Similar Search Results - EconBiz

The day of the week effecton returns, volatility and volume of Shariah index

Munusany, Dharani - In: The empirical economics letters : a monthly … 15 (2016) 6, pp. 608-618

Persistent link: https://www.econbiz.de/10011655904

Expiration-day effects of index futures in a frontier market : the case of Ho Chi Minh Stock Exchange

Nguyen Thi Kim Anh; Loc Dong Truong; Friday, H. S. - In: International Journal of Financial Studies : open … 10 (2022) 1, pp. 1-12

This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily return series of the VN30-Index for the period...

Persistent link: https://www.econbiz.de/10012804832

Intraday volatility and volume in China's stock index and index futures markets

Nishimura, Yusaku; Sun, Bianxia - In: Asia-Pacific journal of financial studies 44 (2015) 6, pp. 932-955

Persistent link: https://www.econbiz.de/10011471124

Intraday volume : volatility relation of the DOW : a behavioral interpretation

Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 117-125

Persistent link: https://www.econbiz.de/10003733858

Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel

Freihube, Thorsten - 2004

Persistent link: https://www.econbiz.de/10002122262

Indexveränderungen und ihre Auswirkungen auf Kapitalmärkte und Unternehmen

Bettscheider, Patrick R. - 2003 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001801128

Seasonal long memory in intra-day volatility and trading volume of Dow Jones stocks

Voges, Michelle; Leschinski, Christian; Sibbertsen, Philipp - In: International financial markets, (pp. 200-224). 2019

Persistent link: https://www.econbiz.de/10012249050

Asymmetric relationship between implied volatility, index returns and trading volume: an application of quantile regression model

Siddiqui, Saif; Roy, Preeti - In: Decision 46 (2019) 3, pp. 239-252

Persistent link: https://www.econbiz.de/10012116134

Tail relation between return and volume in the US stock market : an analysis based on extreme value theory

Longin, François M.; Pagliardi, Giovanni - In: Economics letters 145 (2016), pp. 252-254

Persistent link: https://www.econbiz.de/10011618837

The dark side of trading

Dichev, Ilia D.; Huang, Kelly; Zhou, Dexin - In: Journal of accounting, auditing & finance 29 (2014) 4, pp. 492-518

Persistent link: https://www.econbiz.de/10010425512

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