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Univariate and bivariate volatility in Central European stock markets

Claudiu, Boţoc - In: Prague economic papers : a bimonthly journal of … 26 (2017) 2, pp. 127-141

Persistent link: https://www.econbiz.de/10011723814

Modeling time-varying correlations in volatility between BRICS and commodity markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723

Persistent link: https://www.econbiz.de/10011594437

Structural breaks in volatility : the case of Chinese stock returns

Ni, Jinlan; Wohar, Mark E.; Wang, Beichen - In: The Chinese economy 49 (2016) 2, pp. 81-93

Persistent link: https://www.econbiz.de/10011619799

The only certainty is uncertainty : An analysis of the impact of COVID-19 uncertainty on regional stock markets

Szczygielski, Jan Jakub; Bwanya, Princess Rutendo; … - In: Finance research letters 43 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10014632284

The effects of index changes in the Spain stock market

Singh, Tarika; Mehta, Seema; Hoolani, Umesh - In: International journal of managerial and financial accounting 2 (2010/11) 3, pp. 305-325

Persistent link: https://www.econbiz.de/10009009360

Asset pricing and systematic liquidity risk : an empirical investigation of the Spanish stock market

Martínez Sedano, Miguel Angel; Nieto, Belén; Rubio, … - In: International review of economics & finance : IREF 14 (2005) 1, pp. 81-103

Persistent link: https://www.econbiz.de/10002468118

Option-expiration effects in small markets : the Spanish stock exchange

Corredor, Pilar; Lechón, P.; Santamaría Aquilué, Rafael - In: The journal of futures markets 21 (2001) 10, pp. 905-928

Persistent link: https://www.econbiz.de/10001613568

Does stock trading volume signal future dividends? : evidence from Iberian firms

Lobão, Júlio; Piedade, Patrícia; Nippani, Srinivas - In: Portuguese economic journal 21 (2022) 1, pp. 53-66

Persistent link: https://www.econbiz.de/10012819574

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

Trading volume and return volatility dynamics in Indian stock market

Mahajan, Sarika; Singh, Balwinder - 2007

Persistent link: https://www.econbiz.de/10003753531

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