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Hunting the quicksilver : using textual news and causality analysis to predict market volatility
Banerjee, Ameet Kumar; Dionísio, Andreia Teixeira Marques - In: International review of financial analysis 77 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012806462
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Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
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Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond
Banerjee, Ameet Kumar; Pradhan, H. K. - In: Finance research letters 45 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10014575498