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Exponential GARCH modeling with realized measures of volatility

Hansen, Peter Reinhard; Huang, Zhuo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 269-287

Persistent link: https://www.econbiz.de/10011691332

Analyst coverage, optimism, and stock price crash risk : evidence from China

Xu, Nianhang; Jiang, Xuanyu; Chan, Kam C.; Yi, Zhihong - In: Pacific-Basin finance journal 25 (2013), pp. 217-239

Persistent link: https://www.econbiz.de/10010346744

Stock return, volatility and the global financial crisis in an emerging markets and the developed markets

Queensly Jeyanthi, B. J. - In: International economics & finance journal : (IEFJ) 8 (2013) 2, pp. 209-220

Persistent link: https://www.econbiz.de/10010346380

Currency price risk and stock market returns in Africa : dependence and downside spillover effects with stochastic copulas

Boako, Gideon; Alagidede, Paul - In: Journal of multinational financial management 41 (2017), pp. 92-114

Persistent link: https://www.econbiz.de/10011927874

Causality and volatility spillovers of banks' stock price returns on BSE Bankex returns

Subburayan, Baranidharan - In: The journal of corporate accounting & finance 35 (2024) 1, pp. 59-75

Persistent link: https://www.econbiz.de/10014472167

Stock returns, trading volume, and volatility : the case of African stock markets

Ngene, Geoffrey M.; Mungai, Ann Nduati - In: International review of financial analysis 82 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013426476

Low-Frequency volatility of real estate securities in relation to macroeconomic risk

Lee, Chyi Lin; Stevenson, Simon; Lee, Ming-Long - 2015

Persistent link: https://www.econbiz.de/10011295730

Explaining REIT returns

Letdin, Mariya; Sirmans, Corbitt Stace; Sirmans, G. Stacy; … - In: Journal of real estate literature : a publication of … 27 (2019) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10012416738

Financial interdependencies : analyzing the volatility linkages between real estate investment trusts, Sukuk, and oil in GCC countries

Danila, Nevi - In: International Journal of Financial Studies : open … 12 (2024) 3, pp. 1-11

interrelationship among the assets. The results indicate that Real Estate Investment Trusts (REITs) and oil are sources of volatility … transmission, whereas sukuk is a recipient of volatility within the network. Examining the net pairwise directional linkages of two … assets, namely REITs and oil markets, reveals that they transfer their volatility to the sukuk market. Moreover, a reciprocal …

Persistent link: https://www.econbiz.de/10015117723

Assessing the real estate pricing puzzle : a diagnostic application of the stochastic discounting factor to the distribution of REIT returns

Downs, David H. - In: The journal of real estate finance and economics 20 (2000) 2, pp. 155-175

Persistent link: https://www.econbiz.de/10001498667