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51
Can happiness predict future
volatility
in stock markets?
Naeem, Muhammad Abubakr
;
Farid, Saqib
;
Faruk, Balli
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012581437
Saved in:
52
Japanese monetary policy and its impact on stock market implied
volatility
during pleasant and unpleasant weather
Finta, Marinela Adriana
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013258115
Saved in:
53
Impact of
futures
expiration on underlying stocks : intraday analysis for Warsaw Stock Exchange
Gurgul, Henryk
;
Suliga, Milena
- In:
Central European journal of operations research
28
(
2020
)
3
,
pp. 869-904
Persistent link: https://www.econbiz.de/10012271895
Saved in:
54
High-frequency trading and market quality : evidence from account-level
futures
data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
55
CDS and equity markets'
volatility
linkages : lessons from the EMU crisis
Bratis, Theodoros
;
Laopodis, Nikiforos
;
Kouretas, …
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1259-1281
Persistent link: https://www.econbiz.de/10014291804
Saved in:
56
The effects of exchange-rate exposures on equity asset markets
Jumah, Adusei
;
Kunst, Robert M.
-
2001
Persistent link: https://www.econbiz.de/10001583865
Saved in:
57
Return autocorrelations on individual stocks and corresponding
futures
: evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
58
New insights into the impact of the introduction of
futures
trading on stock price
volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
59
Empirical testing of the Samuelson hypothesis : an application to
futures
markets in
Australia
, Singapore and the UK
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001516104
Saved in:
60
The role of intra-day and inter-day data effects in determining linear and nonlinear granger causality between Australian
futures
and cash index markets
Eldridge, Robert M.
;
Peat, Maurice
;
Stevenson, Maxwell John
-
2003
Persistent link: https://www.econbiz.de/10001734845
Saved in:
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