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Bayesian learning in financial markets : price adjustments, fundamentals, and risk
Müller, Christoph - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003866148
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New evidence on market response to public announcements in the presence of microstructure noise
Bian, Siyu; Serra, Teresa; García, Philip; Irwin, Scott H. - In: European journal of operational research : EJOR 298 (2022) 2, pp. 785-800
Persistent link: https://www.econbiz.de/10013206899
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Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik; Klüppelberg, Claudia - In: Statistical modelling and regression structures : …, (pp. 267-300). 2010
Persistent link: https://www.econbiz.de/10003964488
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Securities transaction tax and market volatility
Song, Frank M.; Zhang, Junxi - In: The economic journal : the journal of the Royal … 115 (2005) 506, pp. 1103-1120
Persistent link: https://www.econbiz.de/10003181289
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Securities transaction tax and market volatility
Zhang, Junxi; Song, Frank M. - 2001
Persistent link: https://www.econbiz.de/10001563401
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Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan; Marfatia, Hardik A.; Olson, Eric - In: Applied economics letters 27 (2020) 16, pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
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Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
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Dual effects of investor sentiment and uncertainty in financial markets
Seok, Sangik; Cho, Hoon; Ryu, Doojin - In: The quarterly review of economics and finance 95 (2024), pp. 300-315
Persistent link: https://www.econbiz.de/10014631540
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State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc; Herwartz, Helmut; Rengel, Malte - In: Journal of applied economics 17 (2014) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
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Macroeconomic risk and treasury bill pricing : an application of the FACTOR-ARCH model
Sill, D. Keith - 1993
Persistent link: https://www.econbiz.de/10000880334