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Volatility dependence structure between the Mexican Stock Exchange and the World Capital Market

López Herrera, Francisco; Santillán Salgado, Roberto … - In: Investigación económica : revista de la Faculdad de … 74 (2015), pp. 69-97

Persistent link: https://www.econbiz.de/10011562925

Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE

Maghyereh, A.; Awartani, B. - In: Applied financial economics 22 (2012) 10/12, pp. 837-848

Persistent link: https://www.econbiz.de/10009625077

Changes in the impact of US macroeconomic news on financial markets the example of the Warsaw Stock Exchange

Gurgul, Henryk; Hastenteufel, Jessica; Wójtowicz, Tomasz - In: Statistics in transition : an international journal of … 22 (2021) 4, pp. 41-58

Due to the high importance of the American economy, in the past, announcements of US macroeconomic data were shown to have a significant impact on financial markets in general, and on European stock markets in particular. However, as this effect may vary in time, this paper examines the changes...

Persistent link: https://www.econbiz.de/10012818165

Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities

Ledenyov, Dimitri - 2015

This research considers the strategies on the initial public offering of company equity at the stock exchanges in the imperfect highly volatile global capital markets with the nonlinearities. We provide the IPO definition and compare the initial listing requirements on the various markets. We...

Persistent link: https://www.econbiz.de/10013026463

Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval

Schabek, Tomasz; Olgić Draženović, Bojana; Mance, Davor - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 741-758

Persistent link: https://www.econbiz.de/10012213669

Information Asymmetric Effect on the Stock Return Volatility in Nigerian Capital Market

2016

Return-volume-volatility relationships are of common interest as they may unearth dependencies that can form the basis … asymmetric information effect on stock return volatility in Nigerian capital market using daily stock data of 40 equities listed … Nigerian Stock Exchange NSE. The study finds significant information asymmetric effect on stock return volatility in Nigerian …

Persistent link: https://www.econbiz.de/10012996292