Similar Search Results - EconBiz

An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets

Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262

Persistent link: https://www.econbiz.de/10011847010

Linear and nonlinear intraday causalities in response to U.S. macroeconomic news announcements : evidence from Central Europe

Gurgul, Henryk; Lach, Łukasz; Wójtowicz, Tomasz - In: Managerial economics 17 (2016) 2, pp. 217-240

This paper deals with an analysis of the information flow on and between three European stock markets operating in Frankfurt, Vienna, and Warsaw. We examine causal links between returns, volatility, and trading volume as well as the time of reaction to a news release and changes in the duration...

Persistent link: https://www.econbiz.de/10011736959

Exchange traded funds and stock market volatility

Xu, Liao; Yin, Xiangkang - In: International review of finance 17 (2017) 4, pp. 525-560

Persistent link: https://www.econbiz.de/10011807182

Futures trading activity and stock price volatility : some extensions

Chatrath, Arjun; Song, Frank M.; Adrangi, Bahram - In: Applied financial economics 13 (2003) 9, pp. 655-664

Persistent link: https://www.econbiz.de/10001776851

Persistence volatility in daily stock returns : daily number of trades vs. GARCH effects

Dadgostar, Bahram; Jalilvand, Abolhassan - In: Journal of global business : JGB ; journal of the … 10 (1999) 18, pp. 63-75

Persistent link: https://www.econbiz.de/10001580731

Market makers V's the general public : a first look at S&P500 futures trade data

Gannon, Gerard L. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003794270

Intraday characteristics of stock price crashes

Ammann, Manuel; Kessler, Stephan - In: Applied financial economics 19 (2009) 13/15, pp. 1239-1255

Persistent link: https://www.econbiz.de/10003886042

Intra-day characteristics of stock price crashes

Ammann, Manuel; Kessler, Stephan - 2009 - Nov. 2009

Persistent link: https://www.econbiz.de/10003905956

The CAN-SPAM Act of 2003 and stock spam emails

Hu, Bill; McInish, Thomas H.; Zeng, Li - In: Financial services review : the journal of individual … 18 (2009) 1, pp. 87-104

Persistent link: https://www.econbiz.de/10003860707

High-frequency cross-market trading : model free measurement and applications

Dobrev, Dobrislav; Schaumburg, Ernst - 2017 - This version: December 30, 2016

Persistent link: https://www.econbiz.de/10012805580

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