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Intraday volatility on the NYSE and NASDAQ
Weaver, Daniel G. - In: Advances in quantitative analysis of finance and … 3 (2006), pp. 111-138
Persistent link: https://www.econbiz.de/10003424665
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Day of the week effects in intra-day volatility patterns of equity markets : a study of US and European stock markets
Ozenbas, Deniz - In: International business and economics research journal 5 (2006) 6, pp. 45-57
Persistent link: https://www.econbiz.de/10003376203
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Financial contagion, vulnerability and information : empirical identification
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908053
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A study of US stock market volatility, fall 2008
Christner, Ron - In: Journal of business & economics research 7 (2009) 11, pp. 95-102
Persistent link: https://www.econbiz.de/10003912700
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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2010
"We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary … policy. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility …
Persistent link: https://www.econbiz.de/10008669382
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Analysis of institutional evolution in circuit breakers using the concepts of replicator and interactor
Kobayashi, Shigeto; Hashimoto, Takashi - In: Evolutionary and institutional economics review 7 (2010) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10008695398
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Stock price fragility
Greenwood, Robin; Thesmar, David - 2009 - Rev.
predicts price volatility. We then extend the logic of fragility to investigate two natural extensions: (1) the forecast of …
Persistent link: https://www.econbiz.de/10003931310
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An empirical analysis of the US dollar, yen and eurodollar exchange shock mean and volatility spillover to domestic and China stock markets
Wei, Ching Chun - In: International journal of economics 3 (2009) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10003932421
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Is market volatility illusory? : a brief response
Kochman, Ladd Michael; Badarinathi, Ravija - In: Journal of business and economic perspectives 35 (2009) 2, pp. 61-63
Persistent link: https://www.econbiz.de/10003970904
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Accentuated intraday stock price volatility : what is the cause?
Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 36 (2009/10) 3, pp. 45-55
Persistent link: https://www.econbiz.de/10003980024