Similar Search Results

Narrow search

Speculative dynamics and price behavior in the Shanghai Stock Exchange

Koutmos, Dimitrios; Song, Wei - In: Research in international business and finance 31 (2014), pp. 74-86

Persistent link: https://www.econbiz.de/10010434017

Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors

Xinyi, Liu; Margaritis, Dimitris; Wang, Peiming - In: Journal of empirical finance 19 (2012) 4, pp. 483-496

Persistent link: https://www.econbiz.de/10009615667

Testing the mixture of distributions hypothesis on target stocks

Carroll, Rachael; Kearney, Colm - In: Journal of international financial markets, … 39 (2015), pp. 1-14

Persistent link: https://www.econbiz.de/10011475222

Stock returns volatility and trading volume : evidence from the Chinese stock market

Wang, Ping; Wang, Peijie; Liu, Aying - In: Journal of Chinese economic and business studies 3 (2005) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10003123431

Studies on the effect of trading volume and return volatility on call warrants and underlying stocks in Taiwan

Chiu, Chien-liang; Lee, Ming-chih; Lin, Cho-min; Chen, … - In: Quarterly journal of business and economics : QJBE 44 (2005) 1/2, pp. 29-43

Persistent link: https://www.econbiz.de/10002893906

Public information arrival and volatility of intraday stock returns

Kalev, Petko S.; Liu, Wai-man; Pham, Peter Kien; … - In: Journal of banking & finance 28 (2004) 6, pp. 1441-1467

Persistent link: https://www.econbiz.de/10002049619

Persistence volatility in daily stock returns : daily number of trades vs. GARCH effects

Dadgostar, Bahram; Jalilvand, Abolhassan - In: Journal of global business : JGB ; journal of the … 10 (1999) 18, pp. 63-75

Persistent link: https://www.econbiz.de/10001580731

Asymmetric-nested GARCH models, trading volume, and return volatility : an empirical study of the Taiwan stock market

Tsai, Li-ju; Yeh, Yin-hua - In: Advances in investment analysis and portfolio … 7 (2000), pp. 145-161

Persistent link: https://www.econbiz.de/10001542590

The Intraday Analysis of Volatility, Volume and Spreads : A Review with Applications to Futures Markets

Fantazzini, Dean - 2011

of volatility, volume and spreads. We review the main econometric models used for volatility analysis in an intraday …

Persistent link: https://www.econbiz.de/10013130773

Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns

Qian, Ya; Tu, Jun; Petukhina, Alla; Chen, Zilin - 2021

This work aims to investigate the (inter)relations of information arrival, news sentiment, volatility and jump dynamics … volatility modelling is justified in our specific calibration samples (2008 and 2013, respectively). However, our results reject …

Persistent link: https://www.econbiz.de/10013251599

A service of the

zbw