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The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
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Reassessment of volatility transmission among South Asian equity markets
Aziz, Tariq; Marwat, Jahanzeb; Mustafa, Sheraz; Kumar, … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 1, pp. 587-597
Persistent link: https://www.econbiz.de/10012692390
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Evaluating volatility persistence of stock return in the pre and cost 2008-2009 financial meltdown
Nageri, Kamaldeen Ibraheem - In: Copernican Journal of Finance & Accounting : CJF&A 8 (2019) 3, pp. 75-94
Persistent link: https://www.econbiz.de/10012211589
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The dynamic behavior of evolving efficiency : evidence from the UAE stock markets
Al-Shboul, Mohammad; Alsharari, Nizar Mohammad - In: The quarterly review of economics and finance : journal … 73 (2019), pp. 119-135
Persistent link: https://www.econbiz.de/10012296690
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Return and volatility spillovers in equity markets : an investigation using various GARCH methodologies
Dedi, Lidija; Yavas, Burhan F. - In: Cogent economics & finance 4 (2016) 1, pp. 1-18
: Germany, United Kingdom, China, Russia, and Turkey. MARMA, GARCH, GARCH-in-mean, and exponential GARCH (EGARCH) methodologies …
Persistent link: https://www.econbiz.de/10011597965
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Asymmetry and persistence in return volatility of commodity futures
Hassan, Aun - In: Journal of international business and economics : JIBE 22 (2022) 4, pp. 26-36
Persistent link: https://www.econbiz.de/10014246694
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GARCH option pricing with volatility derivatives
Oh, Dong Hwan; Park, Yang-Ho - In: Journal of banking & finance 146 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
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The determinants of inflation volatility : a panel data analysis for US-product categories
Arespa, Marta; González-Alegre, Juan - In: Applied economics 54 (2022) 35, pp. 4060-4083
Persistent link: https://www.econbiz.de/10013410867
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The predictability, volatility persistence, and leverage effects in stock market returns : a study of BRICS stock market indices
Joo, Bashir Ahmad; Ghulam, Younis Ahmed - In: American journal of finance and accounting 7 (2023) 3/4, pp. 188-213
Persistent link: https://www.econbiz.de/10014490945
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Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133
Persistent link: https://www.econbiz.de/10012016139