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Price informativeness : a potential explanation for the idiosyncratic volatility puzzle

Kim, Jinyong; Kim, Yongsik - In: Applied economics letters 30 (2023) 16, pp. 2264-2269

Persistent link: https://www.econbiz.de/10014364831

Markov regime-switching autoregressive model of stock market returns in Nigeria

Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83

studyanalyzes the stock market volatility in three distinct regimes (accumulation or distri-bution - regime 1; big-move - regime 2 …

Persistent link: https://www.econbiz.de/10012513279

The importance of domestic equity pension funds on stock market

Alda García, Mercedes; Marco Sanjuán, Isabel - In: Spanish journal of finance and accounting 46 (2017) 2/174, pp. 227-248

Persistent link: https://www.econbiz.de/10012128184

Stock market visualization

Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 5 (2018) 1, pp. 35-140

Persistent link: https://www.econbiz.de/10012229145

Persistent stock market returns volatility in emerging capital markets as evidenced in Tanzania

Mwidege, Asheri - In: African journal of economic and sustainable development 8 (2021) 3, pp. 230-238

Persistent link: https://www.econbiz.de/10012594260

Volatility experience of major world stock markets

Mallikarjuna, M.; Rao, R. Prabhakara - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 35-52

Persistent link: https://www.econbiz.de/10012431889

Return and volatility spillovers between Nigeria and selected stock markets : evidence from a diagonal BEKK-AMGARCH model

Karimo, Tari Moses; Ochoche, Abraham; Atoi, Ngozi Victor - In: West African journal of monetary and economic integration 22 (2022) 2, pp. 1-23

The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …

Persistent link: https://www.econbiz.de/10014516032

The spectre of terrorism and the stock market

Hanna, Alan J.; Turner, John D.; Walker, Clive B. - 2022

returns and increased volatility on the UK stock market. …

Persistent link: https://www.econbiz.de/10013428887

Volatility clustering and persistence during COVID-19 : evidence of asymmetric volatility in the Asia-Pacific stock markets

Pandey, Dharen Kumar; Kumari, Vineeta - In: International journal of financial services management … 11 (2022) 3, pp. 232-244

Persistent link: https://www.econbiz.de/10014311761

Causality between equity mutual fund flows, stock market return and volatility : Indian evidence

Kaur, Inderjit; Vagrecha, Kamal - In: International journal of business and globalisation : IJBG 35 (2023) 1/2, pp. 88-106

Persistent link: https://www.econbiz.de/10014388713