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Financial market history : reflections on the past for investors today
Chambers, David (ed.); Dimson, Elroy (ed.) - Financial Market History <Veranstaltung> <2015, Cambridge> - 2016
Persistent link: https://www.econbiz.de/10011750576
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Investigation of financial markets performance due to coronavirus outbreak : EGARCH and bivariate regression approach
Rokhsari, Alireza; Doodman, Neda; Esfahanipour, Akbar - In: International Journal of Financial Markets and … 8 (2022) 4, pp. 315-335
Persistent link: https://www.econbiz.de/10014311659
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Optimal trading range and firm value around the Asian financial crisis
Nainggolan, Yunieta Anny - In: Afro-Asian Journal of Finance and Accounting : AAJFA 1 (2009) 3, pp. 215-234
Persistent link: https://www.econbiz.de/10003856187
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Dividend initiators, winners during 2008 financial crisis
Lepak, Greg M.; Consler, John - In: Managerial finance 42 (2016) 3, pp. 212-224
Persistent link: https://www.econbiz.de/10011551950
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Do global factors impact BRICS stock markets? : a quantile regression approach
Mensi, Walid; Hammoudeh, Shawkat; Reboredo, Juan Carlos; … - In: Emerging markets review 19 (2014), pp. 1-17
Persistent link: https://www.econbiz.de/10010418057
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Testing for stock market contagion : a quantile regression approach
Park, Sungyong; Wang, Wendun; Huang, Naijing - 2015 - This version: March 25, 2015
Regarding the asymmetric and leptokurtic behavior of financial data, we propose a new contagion test in the quantile regression framework that is robust to model misspecification. Unlike conventional correlation-based tests, the proposed quantile contagion test allows us to investigate the stock...
Persistent link: https://www.econbiz.de/10010504111
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When does the stock market recover from a crisis?
Li, Yanglin; Wang, Shaoping; Zhao, Qing - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012805444
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The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis
Das, Sonali; Demirer, Rıza; Gupta, Rangan; Mangisa, … - In: Structural change and economic dynamics : SC+ED 50 (2019), pp. 132-147
Persistent link: https://www.econbiz.de/10012299650
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Volatility interdependency : a quantile regression analysis in Asian stock markets
Seth, Neha; Panda, Laxmidhar - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 3, pp. 409-429
Persistent link: https://www.econbiz.de/10012250227
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Herding behaviour in Indian equity market : a quantile regression approach
Ansari, Aleem - In: American journal of finance and accounting 6 (2019) 1, pp. 38-55
Persistent link: https://www.econbiz.de/10012250873