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Investor attention and Bitcoin trading behaviors
Wang Chun Wei; Koutmos, Dimitrios - In: Essays on Financial Analytics : Applications and Methods, (pp. 87-116). 2023
Persistent link: https://www.econbiz.de/10014338803
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Reaction and efficiency of the cryptocurrency market during the COVID-19 pandemic : the effect of size and supply
Abdul-Rahim, Ruzita; Nur Arissa Maisarah Nadhri; Noor … - In: Contemporary Issues in Finance, Investment and Banking …, (pp. 81-104). 2024
Persistent link: https://www.econbiz.de/10014456529
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Implied volatility duration and the early resolution premium
Schlag, Christian; Thimme, Julian; Weber, Rüdiger - In: Essays in asset pricing, (pp. 1-77). 2018
We introduce Implied Volatility Duration (IVD) as a new measure for the timing of uncertainty resolution, with a high …
Persistent link: https://www.econbiz.de/10012665341
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Cryptocurrencies meet equities : risk factors and asset-pricing relationships
Dobrynskaja, V. V.; Dubrovskiy, Mikhail - In: Fintech, pandemic, and the financial system : …, (pp. 95-111). 2023
Persistent link: https://www.econbiz.de/10014245454
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Zur Bewertungsrelevanz firmenspezifischer Aktienkurssprünge
Nietert, Bernhard - In: Unternehmensentwicklung im Wettbewerb, (pp. 41-47). 2002
Persistent link: https://www.econbiz.de/10001674943
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CAPM und systematische bzw. unsystematisches Risiko unter Kurssprüngen
Nietert, Bernhard - In: Operations research proceedings 1999 : selected papers …, (pp. 323-328). 2000
Persistent link: https://www.econbiz.de/10001481288
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Why has idiosyncratic volatility increased in Europe?
Palard, Jean-Etienne - In: Risk management and value : valuation and asset price, (pp. 337-378). 2008
Persistent link: https://www.econbiz.de/10003686196
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Idiosyncratic volatility puzzle : the role of assets' interconnections
Panzica, Roberto Calogero - In: Network connectivity, systematic and systemic risk, (pp. 145-181). 2018
The paper investigates the determinants of the idiosyncratic volatility puzzle by allowing linkages across asset … based on Granger causality test have lower expected returns, not related to idiosyncratic volatility. Secondly, empirical … evidence indicates that stocks with higher idiosyncratic volatility have the lower exposition on the indegree risk factor. …
Persistent link: https://www.econbiz.de/10012305840
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Some simple Bitcoin economics
Schilling, Linda; Uhlig, Harald - In: The economics of Fintech and Digital Currencies, (pp. 31-38). 2019
Persistent link: https://www.econbiz.de/10012136720
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Stablecoins: the quest for a low-volatility cryptocurrency
Berentsen, Aleksander; Schär, Fabian - In: The economics of Fintech and Digital Currencies, (pp. 65-71). 2019
Persistent link: https://www.econbiz.de/10012136725