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The pre-open call auction trading mechanism and its efficiency : a study on BSE sensex stocks
Mallikarjunappa, T.; Harush, S. N. - In: The IUP journal of applied finance : IJAF 22 (2016) 1, pp. 50-61
Persistent link: https://www.econbiz.de/10011536909
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Measuring stock market uncertainty
Dakey, Prasad Teja - In: Theoretical and applied economics : GAER review 30 (2023) 2/635, pp. 199-162
Persistent link: https://www.econbiz.de/10014485211
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Stock Market Volatility Modeling and Forecasting with a Special Reference to BSE Sensex
Malepati, Venkataramanaiah; Challa, Madhavi Latha; … - 2019
This study is intended to investigate the volatility patterns in Bombay Stock Exchange Limited Sensitivity Index (BSE … compared the estimated results from actual. Furthermore, the volatility of BSE Sensex has shown the features of clustering and … the BSE Sensex volatility. …
Persistent link: https://www.econbiz.de/10015091211
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Predicting liquidity of BSE by using ARIMA model
Jaiswal, Isha - In: Journal of commerce & business studies 2 (2015) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10011492652
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Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange
Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289
Persistent link: https://www.econbiz.de/10012205614
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Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
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Expectation dispersion, uncertainty, and the reaction to news
Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020
Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...
Persistent link: https://www.econbiz.de/10012404549
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Stock market volatility, speculation and unemployment : a Granger-causality analysis
Algieri, Bernardina; Brancaccio, Emiliano; Buonaguidi, … - In: PSL quarterly review 73 (2020) 293, pp. 137-160
This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on …-2018. Stock price volatility is calculated in terms of "conditional" volatility and in terms of the so-called "Shiller ratio … speculation to stock price volatility. Furthermore, we show that there is an inverse causal relationship ranging from stock prices …
Persistent link: https://www.econbiz.de/10012288289
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An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr; Naumenkova, Svitlana; Mishchenko, … - In: Investment management and financial innovations 17 (2020) 1, pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
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A quantile regression approach and nonlinear analysis with Archimedean copulas to explain the movements of residential real estate prices
Almeshal, Khalid; Naifar, Nader - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 4, pp. 374-395
Persistent link: https://www.econbiz.de/10011719674