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Volatility spillovers and linkages in Asian stock markets
Chow, Hwee-kwan - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2770-2781
Persistent link: https://www.econbiz.de/10011833383
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Annoucement effects and asymmetric volatility in industry stock returns : evidence from Taiwan
Lee, Chih-Wei; Chang, Ming-Jen - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 48-61
Persistent link: https://www.econbiz.de/10009313082
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Intraday volatility patterns in the Taiwan stock market and the impact on volatility forecasting
Wang, Yaw-huei; Wang, Yun-Yi - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10009315274
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Asymmetric-nested GARCH models, trading volume, and return volatility : an empirical study of the Taiwan stock market
Tsai, Li-ju; Yeh, Yin-hua - In: Advances in investment analysis and portfolio … 7 (2000), pp. 145-161
Persistent link: https://www.econbiz.de/10001542590
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Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender; Bilson, John F. - In: Applied economics 43 (2011) 25/27, pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - 2011
Persistent link: https://www.econbiz.de/10009244138
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Do short selling restrictions destabilize stock markets? : lessons from Taiwan
Bohl, Martin T.; Essid, Badye; Siklos, Pierre L. - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 198-206
Persistent link: https://www.econbiz.de/10009700519
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Do Short Selling Restrictions Destabilize Stock Returns? Lessons from Taiwan
Bohl, Martin T. - 2011
Taiwan provides an interesting case study of the impact of short selling bans on stock returns volatility in a time series … volatility. The only qualifier is that the impact of short sale bans is a feature of the expansionary phase of business cycles …
Persistent link: https://www.econbiz.de/10013125910
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Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
Bohl, Martin T. - 2011
Taiwan provides an interesting case study of the impact of short selling bans on stock returns volatility in a time series … volatility. The only qualifier is that the impact of short sale bans is a feature of the expansionary phase of business cycles …
Persistent link: https://www.econbiz.de/10013126007
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The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages
Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641
Persistent link: https://www.econbiz.de/10010416248