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Stock markets and the costs of banking crises

DeLean, Tess; Joyce, Joseph P. - In: Journal of financial economic policy 6 (2014) 4, pp. 342-361

Persistent link: https://www.econbiz.de/10011340416

Stock market liquidity during periods of distress and its implications : evidence from international financial markets

Enow, Samuel Tabot - In: International journal of economics and financial issues … 13 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014227896

Liquidity and private information in asset markets : to signal or not to signal

Wang, Zijian - In: Journal of economic theory 190 (2020), pp. 1-35

Persistent link: https://www.econbiz.de/10012547393

Information demand and stock market liquidity : international evidence

Aouadi, Amal; Arouri, Mohamed; Roubaud, David - In: Economic modelling 70 (2018), pp. 194-202

Persistent link: https://www.econbiz.de/10012027899

Bail-in regulation and stock market reaction

Fiordelisi, Franco; Minnucci, Federica; Previati, Daniele; … - In: Economics letters 186 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012500404

Stock markets' reaction to COVID-19 : cases or fatalities?

Ashraf, Badar Nadeem - In: Research in international business and finance 54 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012549860

Did Brexit change asset co-movements?

Saha, Shrabani; Sen, Anindya; Smith-Han, Christine; … - In: Journal of financial economic policy 14 (2022) 1, pp. 43-55

Persistent link: https://www.econbiz.de/10012797551

A model of financial bubbles and drawdowns with non-local behavioral self-referencing

Malevergne, Yannick; Sornette, Didier; Wei, Ran - 2021

We propose a novel class of models in which the crash hazard rate is determined by a function of a non-local estimation of mispricing. Rooted in behavioral finance, the non-local estimation embodies in particular the characteristic of "anchoring" on past price levels and the "probability...

Persistent link: https://www.econbiz.de/10012800780

Predicting intraday cryptocurrency returns - A sparse signals approach

Lalwani, Vaibhav; Meshram, Vedprakash - In: The journal of prediction markets 15 (2021) 1, pp. 3-9

Persistent link: https://www.econbiz.de/10012803496

The impact of Covid-19 on G7 stock markets volatility : evidence from a ST-HAR model

Izzeldin, Marwan; Muradoğlu, Gülnur; Pappas, Vasileios; … - In: International review of financial analysis 74 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012803810

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