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Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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What's in the news? : the ambiguity of the information content of index reconstitutions in Germany
Basse Mama, Houdou; Mueller, Stefan; Pape, Ulrich - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1087-1119
Persistent link: https://www.econbiz.de/10011797595
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Asymmetric responses to stock index reconstitutions : evidence from the CSI 300 index additions and deletions
Chen, Wei-Kuang; Lin, Ching-Ting - In: Pacific-Basin finance journal 40 (2016), pp. 36-48
Persistent link: https://www.econbiz.de/10011712043
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Decomposing the Effect of Consumer Sentiment News - Evidence from US Stock and Stock Index Futures Markets
Akhtar, Shumi M. - 2011
” versus “bad” sentiment news. Specifically, when a lower (higher) than previous month consumer sentiment index is announced …
Persistent link: https://www.econbiz.de/10013130425
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Early news is good news : the effects of market opening on market volatility
Gallo, Giampiero M.; Pacini, Barbara - 1998
Persistent link: https://www.econbiz.de/10013420167
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Can an energy futures index predict US stock market index movements?
Gurrib, Ikhlaas - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 230-240
Persistent link: https://www.econbiz.de/10011951858
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Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
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Are the market effects associated with revisions to the TSE300 index robust?
Chung, Richard; Kryzanowski, Lawrence - In: Multinational finance journal : MF ; quarterly … 2 (1998) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10001448255
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New evidence on stock price effects associated with changes in the S&P 500 Index
Lynch, Anthony W. - In: The journal of business : B 70 (1997) 3, pp. 351-383
Persistent link: https://www.econbiz.de/10001221685
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The effect on price, liquidity and risk when stocks are added to and deleted from a sustainability index : evidence from the Asian Pacific index
Cheung, Adrian Wai Kong; Roca, Eduardo - In: Journal of Asian economics 24 (2013), pp. 51-65
Persistent link: https://www.econbiz.de/10009715259