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Seasonality in international portfolio diversification

Tang, Gordon Y. N. - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 43-51

Persistent link: https://www.econbiz.de/10001211256

Efficient market hypothesis and stock market anomalies : empirical evidence in four European countries

Rossi, Matteo; Gunardi, Ardi - In: The journal of applied business research 34 (2018) 1, pp. 183-192

Persistent link: https://www.econbiz.de/10011889852

Drivers of seasonal return patterns in German stocks

Weigerding, Michael; Hanke, Michael Hanke; Schwetzler, … - In: Business research 11 (2018) 1, pp. 173-196

Using a data set of German stocks that includes the financial crisis, this paper identifies market liquidity as the main driver of return seasonality. In comparison, the economic significance of order flow imbalance is markedly weaker. Applying panel regressions and controlling for unobserved...

Persistent link: https://www.econbiz.de/10011814870

Seasonalities in the German stock market

Hofmann, Daniel; Keiber, Karl Ludwig - In: Financial markets and portfolio management 35 (2021) 2, pp. 151-192

Persistent link: https://www.econbiz.de/10012588317

Informationseffizienz auf Kapitalmärkten : Konzepte und empirische Ergebnisse

Sapusek, Annemarie - 1998

Persistent link: https://www.econbiz.de/10000985364

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

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

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 …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …

Persistent link: https://www.econbiz.de/10013397677

Trading volume and the short and long-run components of volatility

Liesenfeld, Roman - 1997

Persistent link: https://www.econbiz.de/10000641845

Stochastic volatility models : conditional normality versus heavy tailed distributions

Liesenfeld, Roman; Jung, Robert - 1997

Persistent link: https://www.econbiz.de/10000642314

Short selling constraints and stock returns volatility : empirical evidence from the German stock market

Bohl, Martin T.; Reher, Gerrit; Wilfling, Bernd - In: Economic modelling 58 (2016), pp. 159-166

Persistent link: https://www.econbiz.de/10011647079

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