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81
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
Saved in:
82
Asymmetric
volatility
spillovers between stock market and real activity : evidence from the UK and the US
Giannellis, Nikolaos
;
Kanas, Angelos
;
Papadopoulos, …
- In:
Panoeconomicus
57
(
2010
)
4
,
pp. 429-445
Persistent link: https://www.econbiz.de/10008823144
Saved in:
83
Noise vs. news in equity returns
Chirinko, Robert S.
;
Foad, Hisham
-
2006
fundamentals and hence the pervasive joint hypothesis quagmire. We avoid this dilemma by measuring noise
volatility
directly by …
Persistent link: https://www.econbiz.de/10003381609
Saved in:
84
The
volatility
spillover from the market to disaggregated industry stocks : the case for the US and UK
Moore, Tomoe
- In:
International journal of business and economics
10
(
2011
)
1
,
pp. 61-68
Persistent link: https://www.econbiz.de/10009309712
Saved in:
85
Return dynamics and global integration of BRICS stock markets
Dania, Akash
;
Malhotra, Davinder Kumar
- In:
International journal of business and emerging markets …
5
(
2013
)
3
,
pp. 217-233
Persistent link: https://www.econbiz.de/10009747266
Saved in:
86
US term structure and international stock market
volatility
: the role of the expectations factor and the maturity premium
Li, Matthew C.
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011475874
Saved in:
87
International transmission of stock exchange
volatility
: empirical evidence from the Asian crisis
Fernández Izquierdo, María Ángeles
;
Lafuente, Juan Angel
- In:
Global finance journal
15
(
2004
)
2
,
pp. 125-137
Persistent link: https://www.econbiz.de/10002375082
Saved in:
88
Volatility
linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
89
Explaining movements in UK stock prices : how important is the US market?
Aslanidis, Nektarios
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726223
Saved in:
90
Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio
;
Paladino, Giovanna
-
2000
Persistent link: https://www.econbiz.de/10001604060
Saved in:
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