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Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market
López Herrera, Francisco; Santillán Salgado, Roberto … - In: Investigación económica : revista de la Faculdad de … 74 (2015), pp. 69-97
Persistent link: https://www.econbiz.de/10011562925
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Predicting future price volatility : empirical evidence from an emerging limit order market
Jain, Pawan; Jiang, Christine X. - In: Pacific-Basin finance journal 27 (2014), pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
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Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: a new evidence
Ma, Rufei; Deng, Chengtao; Zhai, Pengxiang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-13
Persistent link: https://www.econbiz.de/10012200851
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Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval
Schabek, Tomasz; Olgić Draženović, Bojana; Mance, Davor - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 741-758
Persistent link: https://www.econbiz.de/10012213669
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Herding behaviour and volatility in the Athens Stock Exchange
Messis, Petros; Zapranis, Achilleas - In: Journal of risk finance : the convergence of financial … 15 (2014) 5, pp. 572-590
Persistent link: https://www.econbiz.de/10010469121
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Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities
Ledenyov, Dimitri - 2015
information absorption capacity by the investors on the IPOs impacts the investor's investment decisions and serves as a pre … investment strategies can only be selected by the investors with the highest information absorption capacity through the decision … making process on the IPO investment choices at the selected stock exchange in the imperfect highly volatile global capital …
Persistent link: https://www.econbiz.de/10013026463
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Are financial investors prone to exogenous (cricket) sentiments that affects equity investment decision and induces volatility in stock market?
Kashif, Muhammad; Shaikh, Asra; Ur Rehman, Mobeen - In: Estudios de economía aplicada : revista promovida por … 38 (2020) 2, pp. 203-216
Persistent link: https://www.econbiz.de/10012616899
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Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange
Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58
Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes...
Persistent link: https://www.econbiz.de/10012818165
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The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas; Saliba, Pamela; Lehalle, Charles-Albert - In: Market microstructure and liquidity 3 (2017) 3/4, pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
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Microstructures, financial reforms and informational efficiency in an emerging market
Arjoon, Vaalmikki - In: Research in international business and finance 36 (2016), pp. 112-126
Persistent link: https://www.econbiz.de/10011594282