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The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market

Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119

Persistent link: https://www.econbiz.de/10009563064

Examining volatility persistence and news asymmetry in soybeans futures returns

Musunuru, Naveen - In: Atlantic economic journal : AEJ 44 (2016) 4, pp. 487-500

Persistent link: https://www.econbiz.de/10011711158

Asymmetry and persistence in return volatility of commodity futures

Hassan, Aun - In: Journal of international business and economics : JIBE 22 (2022) 4, pp. 26-36

Persistent link: https://www.econbiz.de/10014246694

Long memory and fractional integration in high frequency data on the US dollar British pound spot exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2013

Persistent link: https://www.econbiz.de/10009731952

Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9

Persistent link: https://www.econbiz.de/10010244148

Modeling persistence and long memory under the impact of regime shifts in the PIGS stock market

Kumar, Dilip; Maheswaran, S. - In: Decision 40 (2013) 1/2, pp. 117-134

Persistent link: https://www.econbiz.de/10010381136

Can signal extraction help predict risk premia in foreign exchange rates

Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939

Persistent link: https://www.econbiz.de/10010195543

Abrupt changes in volatility : evidence from TEPIX Index in Tehran stock exchange

Araghi, Mansour Khalili; Ghazani, Majid Mirzaee - In: Iranian economic review : journal of University of Tehran 19 (2015) 3, pp. 377-393

Persistent link: https://www.econbiz.de/10011456700

Understanding the dynamics of inflation volatility in Nigeria : a GARCH perspective

Omotosho, Babatunde S.; Doguwa, Sani I. - In: CBN journal of applied statistics 3 (2012) 2, pp. 51-74

Heteroscedasticity (GARCH) family with a view to providing a parsimonious approximation to the dynamics of Nigeria's inflation volatility … the dynamics of headline and core CPI volatilities in Nigeria, while the symmetric GARCH (1,1) was found to be adequate …

Persistent link: https://www.econbiz.de/10011476231

Factors effecting trading volume : a test of mixed distribution hypothesis

Ananzeh, Izz Eddien Naif - In: International journal of financial research 6 (2015) 4, pp. 207-216

Persistent link: https://www.econbiz.de/10011405503

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