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Empirical investigation of select NSE sector specific indices to ascertain seasonality & asymmetries in their return & volatility
Shahani, Rakesh; Sharma, Ananya - In: Business analyst : a refereed journal of Shri Ram … 41 (2020) 1, pp. 55-80
Persistent link: https://www.econbiz.de/10013177289
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Day-of-the-week effect on the VIX : a parsimonious representation
Gonzalez-Perez, Maria T.; Guerrero, David E. - In: The North American journal of economics and finance : a … 25 (2013), pp. 243-260
Persistent link: https://www.econbiz.de/10009779259
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An empirical investigation on stock market anomalies : the evidence from Colombo stock exchange in Sri Lanka
Deyshappriya, N. P. Ravindra - In: International journal of economics and finance 6 (2014) 3, pp. 177-187
Persistent link: https://www.econbiz.de/10010350423
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An Analysis of the Day of the Week Effect and the January Effect on the Stock Exchange of Mauritius
Bundoo, S.K. - 2010
This study investigates the day of the week effect and the January effect on the Stock Exchange of Mauritius (SEM). Positive and statistically significant Wednesday and Friday effects are observed. Surprisingly we also find a positive and significant Monday effect but smaller in magnitude. The...
Persistent link: https://www.econbiz.de/10013149252
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Estimation of asymmetric stochastic volatility models for stock-exchange index returns
Del Carmen García Centeno, María; Minguez Salido, Román - In: International advances in economic research : IAER ; an … 15 (2009) 1, pp. 71-87
Persistent link: https://www.econbiz.de/10003813391
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.; Papaioannou, Michael G. - In: Applied economics 32 (2000) 10, pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
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Volatility Estimation for Istanbul Stock Exchange Food and Beverage Index
Kayral, Ihsan Erdem - 2018
symmetric models) as asymmetric models to determine the most suitable model for volatility of Istanbul Stock Exchange Food And … between the date 04.01.2001 10.01.2018 period. We find that the most suitable model for volatility of Istanbul Stock Exchange …
Persistent link: https://www.econbiz.de/10012907385
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Market miracles : resilience of Karachi stock exchange index against terrorism in Pakistan
Tabash, Mosab I.; Sheikh, Umaid A.; Asad, Muzaffar - In: Cogent economics & finance 8 (2020) 1, pp. 1-23
of macroeconomic volatility. This research utilized a Non-linear autoregressive distributive lag model (NARDL) to find …
Persistent link: https://www.econbiz.de/10013179578
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Modeling of stock indices with HMM-SV models
Nkemnole, E. B.; Wulu, J. T. - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 45-60
Persistent link: https://www.econbiz.de/10011795001