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Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; … - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2045-2084
Persistent link: https://www.econbiz.de/10010489675
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Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - 2009
Persistent link: https://www.econbiz.de/10009535470
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Modelling the impact of different COVID-19 pandemic waves on real estate stock returns and their volatility using a GJR-GARCHX approach : an international perspective
Tomal, Mateusz - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-9
volatility in developed (US, Australia), emerging (Turkey, Poland), and frontier (Morocco, Jordan) markets. A study using a GJR … waves. Furthermore, in the aftermath of the pandemic development, an increase in the volatility of stock returns can be …
Persistent link: https://www.econbiz.de/10012626774
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Stock return volatility, operating performance and stock returns : international evidence on drivers of the "low volatility" anomaly
Dutt, Tanuj; Humphrey-Jenner, Mark - In: Journal of banking & finance 37 (2013) 3, pp. 999-1017
Persistent link: https://www.econbiz.de/10009708722
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Volatility spillovers between oil prices and stock returns : a focus on frontier markets
Gomes, Mathieu; Chaibi, Anissa - In: The journal of applied business research 30 (2014) 2, pp. 509-525
Persistent link: https://www.econbiz.de/10010353528
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Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Choudhry, Taufiq; Ul Hassan, Syed Shabi; Shabi, Sarosh - In: International review of financial analysis 41 (2015), pp. 247-256
Persistent link: https://www.econbiz.de/10011508942
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Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.; Madan, Dilip B.; Panayotov, George - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
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Integration und Volatilität bei Emerging Markets
Herrmann, Frank - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003109018
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Does crude oil price play an important role in explaining stock return behavior?
Chang, Kuang-liang; Yu, Shih-ti - In: Energy economics 39 (2013), pp. 159-168
Persistent link: https://www.econbiz.de/10010234976