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Sovereign credit ratings, growth volatility and the global financial crisis

Hassan, Gazi M.; Wu, Eliza - In: Applied economics 47 (2015) 52/54, pp. 5825-5840

Persistent link: https://www.econbiz.de/10011348853

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206

Persistent link: https://www.econbiz.de/10010530243

The impact of domestic and international monetary policy news on US and German bank stocks

Kim, Suk-Joong; Lee, Linda; Wu, Eliza - In: Global banking, financial markets and crises, (pp. 175-210). 2013

Persistent link: https://www.econbiz.de/10010231081

Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342

The roles of past returns and firm fundamentals in driving US stock price movements

Hong, KiHoon; Wu, Eliza - In: International review of financial analysis 43 (2016), pp. 62-75

Persistent link: https://www.econbiz.de/10011623714

Stock and currency market linkages : new evidence from realized spillovers in higher moments

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of economics & finance : IREF 42 (2016), pp. 167-185

Persistent link: https://www.econbiz.de/10011625106

Does national culture affect the intensity of volatility linkages in international equity markets?

Rothonis, Stephanie; Duy Tran; Wu, Eliza - In: Research in international business and finance 36 (2016), pp. 85-95

Persistent link: https://www.econbiz.de/10011594263

Who exacerbates the extreme swings in the Chinese stock market?

Tian, Shu; Wu, Eliza; Wu, Qiongbing - In: International review of financial analysis 55 (2018), pp. 50-59

Persistent link: https://www.econbiz.de/10012005165

The Impact of Domestic and International Monetary Policy News on U.S. and German Bank Stocks

Kim, Suk-Joong - 2013

This paper investigates the impact of policy interest rate news from the U.S. Federal Reserve (Fed) and the European Central Bank (ECB) on stock returns and volatilities of U.S. NYSE and German DAX listed commercial banks. We find that Fed news has the most influence on both U.S. and German...

Persistent link: https://www.econbiz.de/10013075033

Who exacerbates the extreme swings in the Chinese stock market?

Tian, Shu - 2017

We investigate who are the investors that buy or sell more on the days when the absolute value of market returns or the daily range of market index prices exceeds 5% in the Chinese stock market. Unlike Dennis and Strickland (2002) who find that institutional investors are buying (selling) more...

Persistent link: https://www.econbiz.de/10012971167