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Risk and seasonal effects : international evidence

Chen, Qiwei - 2012

Persistent link: https://www.econbiz.de/10009664509

Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?

Kim, Yunmi; Nelson, Charles R. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 307-328

Persistent link: https://www.econbiz.de/10010351545

Risk and seasonal effects: international evidence

Chen, Qiwei - In: Journal of Chinese economic and business studies 11 (2013) 4, pp. 299-311

Persistent link: https://www.econbiz.de/10010251888

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270178

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - In: Journal of forecasting 42 (2023) 8, pp. 2307-2321

Persistent link: https://www.econbiz.de/10014432898

Idiosyncratic risk and market volatility : threat or opportunity for returns? : a study of Borsa Istanbul stocks

Çam, Salih; Uzkaralar, Önder; Borak, Metin - In: Borsa Istanbul Review 24 (2024) 4, pp. 698-709

This study investigates the relationship between idiosyncratic risk, market volatility, and stock returns for companies … traded on the Borsa Istanbul. The analysis calculates idiosyncratic risk and market volatility and estimates the coefficients … the Fama-MacBeth regression to investigate the cross-sectional relationship between idiosyncratic risk, market volatility …

Persistent link: https://www.econbiz.de/10014635376