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Impacts of introducing index futures on stock market volatilities : new evidences from China

Gao, Yang; Sun, Bianxia - In: Review of Pacific Basin financial markets and policies 21 (2018) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10011976146

Price discovery of German index derivatives during financial turmoil

Frommherz, Anja - In: Review of managerial science 13 (2019) 1, pp. 147-179

Persistent link: https://www.econbiz.de/10011979671

Predicting stock market crises using stock index derivatives : evidence from China

Ma, Xiaohan; Lin, Hui - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 3, pp. 576-597

Persistent link: https://www.econbiz.de/10014513872

Volatility and skewness spillover between stock index and stock index futures markets during a crash period : new evidence from China

Hou, Yang; Li, Steven - In: International review of economics & finance : IREF 66 (2020), pp. 166-188

Persistent link: https://www.econbiz.de/10012390715

Volatility transmission between Dow Jones stock index and emerging Islamic stock index : case of subprime financial crises

Saadaoui, Amir; Boujelbene, Younes - In: Emerging Markets Journal : EMAJ 5 (2015) 1, pp. 41-49

Persistent link: https://www.econbiz.de/10011492048

Does the stock market reward innovation? : European stock index reaction to negative news during the global financial crisis

Adcock, Christopher; Hua, Xiuping; Mazouz, Khelifa; … - In: Journal of international money and finance 49 (2014), pp. 470-491

Persistent link: https://www.econbiz.de/10010464927

Does the Stock Market Reward Innovation? European Stock Index Reaction to Negative News During the Global Financial Crisis

Adcock, Christopher J. - 2014

This study uses data on 27 European stock indices over the period from January 2007 to December 2012 to investigate the relationship between innovations and the market reaction to negative news during the financial crisis. We use the bivariate BEKK-GARCH approach to estimate time-varying betas...

Persistent link: https://www.econbiz.de/10013052888

COVID-19 profit warnings : delivering bad news in a time of crisis

Brennan, Niamh; Edgar, Victoria C.; Power, Sean Bradley - In: The British accounting review : the journal of the … 54 (2022) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10013209877

International crash risk premium

Chen, Steven Shu-Hsiu - In: Journal of international financial markets, … 94 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015063171

Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas

Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314

Persistent link: https://www.econbiz.de/10011476020

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