICS stock markets : a multivariate quantile analysis

Zhang, Yi; Zhou, Long; Wu, Baoxiu; Liu, Fang - In: The North American journal of economics and finance : a … 70 (2024)

Persistent link: https://www.econbiz.de/10014492033