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ECONIS (ZBW)
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1
Volatility in returns from trading
Heaney, Richard A.
;
Foster, F. Douglas
;
Gregor, Shirley
; …
- In:
The journal of behavioral finance : a publication of …
8
(
2007
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10003496706
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2
Volatility in US and European equity markets : An assessment of market quality
Ozenbas, Deniz
- In:
International finance
5
(
2002
)
1
,
pp. 437-461
Persistent link: https://www.econbiz.de/10001736524
Saved in:
3
The change in trading activity on volatility and adverse selection component : evidence from ADR splits
Jiang, Christine X.
;
Kim, Jang-Chul
;
Wood, Robert A.
- In:
Journal of multinational financial management
12
(
2002
)
4/5
,
pp. 323-345
Persistent link: https://www.econbiz.de/10001708142
Saved in:
4
A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization
Jiang, Christine X.
;
Kim, Jang-chul
;
Wood, Robert A.
- In:
Applied economics
43
(
2011
)
10/12
,
pp. 1227-1239
Persistent link: https://www.econbiz.de/10009239433
Saved in:
5
Volatility effects of institutional trading in foreign stocks
Chiyachantana, Chiraphol N.
;
Jain, Pankaj K.
;
Jiang, …
- In:
Journal of banking & finance
30
(
2006
)
8
,
pp. 2199-2214
Persistent link: https://www.econbiz.de/10003355717
Saved in:
6
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
Saved in:
7
A risk-neutral stochastic volatility model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
8
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
-
1999
Persistent link: https://www.econbiz.de/10001491262
Saved in:
9
Volatility components : the term structure dynamics of VIX futures
Lu, Zhongjin
;
Zhu, Yingzi
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 230-256
Persistent link: https://www.econbiz.de/10003962468
Saved in:
10
Margin trading and stock idiosyncratic volatility : evidence from the Chinese stock market
Gui, Pingshu
;
Zhu, Yifeng
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 484-496
Persistent link: https://www.econbiz.de/10012627803
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