Showing 1 - 10 of 8,229
Persistent link: https://www.econbiz.de/10010442562
Persistent link: https://www.econbiz.de/10011297727
Persistent link: https://www.econbiz.de/10003386052
Persistent link: https://www.econbiz.de/10012656989
Persistent link: https://www.econbiz.de/10012664496
We investigate how the local information demand explains the market outcomes in cross-listed European Exchange Traded Funds (ETFs). Our results show that the local information demand predicts the future trading volume and, to a lesser extent, the future net fund flows. The effects of the...
Persistent link: https://www.econbiz.de/10012898608
Persistent link: https://www.econbiz.de/10012512369
in U.S. futures traded volumes decrease until the announcements are made, in Europe the expectation of new information …
Persistent link: https://www.econbiz.de/10012905968
In this study, we apply new sentiment variables and examine dynamic connectedness among major market indices in Europe … and that of USA. By doing this, we use the GARCH-MIDAS model and its extensions to provide new insights on the impact of …
Persistent link: https://www.econbiz.de/10014254537
Persistent link: https://www.econbiz.de/10013255885