Narrow search
Showing 1 - 10 of 39,812
Cover Image
Relationship between liquidity, volatility and trading activity : an intraday analysis of Indian stock market
Cheriyan, Namitha K.; Daniel, Lazar - In: International journal of economics and financial issues … 9 (2019) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10012149044
Cover Image
The effect of ambiguity on price formation and trading behavior in financial markets
Li, Wenhui; Ockenfels, Peter; Wilde, Christian - 2021
various market outcomes (the price level, volatility, trading activity, market liquidity, and the degree of speculative …
Persistent link: https://www.econbiz.de/10012663127
Cover Image
Crude oil, equity and gold futures open interest co-movements
Souček, Michael - In: Energy economics 40 (2013), pp. 306-315
Persistent link: https://www.econbiz.de/10010350647
Cover Image
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini; Skiadopoulos, George - 2014
maturities and investment horizons and they are economically significant. Volatility trading strategies which condition on the …
Persistent link: https://www.econbiz.de/10010472838
Cover Image
Tail events : a new approach to understanding extreme energy commodity prices
Koch, Nikolas - In: Energy economics 43 (2014), pp. 195-205
Persistent link: https://www.econbiz.de/10010504824
Cover Image
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini; Skiadopoulos, George - 2014
maturities and investment horizons and they are economically significant. Volatility trading strategies which condition on the …
Persistent link: https://www.econbiz.de/10010412464
Cover Image
Copula-based vMEM specifications versus alternatives : the case of trading activity
Cipollini, Fabrizio; Engle, Robert F.; Gallo, Giampiero M. - In: Econometrics : open access journal 5 (2017) 2, pp. 1-24
simultaneously estimated. Results with realized volatility, volumes and number of trades of the JNJ stock show that significantly … superior realized volatility forecasts are delivered with a fully interdependent vMEM relative to a single equation …
Persistent link: https://www.econbiz.de/10011654447
Cover Image
Index futures volatility and trading activity : measuring causality at a multiple horizon
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Roubaud, David - In: Finance research letters 24 (2018), pp. 247-255
Persistent link: https://www.econbiz.de/10011982593
Cover Image
Effects of volume of trade and time to maturity on volatility : the oilseed derivatives market in India
Joarder, Suranjana; Mukherjee, Diganta - In: Praj̄nȧn : journal of social and management sciences 46 (2018) 4, pp. 335-351
Persistent link: https://www.econbiz.de/10011924306
Cover Image
The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong; Ahmed, Shamim; Jiang, Ying; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 12, pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529