Narrow search
Showing 1 - 10 of 12,886
Cover Image
The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
Cover Image
The Impact of Domestic and International Monetary Policy News on U.S. and German Bank Stocks
Kim, Suk-Joong - 2013
) lowers (raises) returns and raises volatility in the majority of cases. On the other hand, ECB news generally increases bank … stock volatility in the U.S. but has little impact within its own domestic banking industry. Whilst our results for the U …
Persistent link: https://www.econbiz.de/10013075033
Cover Image
Essays on the efficiency of financial markets
Schlusche, Bernd - 2010
Persistent link: https://www.econbiz.de/10008990314
Cover Image
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.; McKenzie, Michael D. - In: The journal of business : B 75 (2002) 1, pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Cover Image
Stock index futures markets : stochastic volatility models and smiles
Tompkins, Robert G. - In: The journal of futures markets 21 (2001) 1, pp. 43-78
Persistent link: https://www.econbiz.de/10001537233
Cover Image
Legislative tax announcements and GDP : evidence from the United States, Germany, and the United Kingdom
Hayo, Bernd; Mierzwa, Sascha - 2021 - This version: 08 October 2021
We study the announcement effect of legislated tax changes on GDP in the US, Germany, and the UK. Using, as the shock of interest, narratively identified information (Romer & Romer, 2009) about future tax changes at the quarter of their introduction to the legislative body, we analyse the...
Persistent link: https://www.econbiz.de/10012649099
Cover Image
Local and spillover shocks in implied market volatility : evidence for the U.S. and Germany
Wagner, Niklas F.; Szimayer, Alexander - In: Research in international business and finance 18 (2004) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10003396216
Cover Image
The impact of domestic and international monetary policy news on US and German bank stocks
Kim, Suk-Joong; Lee, Linda; Wu, Eliza - In: Global banking, financial markets and crises, (pp. 175-210). 2013
Persistent link: https://www.econbiz.de/10010231081
Cover Image
Investment strategies and determinants in capital markets
Grabellus, Markus - 2014
Persistent link: https://www.econbiz.de/10010486731