Similar Search Results

Comparison of the European and the U.S. unregulated stock markets designed for SMEs

Akala, Imanou - In: The international journal of business and finance … 13 (2019) 1, pp. 85-102

Persistent link: https://www.econbiz.de/10012005813

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

Equity market contagion in return volatility during Euro Zone and global financial crises : evidence from FIMACH model

Quoreshi, A. M. M. Shahiduzzaman; Uddin, Reaz; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/94, pp. 1-18

volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including … of volatility. Results from the conditional heteroskedasticity long memory model show the evidence of long memory in the …

Persistent link: https://www.econbiz.de/10012022043

Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios

Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Journal of international financial markets, … 57 (2018), pp. 160-184

Persistent link: https://www.econbiz.de/10012127622

What drives European football clubs' stock returns and volatility?

Gimet, Celine; Montchaud, Sandra - In: International journal of the economics of business 23 (2016) 3, pp. 351-390

Persistent link: https://www.econbiz.de/10011641012

Classifying returns as extreme : european stock and bond markets

Christiansen, Charlotte - In: International review of financial analysis 34 (2014), pp. 1-4

Persistent link: https://www.econbiz.de/10010520407

US stock market uncertainty and cross-market European stock returns

Sarwar, Ghulam - In: Journal of multinational financial management 28 (2014), pp. 1-14

Persistent link: https://www.econbiz.de/10011297727

Moment risk premia and the cross-section of stock returns in the European stock market

Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012221095

Evidence of intraday multifractality in European stock markets during the recent coronavirus (covid-19) outbreak

Aslam, Faheem; Mohti, Wahbeeah; Ferreira, Paulo - In: International Journal of Financial Studies : open … 8 (2020) 2/31, pp. 1-13

This study assesses how the coronavirus pandemic (COVID-19) affects the intraday multifractal properties of eight European stock markets by using five-minute index data ranging from 1 January 2020 to 23 March 2020. The Hurst exponents are calculated by applying multifractal detrended fluctuation...

Persistent link: https://www.econbiz.de/10012239424

Asymmetric semi-volatility spillover effects in EMU stock markets

Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230

Persistent link: https://www.econbiz.de/10012006352

1
2
3
4
5
6
7
8
9
10
Next
Last