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Time variation in systematic risk, returns and trading volume : evidence from precious metals mining stocks
Ciner, Cetin - In: International review of financial analysis 41 (2015), pp. 277-283
Persistent link: https://www.econbiz.de/10011508966
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Textual risk disclosures and investors’ risk perceptions
Kravet, Todd; Muslu, Volkan - In: Review of accounting studies 18 (2013) 4, pp. 1088-1122
Persistent link: https://www.econbiz.de/10010234289
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Stock market trading volumes and economic uncertainty dependence : before and during Sino-U.S. trade friction
Cai, Yuxin; Tao, Yuyu; Yan, Zhengxuan - In: Economic research 33 (2020) 1,2, pp. 1711-1728
Persistent link: https://www.econbiz.de/10013191136
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Market liquidity and flow-driven risk
Deuskar, Prachi; Johnson, Tim - In: The review of financial studies 24 (2011) 3, pp. 721-753
Persistent link: https://www.econbiz.de/10008934104
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Ex-dividend day price and volume : the case of 2003 dividend tax cut
Zhang, Yi; Farrell, Kathleen A.; Brown, Todd A. - In: National tax journal 61 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10003698730
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Volatility and the pricing kernel
Schreindorfer, David; Sichert, Tobias - 2022 - This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
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Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133
Persistent link: https://www.econbiz.de/10011405080
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Impacts of global-economic-policy uncertainty on emerging stock market : evidence from linear and non-linear models
Mohammad Enamul Hoque; Mohd Azlan Shah Zaidi - In: Prague economic papers : a bimonthly journal of … 29 (2020) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10012593365
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The fear and exuberance from implied volatility of S&P 100 index options
Low, Cheekiat - In: The journal of business : B 77 (2004) 3, pp. 527-546
Persistent link: https://www.econbiz.de/10002205056
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Cross hedging stock sector risk with index futures by considering the global equity systematic risk
Hsu, Wen Chung; Lee, Hsiang-Tai - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-17
. A state-dependent volatility spillover GARCH hedging strategy is developed to capture the regime switching global equity … volatility spillover effect. Empirical results show that the NFNE futures exhibit superior effectiveness as an instrument for …
Persistent link: https://www.econbiz.de/10011883272