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Modeling the dependence of conditional correlations on market volatility

Bauwens, Luc; Otranto, Edoardo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 254-268

Persistent link: https://www.econbiz.de/10011691329

Do stock market trading activities forecast recessions?

Chatterjee, Ujjal K. - In: Economic modelling 59 (2016), pp. 370-386

Persistent link: https://www.econbiz.de/10011647870

David, Joel M.; Simonovska, Ina - In: Journal of international economics 99 (2016), pp. 58-77

Persistent link: https://www.econbiz.de/10011655068

Predicting the direction of US stock markets using industry returns

Pönkä, Harri - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1451-1480

Persistent link: https://www.econbiz.de/10011944988

Seeing through the spin : the effect of news sentiment on firms' stock market performance

Daetz, Stine Louise; Hvid, Anna Kirstine; Martinello, … - 2019

The sentiment of news predicts the short-term stock market performance of individual companies. We find that this association is solely due to the idiosyncratic informational content of an article. We transparently quantify the association between news sentiment and stock market performance of...

Persistent link: https://www.econbiz.de/10012111252

Forecasting the volatilities of the Nigeria stock market prices

Ibrahim, Sikiru O. - In: CBN journal of applied statistics 8 (2017) 2, pp. 23-45

the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the … years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …

Persistent link: https://www.econbiz.de/10011843540