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Day-of-the-week effect in the Nigerian stock market returns and volatility : does the distributional assumptions influence disappearance?
Osarumwense, Osabuohien-Irabor - In: European financial and accounting journal : EFAJ 10 (2015) 4, pp. 33-44
-of-the-week effects in returns and volatility using the Nigerian stock exchange (NSE-30). The Gaussian, Student-t, and the Generalized … knowledge to policy makers, investors and researchers about day-of-the-week effect in stock markets. …
Persistent link: https://www.econbiz.de/10011471089
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Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
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Healthy ... distress ... default
Kakushadze, Zura - In: Journal of risk & control 6 (2019) 1, pp. 113-119
Persistent link: https://www.econbiz.de/10012237605
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Volatility risk and stock return predictability on global financial crises
Kongsilp, Worawuth; Mateus, Cesario - In: China finance review international 7 (2017) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10011797740
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Consumer inventory and demand for storable goods : new evidence from a consumer survey
Kano, Kazuko - In: The Japanese economic review : the journal of the … 69 (2018) 3, pp. 284-305
Persistent link: https://www.econbiz.de/10011947234
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Implied idiosyncratic volatility and stock return predictability
Mateus, Cesario; Konsilp, Worawuth - In: Journal of mathematical finance 4 (2014) 5, pp. 338-352
Persistent link: https://www.econbiz.de/10011312407
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Stocks and the business cycle : an initial examination of business opinion survey data
Hassan, Matthew; Briggs, Phillip - In: Use of survey data for industry, research and economic …, (pp. 503-513). 2000
Persistent link: https://www.econbiz.de/10001559015
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Model for the cyclical trend in stocks in Belgium
Gastel, George van; Crevits, Pierre; DeLombaerde, Yves - In: Use of survey data for industry, research and economic …, (pp. 515-524). 2000
Persistent link: https://www.econbiz.de/10001559018
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Do carry trades in the foreign exchange markets influence stock prices
Kurihara, Yutaka - In: International journal of business and economics … 2 (2013) 4, pp. 84-90
Persistent link: https://www.econbiz.de/10010252370
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Forecasting stock price volatility : empirical study in India
Prabhakaran, K. - In: Finance India : the quarterly journal of Indian … 36 (2022) 2, pp. 771-776
Persistent link: https://www.econbiz.de/10013477312