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The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets
Öztek, Mehmet Fatih; Öcal, Nadir - In: Empirical economics : a journal of the Institute for … 50 (2016) 2, pp. 317-360
Persistent link: https://www.econbiz.de/10011453995
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Volatility integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach
Qian, Peh Ying; Diaz, John Francis - In: Malaysian journal of economic studies 54 (2017) 1, pp. 83-117
Persistent link: https://www.econbiz.de/10011825756
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Risk-return convergence in CEE stock markets : structural breaks and market volatility
Lyócsa, Štefan; Baumöhl, Eduard - In: Finance a úvěr 64 (2014) 5, pp. 352-373
Persistent link: https://www.econbiz.de/10010439591
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Effects of MILA on their stock markets : an empirical analysis on market activity and dynamic correlations
Muñoz-Mendoza, Jorge Andrés; Sepúlveda-Yelpo, Sandra … - In: International journal of emerging markets 17 (2022) 2, pp. 574-599
Persistent link: https://www.econbiz.de/10012886402
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Comovement, liquidity and asymmetries
Xiong, James X. - In: Journal of investment management : JOIM 19 (2021) 1, pp. 90-108
Persistent link: https://www.econbiz.de/10012814373
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
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The causality between liquidity and volatility in the Polish stock market
Będowska-Sójka, Barbara; Kliber, Agata - In: Finance research letters 30 (2019), pp. 110-115
Persistent link: https://www.econbiz.de/10012420314
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Liquidity dynamics around jumps : the evidence from the Warsaw Stock Exchange
Będowska-Sójka, Barbara - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2740-2755
Persistent link: https://www.econbiz.de/10011675655
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Risk, return, and liquidity during Ramadan : evidence from Indonesian and Malaysian stock markets
Lai, Ya-Wen; Windawati, Atif - In: Research in international business and finance 42 (2017), pp. 233-241
Persistent link: https://www.econbiz.de/10011750220
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An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia; Rodriguez, Gabriel - In: The quarterly review of economics and finance : journal … 69 (2018), pp. 155-173
Persistent link: https://www.econbiz.de/10012035007