Similar Search Results

Predicting extreme returns and portfolio management implications

Fodor, Andy; Krieger, Kevin; Mauck, Nathan; Stevenson, Greg - In: The journal of financial research 36 (2013) 4, pp. 471-492

Persistent link: https://www.econbiz.de/10010250775

Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements

Krieger, Kevin - 2014

We examine the response of U.S. (VIX) and German (VDAX) implied volatility indices to the announcement of interest rate policy decisions by the Federal Open Market Committee (FOMC) and the European Central Bank (ECB). We present new findings that indicate that VDAX declines on FOMC meeting days,...

Persistent link: https://www.econbiz.de/10013060845

Comparing U.S. and European market volatility responses to interest rate policy announcements

Krieger, Kevin; Mauck, Nathan; Vazquez, Joseph - In: International review of financial analysis 39 (2015), pp. 127-136

Persistent link: https://www.econbiz.de/10011573113

Words matter : market responses to changes in U.S. and Chinese trade-related internet search frequency under different U.S. administrations

Mauck, Nathan; Pruitt, Stephen W.; Zhang, Wenjia - In: Global finance journal 53 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013412687

Price movements and the prevalence of informed traders : the case of line movement in college basketball

Krieger, Kevin; Fodor, Andy - In: Journal of economics & business 68 (2013), pp. 70-82

Persistent link: https://www.econbiz.de/10009773795

Do option open-interest changes foreshadow future equity returns?

Fodor, Andy; Krieger, Kevin; Doran, James S. - In: Financial markets and portfolio management 25 (2011) 3, pp. 265-280

Persistent link: https://www.econbiz.de/10009295464

Option market efficiency and analyst recommendations

Doran, James S.; Fodor, Andy; Krieger, Kevin - In: Journal of business finance & accounting : JBFA 37 (2010) 5/6, pp. 560-590

Persistent link: https://www.econbiz.de/10008698693