Similar Search Results

Trading and ordering patterns of market participants in high frequency trading environment : empirical study in the Japanese stock market

Saito, Taiga; Adachi, Takanori; Nakatsuma, Teruo; … - In: Asia-Pacific financial markets 25 (2018) 3, pp. 179-220

Persistent link: https://www.econbiz.de/10012033008

The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets

Li, Ping; Tang, Huailin; Liao, Jingchi - In: China finance review international 5 (2015) 3, pp. 277-302

Persistent link: https://www.econbiz.de/10011391745

The association between earnings quality and firm-specific return volatility : evidence form Japan

Mitra, Ranjan Kumar - In: Review of accounting & finance 15 (2016) 3, pp. 294-316

Persistent link: https://www.econbiz.de/10011607942

Estimating exchange rate exposure over various return horizons : focusing on major countries in East Asia

Lee, Jeong Wook; Ahn, Sunghee; Kang, Sam-mo - In: East Asian economic review 20 (2016) 4, pp. 469-491

Persistent link: https://www.econbiz.de/10011613452

Sensitivity, persistence and asymmetric effects in international stock market volatility during the global financial crisis

Gabriel, Vitor - In: Revista de métodos cuantitativos para la economía y … 19 (2015), pp. 42-65

Financial market volatility is an important element when setting up port- folio management strategies, option pricing … bigger impact on stock market volatility, namely at sensitivity, persistence and asymmetric effects. …

Persistent link: https://www.econbiz.de/10011306093

International cross-listing and price discovery under trading concentration in the domestic market: Evidence from Japanese shares

Otsubo, Yoichi - In: Journal of empirical finance 25 (2014), pp. 36-51

Persistent link: https://www.econbiz.de/10010462089

Volatility risk and january effect : evidence from Japan

Li, Jingya; Gong, Jian - In: International journal of economics and finance 7 (2015) 6, pp. 25-30

Persistent link: https://www.econbiz.de/10011292407

Illiquidity, return and risk in G7 stock markets : interdependencies and spillovers

Andrikopulos, Andreas A.; Angelidis, Timotheos; … - In: International review of financial analysis 35 (2014), pp. 118-127

Persistent link: https://www.econbiz.de/10010529618

GARCH option pricing models and the variance risk premium

Zhang, WenJun; Zhang, Jin E. - In: Journal of risk and financial management : JRFM 13 (2020) 3/51, pp. 1-21

one-month variance swap rate, i.e., the CBOE Volatility Index (VIX) accurately. Our research suggests that one should use …

Persistent link: https://www.econbiz.de/10012174118

An empirical study of the dynamic correlation of Japanese stock returns

Isogai, Takashi - 2015

Persistent link: https://www.econbiz.de/10012178381