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The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market

Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119

Persistent link: https://www.econbiz.de/10009563064

How do equity markets react to COVID-19? : evidence from emerging and developed countries

Harjoto, Maretno Agus; Rossi, Fabrizio; Lee, Robert; … - In: Journal of economics & business 115 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012807164

Oil price shocks and stock market returns : new evidence from the United States and China

Broadstock, David C.; Filis, George - In: Journal of international financial markets, … 33 (2014), pp. 417-433

Persistent link: https://www.econbiz.de/10011299813

Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach

Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012485169

Impact of US macroeconomic news announcements on intraday causalities on selected European stock markets

Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Finance a úvěr 66 (2016) 5, pp. 405-425

Persistent link: https://www.econbiz.de/10011582475

Nexus between stock returns, funding liquidity and COVID-19

Marozva, Godfrey; Magwedere, Margaret Rutendo - In: Spoudai : journal of economics and business 71 (2021) 3/4, pp. 86-100

funding liquidity, stock returns and COVID-19 pandemic is examined using the fixed effects model. Results show that funding … liquidity and the COVID-19 pandemic interacts positively with stock market returns. The findings were irrational to the …

Persistent link: https://www.econbiz.de/10013169366