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Price discovery and liquidity in the high frequency world
Ozturk, Sait Ridvan - 2016
Persistent link: https://www.econbiz.de/10011556366
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Calendar anomalies in cash and stock index futures : international evidence
Floros, Christos; Salvador, Enrique - In: Economic modelling 37 (2014), pp. 216-223
Persistent link: https://www.econbiz.de/10010417707
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Day of the Week Effect on Gold Returns
Arora, Dr. Sunita - 2013
of study, opening and closing prices of gold futures contract, traded on India's largest commodity exchange i.e. Multi … Commodity Exchange of India Limited (MCX), have been analysed with the help of dummy variables. Daily return from close to close …
Persistent link: https://www.econbiz.de/10013085649
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The evolution of day-of-the-week and the implications in crude oil market
Lin, Wenhui; Zhu, Qi; Wen, Fenghua; Normaziah Mohd Nor - In: Energy economics 106 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013202138
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An empirical investigation of volatility of Indian spot and future prices of crude oil
Chhatwal, Hartika; Puri, Himanshu; Purohit, Harsh - In: Metamorphosis : a journal of management research 12 (2013) 2, pp. 54-66
Persistent link: https://www.econbiz.de/10010370462
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The friday the thirteenth effect in stock prices : international evidence using panel data
Keef, Stephen P.; Khaled, Mohammed S. - 2011
Persistent link: https://www.econbiz.de/10009419255
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Does the day-of-the-week effect exist in other asset classes? : investigation of the globally listed private equity markets
Steinborn, Marcel - In: Studies in economics and finance 41 (2024) 1, pp. 102-124
Persistent link: https://www.econbiz.de/10014467191
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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The dark side of trading
Dichev, Ilia D.; Huang, Kelly; Zhou, Dexin - In: Journal of accounting, auditing & finance 29 (2014) 4, pp. 492-518
Persistent link: https://www.econbiz.de/10010425512
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Volatility in international stock markets : an empirical study during COVID-19
Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17
Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …
Persistent link: https://www.econbiz.de/10012384430