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Profitability of directional change based trading strategies : the case of Saudi stock market

Aloud, Monira Essa - In: International journal of economics and financial issues … 6 (2016) 1, pp. 87-95

Persistent link: https://www.econbiz.de/10011694854

Modeling and forecasting Saudi stock market volatility using wavelet methods

Tariq S. Alshammari; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 11, pp. 83-93

Persistent link: https://www.econbiz.de/10012671642

International implied volatility risk indexes and Saudi stock return-volatility predictabilities

Tissaoui, Kais; Azibi, Jamel - In: The North American journal of economics and finance : a … 47 (2019), pp. 65-84

Persistent link: https://www.econbiz.de/10012117812

Further evidence on bear market predictability : the role of the external finance premium

Chen, Nan-kuang; Chen, Shiu-sheng; Chou, Yu-Hsi - In: International review of economics & finance : IREF 50 (2017), pp. 106-121

Persistent link: https://www.econbiz.de/10011754115

Forecasting the realized volatility of stock markets with financial stress

Guo, Chuan; Feng, Yiyun - In: Journal of risk 25 (2022) 1, pp. 23-48

Persistent link: https://www.econbiz.de/10013549680

High-frequency data and stock-bond investing

Lai, Yu-Sheng - In: Journal of forecasting 41 (2022) 8, pp. 1623-1638

Persistent link: https://www.econbiz.de/10013465728

Effectiveness of volatility models in option pricing : evidence from recent financial upheavals

Singh, Vipul Kumar - In: Journal of advances in management research : JAMR 10 (2013) 3, pp. 352-375

Persistent link: https://www.econbiz.de/10010206639

The impact of investor sentiment on direction of stock price changes : evidence from the Polish stock market

Polak, Kamil - In: Journal of banking and financial economics 2 (2021) 16, pp. 72-90

The purpose of this research is to examine the impact of sentiment derived from news headlines on the direction of stock price changes. The study examines stocks listed on the WIG-banking sub-sector index on the Warsaw Stock Exchange. Two types of data were used: textual and market data. The...

Persistent link: https://www.econbiz.de/10012887921

Do macro shocks matter for equities?

Dison, Will; Theodoridis, Konstantinos - 2017

Persistent link: https://www.econbiz.de/10011912881

Predictability and herding of bourse volatility : an econophysics analogue

Ghosh, Bikramaditya; Krishna, Mysore Chidambareswaran; … - In: Investment management and financial innovations 15 (2018) 2, pp. 317-326

Persistent link: https://www.econbiz.de/10012055468

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