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Sudden changes in volatility : the case of five central European stock markets

Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10003797264

Sudden changes in volatility : the case of five central European stock markets

Wang, Ping (contributor); Moore, Tomoe (contributor) - 2007

Persistent link: https://www.econbiz.de/10003641889

Volatility in stock returns for new EU member states : Markov regime switching model

Moore, Tomoe; Wang, Ping - In: International review of financial analysis 16 (2007) 3, pp. 282-292

Persistent link: https://www.econbiz.de/10003510457

The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK

Moore, Tomoe - 2009

Persistent link: https://www.econbiz.de/10003898744

The volatility spillover from the market to disaggregated industry stocks : the case for the US and UK

Moore, Tomoe - In: International journal of business and economics 10 (2011) 1, pp. 61-68

Persistent link: https://www.econbiz.de/10009309712

Has entry to the European Union altered the dynamic links of stock returns for the emerging markets?

Moore, Tomoe - In: Applied financial economics 17 (2007) 16/18, pp. 1431-1446

Persistent link: https://www.econbiz.de/10003605850

The Volatility Spillover from the Market to Disaggregated Industry Stocks : The Case for the US and UK

Moore, Tomoe - 2011

This article empirically investigates the volatility spillover of stock returns from the market to disaggregated industry sectors. Seventeen sectors from the US and UK stock markets are estimated by the GARCH technique based on daily data from 1973 to 2008. The key findings are two-fold. In the...

Persistent link: https://www.econbiz.de/10013119767

Return and risk interactions in Chinese stock markets

Wang, Ping; Liu, Aying; Wang, Peijie - In: Journal of international financial markets, … 14 (2004) 4, pp. 367-384

Persistent link: https://www.econbiz.de/10002142006

Short sales constraint and SEO pricing

Charoenwong, Charlie; Ding, David K.; Wang, Ping - In: International review of financial analysis 29 (2013), pp. 107-118

Persistent link: https://www.econbiz.de/10010244121

Forecasting the returns on UK investment trusts : a comparison

Copeland, Laurence S.; Wang, Ping - In: The European journal of finance 6 (2000) 3, pp. 298-310

Persistent link: https://www.econbiz.de/10001526132