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Impact of crises on capital market volatility : a bibliometric analysis
Davidescu, Adriana Ana Maria; Hapau, Răzvan Gabriel; … - In: The New digital era : other emerging risks and opportunities, (pp. 21-53). 2022
Persistent link: https://www.econbiz.de/10013445208
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Critical review of text mining and sentiment analysis for stock market prediction
Janková, Zuzana - In: Journal of business economics and management 24 (2023) 1, pp. 177-198
The paper is aimed at a critical review of the literature dealing with text mining and sentiment analysis for stock market prediction. The aim of this work is to create a critical review of the literature, especially with regard to the latest findings of research articles in the selected topic...
Persistent link: https://www.econbiz.de/10014330657
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Persistent stock market returns volatility in emerging capital markets as evidenced in Tanzania
Mwidege, Asheri - In: African journal of economic and sustainable development 8 (2021) 3, pp. 230-238
Persistent link: https://www.econbiz.de/10012594260
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Volatility transmission between bond and stock markets : case of emerging financial markets
Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97
Persistent link: https://www.econbiz.de/10011508595
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Volatility transmission between money and stock markets : evidence from a developing financial market
Emenike, Kalu O. - In: Journal of economic and financial sciences 9 (2016) 1, pp. 244-255
Persistent link: https://www.econbiz.de/10011537675
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Volatility transmission between the Japanese stock market and the Western stock market indices : time & frequency domain connectedness analysis with high-frequency data
Akdoğu, Serpil Kahraman; Keser, Merve - In: Applied economics 54 (2022) 6, pp. 670-684
Persistent link: https://www.econbiz.de/10012874238
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Impact of exchange rate on stock market
Suriani, Seri; Kumar, M. Dileep; Jamil, Farhan; Saqib Muneer - In: International journal of economics and financial issues … 5 (2015) 1, pp. 385-388
Persistent link: https://www.econbiz.de/10011691201
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Uusing the symmetric models garch (1.1) and garch-m (1.1) to investigate volatility and persistence for the european and us financial markets
Duță, Violeta - In: Financial studies 22 (2018) 1, pp. 64-86
In this paper, we used the GARCH (1,1) and GARCH-M (1,1) models to investigate volatility and persistence at daily … persistence of volatility, meaning that the conditional volatility tends to revert faster to the long-term mean than the other … statistically significant and positive (thus confirming the hypothesis that an increase in volatility leads an increase in future …
Persistent link: https://www.econbiz.de/10011964941
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Volatility Control Mechanisms : The International Experience and the Evidence from Hong Kong
Chan, Kalok; Lam, F. Y. Eric; Valente, Giorgio; Wu, Siyuan - 2022
University of Hong Kong Business School).Trading venues have adopted volatility interruption measures to protect investors from … extreme price gyrations and disorderly markets. Among such measures, Volatility Control Mechanisms (VCMs) are implemented …
Persistent link: https://www.econbiz.de/10013492074
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Do lower foreign flows and higher domestic flows reduce indian equity market volatility?
Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470
Persistent link: https://www.econbiz.de/10014229671