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The manufacturing Keiretsu : a changing inter-company network? : the case of the car industry
Daidj, Nabyla; Gardet, Elodie; Mothe, Caroline - In: Evolving corporate structures and cultures in Asia : …, (pp. 97-117). 2008
Persistent link: https://www.econbiz.de/10003837533
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …
Persistent link: https://www.econbiz.de/10013397677
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Intra-day price volatility : a reflection of trading friction
Ozenbas, Deniz - 2002
Persistent link: https://www.econbiz.de/10003777049
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On the construction of common size, value and momentum factors in international stock markets : a guide with applications
Schmidt, Peter S.; Arx, Urs von; Schrimpf, Andreas; … - 2011
A major obstacle for research in international asset pricing and corporate finance has been a lack of reliable and publicly available data on international common risk factors and portfolios. To address this gap, we provide a step-by-step description of how appropriately screened data from...
Persistent link: https://www.econbiz.de/10008798062
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Stock market volatility : a comparative analysis of NSE and BSE
Gangadhar, Venkatayogi; Reddy, G. Naresh - In: Finance India : the quarterly journal of Indian … 23 (2009) 4, pp. 1335-1356
Persistent link: https://www.econbiz.de/10008842101
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"Sell in May and go away" on the Russian stock market
Moskalenko, Elena; Reichling, Peter - In: Transformation in der Ökonomie : Festschrift für …, (pp. 257-267). 2008
Persistent link: https://www.econbiz.de/10003710834
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Ordinal- and continuous-response stochastic volatility models for price changes : an empirical comparison
Czado, Claudia; Müller, Gernot; Nguyen, Thi-Ngoc-Giau - In: Statistical modelling and regression structures : …, (pp. 301-320). 2010
Persistent link: https://www.econbiz.de/10003964492
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Volatility spillover effects in emerging mena stock markets
Abou-Zaid, Ahmed S. - In: Review of applied economics 7 (2011) 1/2, pp. 107-127
Persistent link: https://www.econbiz.de/10009309577
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Comparing high frequency data of stocks that are traded simultaneously in the US and Germany : simulated versus empirical data
Rieger, Jörg; Rüchardt, Kirsten; Vogt, Bodo - In: Eurasian economic review : a journal of the Eurasia … 1 (2011) 2, pp. 126-142
Persistent link: https://www.econbiz.de/10010340017
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Comovements and volatility spillovers between oil prices and stock markets : further evidence for oil-exporting and oil-importing countries
Guesmi, Khaled - In: Emerging markets and the global economy, (pp. 371-382). 2014
Persistent link: https://www.econbiz.de/10010434644