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Can Retail Traders Harm Market Efficiency? Evidence from Closing Price Auctions during COVID-19
Foley, Sean; Kalev, Petko S.; Lim, Kinsoon; Patel, Vinay - 2022
The closing call auction is an important feature of modern markets that improves the efficiency of closing prices as a …
Persistent link: https://www.econbiz.de/10013403015
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Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis; Kanas, Angelos; Papachristou, … - In: Journal of international financial markets, … 38 (2015), pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
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Does the IFRS adoption promote emerging stock markets development and performance?
Ben Cheikh, Habib; Ben Rejeb, Aymen - In: Macroeconomics and finance in emerging market economies 14 (2021) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012440211
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Geopolitical risks, returns, and volatility in emerging stock markets : evidence from a panel GARCH model
Bouras, Christos; Christou, Christina; Gupta, Rangan; … - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 8, pp. 1841-1856
Persistent link: https://www.econbiz.de/10012210912
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Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar; Saurav, Sumit; Varma, Jayanth Rama - In: The journal of futures markets 42 (2022) 2, pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
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Volatility spillover between Germany, France, and CEE stock markets
Chirilă, Viorica; Chirilă, Ciprian - In: Journal of business economics and management 23 (2022) 6, pp. 1280-1298
financial markets favours the volatility and return spillover between them. The current study analyses the volatility spillover … proposed by Antonakakis and Gabauer (2017) is used to estimate the evolution in time of volatility spillover. The empirical … results obtained for the period January 2001 - September 2021 highlight the increase in volatility spillover between the …
Persistent link: https://www.econbiz.de/10013500945
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Volatility transmission between bond and stock markets : case of emerging financial markets
Saadaoui, Amir; Boujelbene, Younes - In: Acta Universitatis Danubius / Oeconomica 10 (2014) 6, pp. 84-97
Persistent link: https://www.econbiz.de/10011508595
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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The impact of stock market structure on volatility : evidence from a call auction suspension
Camiller, Silvio John - In: International journal of financial research 6 (2015) 2, pp. 44-53
Persistent link: https://www.econbiz.de/10011404766
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Test of weak-form market efficiency of an emerging market : evidence from Vietnam's stock market
Tran, Manh Tuyen; Nguyen, Trung Chinh - In: Vietnam's socio-economic development : a social science … 80 (2015), pp. 41-52
Persistent link: https://www.econbiz.de/10010492444