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Intraday volatility interaction between the crude oil and equity markets
Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 40 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011475821
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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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Forecasting volatility and volume in the Tokyo stock market : the advantage of long memory models
Lux, Thomas (contributor); Kaizoji, Taisei (contributor) - 2004 - [Elektronische Ressource]
We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular … practically always improves upon the nai͏̈ve forecast provided by historical volatility. As a somewhat surprising result, we also …, volatility. …
Persistent link: https://www.econbiz.de/10002090155
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Three essays on the econometrics of options markets
Lazarov, Zdravetz N. - 2004
Persistent link: https://www.econbiz.de/10002613885
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Was leisten die Kursmakler? : Eine empirische Untersuchung am Beispiel der Frankfurter Wertpapierbörse
Freihube, Thorsten (contributor) - In: Kredit und Kapital 32 (1999) 3, pp. 426-460
Persistent link: https://www.econbiz.de/10001424664
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Trading volume and stock market volatility : the Polish case
Bohl, Martin T.; Henke, Harald - 2001
Persistent link: https://www.econbiz.de/10001605306
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How is the market reaction to stock splits?
Reboredo, Juan Carlos - In: Applied financial economics 13 (2003) 5, pp. 361-368
Persistent link: https://www.econbiz.de/10001760615
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Empirical models of the intraday process of price changes and liquidity : a transaction level approach
Gerhard, Frank (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001763098
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Trading volume and stock market volatility : the Polish case
Bohl, Martin T.; Henke, Harald - In: International review of financial analysis 12 (2003) 5, pp. 513-525
Persistent link: https://www.econbiz.de/10001797470
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How safe was the "safe haven"? : Financial market liquidity during the 1998 turbulences
Upper, Christian - 2000
trading. The volatility of yields of the four bonds more than doubled in the wake of the Russian devaluation on August 17th …
Persistent link: https://www.econbiz.de/10001455520