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The asymmetry and volatility of the Chinese stock market caused by the "New National Ten"

Tsai, Jui-Jung; Wang, Yang-Chao; Weng, Kehuang - In: Emerging markets finance & trade : a journal of the … 51 (2015), pp. 86-98

Persistent link: https://www.econbiz.de/10011603392

Revisiting the CAPM model with quantile regression : creating investment strategies on the Zagreb Stock Exchange

Škrinjarić, Tihana; Slišković, Marina - In: International journal of economics and business … 19 (2020) 3, pp. 266-289

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Margin trading and volatility : further evidence from China's stock market

Xie, Shiqing; Jia, Yuwei - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 6, pp. 1375-1387

Persistent link: https://www.econbiz.de/10012210795

Persistent stock market returns volatility in emerging capital markets as evidenced in Tanzania

Mwidege, Asheri - In: African journal of economic and sustainable development 8 (2021) 3, pp. 230-238

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Impact of COVID on the stock market : a study of BRIC countries

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Volatility experience of major world stock markets

Mallikarjuna, M.; Rao, R. Prabhakara - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 35-52

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Return and volatility spillovers between Nigeria and selected stock markets : evidence from a diagonal BEKK-AMGARCH model

Karimo, Tari Moses; Ochoche, Abraham; Atoi, Ngozi Victor - In: West African journal of monetary and economic integration 22 (2022) 2, pp. 1-23

The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …

Persistent link: https://www.econbiz.de/10014516032

Day of week effect : an empirical study for Indian Stock Markets

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The spectre of terrorism and the stock market

Hanna, Alan J.; Turner, John D.; Walker, Clive B. - 2022

returns and increased volatility on the UK stock market. …

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Crude oil market and Nigerian stocks : an asymmetric information spillover approach

Okorie, David Iheke; Lin, Boqiang - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4002-4017

Persistent link: https://www.econbiz.de/10013461304