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Banks, bears, and the financial crisis

Bailey, Warren; Lin Zheng - In: Journal of financial services research : JFSR 44 (2013) 1, pp. 1-51

Persistent link: https://www.econbiz.de/10009777937

Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities

Zhou, Yinggang - In: Journal of banking & finance 38 (2014), pp. 216-228

Persistent link: https://www.econbiz.de/10010340777

Volume, volatility and information linkages in the stock and option markets

Ho, Kin-Yip; Lin Zheng; Zhang, Zhaoyong - In: Review of financial economics : RFE 21 (2012) 4, pp. 168-174

Persistent link: https://www.econbiz.de/10009703996

US money supply announcements and Pacific Rim stock markets : evidence and implications

Bailey, Warren - In: Journal of international money and finance 9 (1990) 3, pp. 344-356

Persistent link: https://www.econbiz.de/10001091073

Canada's dual class shares : further evidence on the market value of cash dividends

Bailey, Warren - In: The journal of finance : the journal of the American … 43 (1988) 5, pp. 1143-1160

Persistent link: https://www.econbiz.de/10001073011

The effect of US money supply announcements on Canadian stock, bond, and currency prices

Bailey, Warren - In: The Canadian journal of economics 22 (1989) 3, pp. 607-618

Persistent link: https://www.econbiz.de/10001073669

Money supply announcements and the ex ante volatility of asset prices

Bailey, Warren - In: Journal of money, credit and banking : JMCB 20 (1988) 4, pp. 611-620

Persistent link: https://www.econbiz.de/10001060318

Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets : Evidence from China

Yang, Jian - 2011

Using high-frequency data, this study investigates intraday price discovery and volatility transmission between the Chinese stock index and the newly established stock index futures markets in China. Although the Chinese stock index started a drastic falling immediately after the stock index...

Persistent link: https://www.econbiz.de/10013132298

No safe haven, only diversification and contagion : intraday evidence around the COVID-19 pandemic

Bei, Zeyun; Lin, Juan; Zhou, Yinggang - In: Journal of international money and finance 143 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014551362

Locals, foreigners, and multi-market trading of equities : intraday evidence from Thailand

Bailey, Warren; Mao, Connie X.; Sirodom, Kulpatra - In: Pacific-Basin finance journal 20 (2012) 1, pp. 101-121

Persistent link: https://www.econbiz.de/10009629169