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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …
Persistent link: https://www.econbiz.de/10013397677
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The impact of securities margin trading on Chinese stock market
Chen, Shaozhen; Su, Liang; Lin, Li; Zhou, Chaoqun; Lin, … - In: International journal of economics and finance 10 (2018) 4, pp. 101-111
Persistent link: https://www.econbiz.de/10011859979
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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Post regulatory impact of CSR on firm value and stock volatility in India : an empirical evidence
Bhurjee, Keerat; Paliwal, Ankur - In: International journal of Indian culture and business … 29 (2023) 4, pp. 436-457
Persistent link: https://www.econbiz.de/10014331599
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Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak
Mohanasundaram, T.; Rizwana, M.; Sathyanarayana, S.; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 3, pp. 412-431
Persistent link: https://www.econbiz.de/10014546120
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GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Papers in efficiency, effectiveness and international …, (pp. 141-151). 2000
Persistent link: https://www.econbiz.de/10001586273
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GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume
Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Journal of international financial markets, … 11 (2001) 2, pp. 215-222
Persistent link: https://www.econbiz.de/10001575257
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Tail risk dynamics in stock returns : links to the macroeconomy and global markets connectedness
Massacci, Daniele - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 3072-3089
Persistent link: https://www.econbiz.de/10011749024
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Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming; Su, Xianfang; You, Wan-hai; Ren, Ying-hua - In: Applied economics 49 (2017) 25, pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
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Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return & volatility
Shahani, Rakesh; Sharma, Ananya - In: Business analyst : a refereed journal of Shri Ram … 41 (2020) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10013177289