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Volatility estimators based on daily price ranges versus the realized range

Todorova, Neda - In: Applied financial economics 22 (2012) 1/3, pp. 215-229

Persistent link: https://www.econbiz.de/10009419556

The intraday directional predictability of large Australian stocks : a cross-quantilogram analysis

Todorova, Neda - In: Economic modelling 64 (2017), pp. 221-230

Persistent link: https://www.econbiz.de/10011760907

The asymmetric volatility in the gold market revisited

Todorova, Neda - In: Economics letters 150 (2017), pp. 138-141

Persistent link: https://www.econbiz.de/10011765084

Night Trading with Futures in China: The Case of Aluminum and Copper

Klein, Tony; Todorova, Neda - 2019

We use high-frequency data to examine the effects of introducing an additional night trading session of four hours at the Shanghai Futures Exchange for Copper and Aluminum futures in December 2013. This additional trading session is shown to cause a structural break in the intraday behavior of...

Persistent link: https://www.econbiz.de/10014284456

The quantile dependence of commodity futures markets on news sentiment

Omura, Akihiro; Todorova, Neda - In: Journal of Futures Markets 39 (2019) 7, pp. 818-837

Persistent link: https://www.econbiz.de/10012082201

CAPM option pricing

Husmann, Sven; Todorova, Neda - In: Finance research letters 8 (2011) 4, pp. 213-219

Persistent link: https://www.econbiz.de/10009425849

The calm after the storm : implied volatility and future stock index returns

Lubnau, Thorben Manfred; Todorova, Neda - In: The European journal of finance 21 (2015) 13/15, pp. 1282-1296

Persistent link: https://www.econbiz.de/10011419879

Overnight information flow and realized volatility forecasting

Todorova, Neda; Souček, Michael - In: Finance research letters 11 (2014) 4, pp. 420-428

Persistent link: https://www.econbiz.de/10011300434

Economic significance of oil price changes on Russian and Chinese stock markets

Soucek, Michael; Todorova, Neda - In: Applied financial economics 23 (2013) 7/9, pp. 561-571

Persistent link: https://www.econbiz.de/10009750705

Technical trading with open interest : evidence from the German market

Lubnau, Thorben Manfred; Todorova, Neda - In: Applied financial economics 22 (2012) 10/12, pp. 791-809

Persistent link: https://www.econbiz.de/10009625082