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Collateral shortages, asset price and investment volatility with heterogeneous beliefs
Cao, Dan Vu - 2011
Persistent link: https://www.econbiz.de/10009379995
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Investment plan revisions and share price volatility
Johansson, Anders (contributor);  … - 1997 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001713888
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Endogenous credit and investment cycles with asset price volatility
Carli, Francesco; Modesto, Leonor - In: Macroeconomic dynamics 22 (2018) 7, pp. 1859-1874
Persistent link: https://www.econbiz.de/10011918207
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Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia - In: Econometric reviews 35 (2016) 1/4, pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
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Volatility and Kurtosis of daily stock returns at MSE
Ivanovski, Zoran; Stojanovski, Toni; Narasanov, Zoran - In: UTMS journal of economics / University of Tourism and … 6 (2015) 2, pp. 209-221
risky assets. The daily stock returns at Macedonian Stock Exchange (MSE) are characterized by high volatility and non …-Gaussian behaviors as well as they are extremely leptokurtic. The analysis of MSE time series stock returns determine volatility …
Persistent link: https://www.econbiz.de/10011456336
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Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco; Ilut, Cosmin L.; Schneider, Martin - In: The review of economic studies 85 (2018) 2, pp. 810-854
Persistent link: https://www.econbiz.de/10011921446
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Impact of foreign and domestic investment in stock market volatility: empirical evidence from India
Chhimwal, Bhaskar; Bapat, Varadraj - In: Cogent economics & finance 8 (2020) 1, pp. 1-14
Volatility is one of the most important factors of investment decisions. Unexpected information forces the investor to … trade abnormally in the market which in turn affects the volatility of the market. But this kind of trading behavior has a … volatility of large-cap, mid-cap and, small-cap stocks in Indian markets. Using ARMA (1, 1) and TGARCH (1, 1) model, we estimate …
Persistent link: https://www.econbiz.de/10012214705
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Stock market volatility and corporate investment
Hu, Zuliu - 1995
Persistent link: https://www.econbiz.de/10000565490
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Realwirtschaftliche Folgen von Vermögenspreisschwankungen : eine Kointegrationsanalyse für die Bundesrepublik Deutschland
Nastansky, Andreas - 2008 - 1. Auflage
Persistent link: https://www.econbiz.de/10003789486
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Stock market volatility, consumption and investment : an evaluation of the uncertainty hypothesis using post-war US data
Raunig, Burkhard; Scharler, Johann - 2011
Persistent link: https://www.econbiz.de/10009229453