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Volatility
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53
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ECONIS (ZBW)
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RePEc
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1
Linear granger causality in the stock price-volume relation
Gurgul, Henryk
;
Majdosz, Paweł
- In:
Statistics in transition : an international journal of …
7
(
2005
)
1
,
pp. 159-171
Persistent link: https://www.econbiz.de/10003282230
Saved in:
2
Equity return and short-term interest rate volatility : level effects and asymmetric dynamics
Henry, Ólan Thomas John
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003448337
Saved in:
3
Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
4
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
5
Stock volatility and pension funds under an individual capitalization-based system
Fernández, Viviana
- In:
Journal of business research : JBR
67
(
2014
)
4
,
pp. 536-541
Persistent link: https://www.econbiz.de/10010363477
Saved in:
6
Return, volume and volatility relationship in Indian stock market : pre and post rolling settlement analysis
Mahajan, Sarika
;
Singh, Balwinder
- In:
Global business review
14
(
2013
)
3
,
pp. 413-428
Persistent link: https://www.econbiz.de/10010230064
Saved in:
7
The causal relationships between stock returns, trading volume, and volatility : empirical evidence from Asian listed real estate companies
Hsieh, Hui-ching Sana
- In:
International journal of managerial finance : IJMF
10
(
2014
)
2
,
pp. 218-240
Persistent link: https://www.econbiz.de/10010376959
Saved in:
8
The speed of convergence to market efficiency on NASDAQ hedging stocks
Huang, Han-Ching
;
Su, Yong-chern
;
Yang, Ming-yu
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 84-92
Persistent link: https://www.econbiz.de/10010201089
Saved in:
9
Sectoral responses of the Chinese stock market to international oil shocks
Zhang, Dayong
;
Cao, Hong
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
6
,
pp. 37-51
Persistent link: https://www.econbiz.de/10010346308
Saved in:
10
Analyst coverage, optimism, and stock price crash risk : evidence from China
Xu, Nianhang
;
Jiang, Xuanyu
;
Chan, Kam C.
;
Yi, Zhihong
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 217-239
Persistent link: https://www.econbiz.de/10010346744
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