Narrow search
Showing 1 - 10 of 6,547
Cover Image
Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility
Saxena, Shivam; Sikdar, Chandrima - In: Global business & economics review 31 (2024) 2, pp. 230-258
Persistent link: https://www.econbiz.de/10015060902
Cover Image
Time-varying relationship of news sentiment, implied volatility and stock returns
Smales, Lee A. - In: Applied economics 48 (2016) 49/51, pp. 4942-4960
Persistent link: https://www.econbiz.de/10011641401
Cover Image
Investor's sentiments and stock market volatility : an empirical evidence from emerging stock market
Ur Rehman, Mobeen - In: Pakistan journal of commerce and social sciences 7 (2013) 1, pp. 80-90
proxies the data on which has been collected mainly from the Karachi stock exchange. Volatility of the stock market returns …
Persistent link: https://www.econbiz.de/10010260221
Cover Image
The predictive ability of consumer sentiment's volatility to the Malaysian stock market's volatility
Nathrah Yacob; Mahdzan, Nurul Shahnaz - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 460-476
Persistent link: https://www.econbiz.de/10011457470
Cover Image
Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
Cover Image
Investor sentiment influence on the risk-reward relation in the Taiwan stock market
Yu, Jean; Huang, Hung-hsi; Hsu, Shu-wei - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 174-188
Persistent link: https://www.econbiz.de/10010403723
Cover Image
European stock market dynamics : implications of overconfidence and the disposition effect for turnover
Ouarda, Moatemri; Bori, Abdelfeteh El - In: International journal of behavioural accounting and … 4 (2013) 2, pp. 133-152
Persistent link: https://www.econbiz.de/10010393876
Cover Image
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - In: Risks : open access journal 6 (2018) 4, pp. 1-18
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011906234
Cover Image
Feedback trading and its implications for return autocorrelations in India during COVID
Mukherjee, Paramita; Chatterjee, Rajashri - In: Journal of emerging market finance 23 (2024) 2, pp. 246-270
Persistent link: https://www.econbiz.de/10014633199
Cover Image
Do dividends matter for stock returns? : evidence from the Brazilian market
Silva, André Luiz Carvalhal da - In: Economics of emerging markets, (pp. 317-327). 2008
Persistent link: https://www.econbiz.de/10003683657