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Informationseffizienz auf Kapitalmärkten : Konzepte und empirische Ergebnisse

Sapusek, Annemarie - 1998

Persistent link: https://www.econbiz.de/10000985364

Stock volatility and impact of news : the case of four Asia-Pacific markets

Tse, Yiu Kuen - In: Advances in international banking and finance 2 (1996), pp. 115-137

Persistent link: https://www.econbiz.de/10001208777

Variance persistence in the greater China region : a multivariate GARCH approach

Diaz, John Francis; Qian, Peh Ying; Tan, Genevieve Liao - In: The Lahore journal of economics 23 (2018) 2, pp. 49-68

Persistent link: https://www.econbiz.de/10011980529

The dynamics of return co-movements and volatility spillover effects in Greater China public property markets and international linkages

Liow, Kim Hiang - In: Journal of property investment & finance 32 (2014) 6, pp. 610-641

Persistent link: https://www.econbiz.de/10010416248

Predictive ability of low-frequency volatility measures : evidence from the Hong Kong stock markets

Gan, Christopher; Nartea, Gilbert V.; Wu, Ji - In: Finance research letters 26 (2018), pp. 40-46

Persistent link: https://www.econbiz.de/10012005426

Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets

Wu, Weiou; Lau, Chi Keung; Vigne, Samuel A. - In: Research in international business and finance 42 (2017), pp. 1137-1149

Persistent link: https://www.econbiz.de/10011760780

Volatility spillovers and linkages in Asian stock markets

Chow, Hwee-kwan - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2770-2781

Persistent link: https://www.econbiz.de/10011833383

Asymmetric spillover effects between the Shanghai and Hong Kong stock markets : evidence from quantile lagged regression

Zhu, Huiming; Tang, Yueli; Guo, Peng - In: Applied economics 49 (2017) 9, pp. 886-902

Persistent link: https://www.econbiz.de/10011811073

Stock market volatility and trading volume : a special case in Hong Kong with stock connect turnover

Chan, Brian Sing Fan; Cheng, Andy Cheuk Hin; Ma, Alfred … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-17

dynamic relationships among volatility, trading volume and turnover among three stock markets, namely Shanghai, Shenzhen, and … turnover contributes to future realized volatility and market volume of these three markets. Our results support the evidence … of causality from Stock Connect turnover to market volatility and trading volume. The finding of this causality is …

Persistent link: https://www.econbiz.de/10011960613

Asian stock markets, US economic policy uncertainty and US macro-shocks

Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133

Persistent link: https://www.econbiz.de/10011405080