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Quantifying the effects of the inclusion and segregation of contracts for difference in Australian equity markets
Corbet, Shaen; Twomey, Cian - In: International journal of economics and financial issues … 4 (2014) 2, pp. 411-426
Persistent link: https://www.econbiz.de/10010520465
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Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika - In: Review of applied economics 10 (2014) 1/2, pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
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Dynamic impacts of economic policy uncertainty on australian stock market : an intercontinental evidence
Bairagi, Ranajit Kumar - In: Journal of emerging market finance 21 (2022) 1, pp. 64-91
Persistent link: https://www.econbiz.de/10013171277
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Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika - In: Journal of international economic review 9 (2016) 2, pp. 225-239
Persistent link: https://www.econbiz.de/10011673059
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
there is a negative significant volatility spillover from four of the five selected stock markets (Australia, China, Japan …We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …
Persistent link: https://www.econbiz.de/10013397677
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Australian stock market volatility : 1875 - 1987
Kearns, P.; Pagan, Adrian R. - 1990
Persistent link: https://www.econbiz.de/10000798422
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Opening prices on the ASX and the SES
McInish, Thomas H.; Frino, Alex; Lau Sie Ting - 1995
Persistent link: https://www.econbiz.de/10000602533
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Modelling high-frequency volatility and liquidity using multiplicative error models
Hautsch, Nikolaus (contributor);  … - 2008
In this paper, we study the dynamic interdependencies between high-frequency volatility, liquidity demand as well as …. Liquidity is causal for future volatility but not vice versa. Furthermore, trade sizes are negatively driven by past trading … ; volatility ; liquidity ; high-frequency data …
Persistent link: https://www.econbiz.de/10003727673
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The decline of calendar seasonality in the Australian stock exchange, 1958 - 2005
Worthington, Andrew Charles - In: Annals of finance 6 (2010) 3, pp. 421-433
Persistent link: https://www.econbiz.de/10003978886
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Political uncertainty and financial market uncertainty in an Australian context
Smales, Lee A. - In: Journal of international financial markets, … 32 (2014), pp. 415-435
Persistent link: https://www.econbiz.de/10011299782