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Volatility transmission and spillovers : a review of literature

Onwumere, J. U. J.; Braimah, A. G.; Idolor, E. J. - In: Accounting and taxation review : A&TR 2 (2018) 1, pp. 199-232

Persistent link: https://www.econbiz.de/10012203133

Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective

Gurgul, Henryk; Syrek, Robert - In: Managerial economics 18 (2017) 1, pp. 87-101

Persistent link: https://www.econbiz.de/10011926903

Price reversal as potential expiration day effect of stock and index futures : evidence from Warsaw Stock Exchange

Suliga, Milena - In: Managerial economics 18 (2017) 2, pp. 201-225

Persistent link: https://www.econbiz.de/10011926960

Financial volatility and economic activity

Fornari, Fabio; Mele, Antonio - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 155-196

Persistent link: https://www.econbiz.de/10011949592

The impact of oil prices on sectoral equity returns : evidence from UK and US stock market data

Falzon, Joseph; Castillo, Daniel - In: Journal of financial management, markets and institutions 1 (2013) 2, pp. 247-268

Persistent link: https://www.econbiz.de/10011949614

Thai financial markets and political change

Sutsarun Lumjiak; Sirimon Treepongkaruna; Wee, Marvin; … - In: Journal of financial management, markets and institutions 2 (2014) 1, pp. 5-26

Persistent link: https://www.econbiz.de/10011949641

Investigating causality effects in return volatility among five major futures markets in European countries with a Mediterranean connection

Özen, Ercan; Letife, Özdemir; Grima, Simon; Bezzina, Frank - In: Journal of financial management, markets and institutions 2 (2014) 2, pp. 207-220

Persistent link: https://www.econbiz.de/10011951376

Ambiguity in option markets : evidence from SEOs

Cumming, Douglas J.; Johanning, Lutz; Ordo, Umut; … - In: Journal of financial management, markets and institutions 5 (2017) 1, pp. 67-92

Persistent link: https://www.econbiz.de/10011954559

Structural breaks and volatility spillovers : the case of the US and Canadian Stock Markets

Tsuji, Chikashi - In: Journal of management research 11 (2019) 2, pp. 30-44

Persistent link: https://www.econbiz.de/10011993943

Investigation of the Greek stock exchange volatility and the impact of foreign markets from 2007 to 2012

Sariannidis, Nikolaos; Papadopoulou, Polyxeni; … - In: International journal of business and economic sciences … 8 (2015) 2, pp. 55-68

Purpose of this paper - The current paper aims to analyze the impact of the debt crisis on the FTSE / ASE 20 index volatility. The research also examines the impact of powerful foreign capital markets on the Greek Stock Exchange market, the seasonality returns (Day-of-the-Week effect) and the...

Persistent link: https://www.econbiz.de/10011433994