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Correlations

Ehling, Paul; Heyerdahl-Larsen, Christian - 2014

Persistent link: https://www.econbiz.de/10011788857

Earnings quality and the heterogeneous relation between earnings and stock returns

Isidro, Helena; Dias, José G. - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1143-1165

Persistent link: https://www.econbiz.de/10011797598

Volatility integration of global stock markets with the Malaysian stock market : a multivariate GARCH approach

Qian, Peh Ying; Diaz, John Francis - In: Malaysian journal of economic studies 54 (2017) 1, pp. 83-117

Persistent link: https://www.econbiz.de/10011825756

FX volatility impact on Indian stock market : an empirical investigation

Aravind M - In: Vision : the journal of business perspective 21 (2017) 3, pp. 284-294

Persistent link: https://www.econbiz.de/10011833400

International stock return co-movements and trading activity

Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18

Persistent link: https://www.econbiz.de/10011808297

Modeling conditional volatility of Indian banking sector's stock market returns

Amanjot Singh - In: Scientific Annals of Economics and Business 64 (2017) 3, pp. 325-338

Persistent link: https://www.econbiz.de/10011866029

Risk transmission between Islamic and conventional stock markets : a return and volatility spillover analysis

Shahzad, Syed Jawad Hussain; Ferrer, Román; Ballester, … - In: International review of financial analysis 52 (2017), pp. 9-26

Persistent link: https://www.econbiz.de/10011868686

Examining mean-volatility spillovers across national stock markets

Natarajan, Vinodh Kesavaraj; Singh, Azariah Robert Raja; … - In: Journal of economics, finance & administrative science 19 (2014) 36, pp. 55-62

study we investigate the mean-volatility spillover effects that happen across international stock markets. The study, by … taking into consideration the stock market returns based on various indices, investigates the mean-volatility spillover … precise and separate measures of return spillovers and volatility spillovers. The analysis provides the evidence of strong …

Persistent link: https://www.econbiz.de/10011872506

The impact of securities margin trading on Chinese stock market

Chen, Shaozhen; Su, Liang; Lin, Li; Zhou, Chaoqun; Lin, … - In: International journal of economics and finance 10 (2018) 4, pp. 101-111

Persistent link: https://www.econbiz.de/10011859979

Evaluating volatility forecasts with ultra-high-frequency data : evidence from the Australian equity market

Zhang, Kai; De Mello, Lurion; Sadeghi, Mehdi - In: Theoretical economics letters 8 (2018) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10011842038