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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
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ECONIS (ZBW)
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1
The determinants of bank's stock
volatility
Topaloğlu, Emre Esat
;
Sakur, Reşat
;
Yaman, Serdar
- In:
Evoluation of money, banking and financial crisis : …
,
(pp. 323-338)
.
2020
Persistent link: https://www.econbiz.de/10012802552
Saved in:
2
The price,
volatility
, volume, and liquidity effects of changes in Federal Reserve margin requirements on both marginable and nonmarginable OTC stocks
Pruitt, Stephen W.
- In:
The industrial organization and regulation of the …
,
(pp. 317-340)
.
1996
Persistent link: https://www.econbiz.de/10001296731
Saved in:
3
Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
Saved in:
4
High frequency trading in the equity markets during US treasury POMO
Gao, Cheng
;
Mizraeh, Bruce
- In:
Uncertainty, expectations and asset price dynamics : …
,
(pp. 81-103)
.
2018
Persistent link: https://www.econbiz.de/10012015000
Saved in:
5
Impact of the
volatility
of macroeconomic variables on the
volatility
of stock market returns : Nigeria's experience
Nkoro, Emeka
;
Uko, Aham Kelvin
- In:
Global strategies in banking and finance
,
(pp. 218-230)
.
2014
Persistent link: https://www.econbiz.de/10010459149
Saved in:
6
Impact of foreign institutional and individual ownership on stock return
volatility
in Indonesia
Tresna, Pima V.
;
Ekaputra, Irwan Adi
- In:
Competition and cooperation in economics and business : …
,
(pp. 211-219)
.
2018
Persistent link: https://www.econbiz.de/10011949757
Saved in:
7
Asymmetric effect of political elections on the stock returns and
volatility
in Malaysia
Hooi Hooi Lean
;
Peng Yeap, Geok
- In:
Information efficiency and anomalies in Asian equity …
,
(pp. 228-245)
.
2017
Persistent link: https://www.econbiz.de/10011928469
Saved in:
8
On the modeling of financial time series
Kutergin, Aleksey
;
Filimonov, Vladimir
- In:
Financial econometrics and empirical market microstructure
,
(pp. 131-151)
.
2015
Persistent link: https://www.econbiz.de/10011326692
Saved in:
9
Regime-switching stock returns and mean reversion
Nielsen, Steen
- In:
Essays in financial markets
,
(pp. 75-103)
.
2000
Persistent link: https://www.econbiz.de/10001591916
Saved in:
10
Variety of stock returns in normal and extreme market days : the August 1998 crisis
Lillo, Fabrizio
;
Bonanno, Giovanni
;
Mantegna, Rosario N.
- In:
Empirical science of financial fluctuations : the …
,
(pp. [77]-89)
.
2002
Persistent link: https://www.econbiz.de/10001679237
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