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What drives stock market growth? : a case of a volatile emerging economy

Hussain, Syed Mujahid; Korkeamaki, Timo P.; Xu, Danielle; … - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 209-223

Persistent link: https://www.econbiz.de/10011344230

The impacts of individual and institutional trading on futures returns and volatility : evidence from emerging index futures markets

Kuo, Wen-Hsiu; Chung, San-Lin; Chang, Chiao-yi - In: The journal of futures markets 35 (2015) 3, pp. 222-244

Persistent link: https://www.econbiz.de/10011348434

Investor behavior under changing market volatility

Daviou, Agustín; Paraschiv, Florentina - In: The journal of investing 23 (2014) 2, pp. 96-113

Persistent link: https://www.econbiz.de/10011313422

Speculative bubbles in recent oil price dynamics : evidence from a Bayesian Markov-switching state-space approach

Lammerding, Marc; Stephan, Patrick; Trede, Mark; … - In: Energy economics 36 (2013), pp. 491-502

Persistent link: https://www.econbiz.de/10009724652

How do heterogeneous beliefs influence asset volatility?

Ho, Hwai-chung; Lin, Chien-chih - In: Pacific economic review 17 (2012) 4, pp. 601-616

Persistent link: https://www.econbiz.de/10009692151

Whether cross-listing, stock-specific and market-wide calendar events impact intraday volatility dynamics? : evidence from the Indian stock market using high-frequency data

Agarwalla, Sobhesh Kumar; Pandey, Ajay - 2012

Persistent link: https://www.econbiz.de/10009699808

Stock price synchronicities and speculative trading in emerging markets

Hsin, Chin-wen; Tseng, Po-wen - In: Journal of multinational financial management 22 (2012) 3, pp. 82-109

Persistent link: https://www.econbiz.de/10009629150

Rock around the clock: an agent-based model of low- and high-frequency trading

Leal, Sandrine Jacob; Napoletano, Mauro; Roventini, Andrea - 2014

We build an agent-based model to study how the interplay between low- and high- frequency trading affects asset price … dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash … fundamentalist and chartist strategies. On the contrary, high-frequency traders activation is event-driven and depends on price …

Persistent link: https://www.econbiz.de/10010243948

On the emergence of volatility, return autocorrelation and bubbles in equity markets

Harras, Georges Emmanuel - 2012

Persistent link: https://www.econbiz.de/10009783879

On the emergence of volatility, return autocorrelation and bubbles in equity markets

Harras, Georges Emmanuel - 2012

Persistent link: https://www.econbiz.de/10009787692