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Showing
11
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20
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331,742
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11
Response asymmetries in Asian stock markets
Doong, Shuh-Chyi
;
Yang, Sheng-Yung
;
Chiang, Thomas C.
- In:
Review of Pacific Basin financial markets and policies
8
(
2005
)
4
,
pp. 637-657
Persistent link: https://www.econbiz.de/10003280288
Saved in:
12
Return autocorrelations in the stock markets
Chen, Chun-Da
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 907-911
Persistent link: https://www.econbiz.de/10003855485
Saved in:
13
The effect of abnormal turnover on asymmetric autoregressive behavior of index returns : evidence from the Chinese a-share stock markets
Hsiao, Jung-lieh
;
Tu, Teng-tsai
- In:
Asia-Pacific journal of financial studies
41
(
2012
)
5
,
pp. 563-589
Persistent link: https://www.econbiz.de/10009665558
Saved in:
14
Interday drifts in opening stock returns
Kudryavtsev, Andrey
- In:
Theoretical and applied economics : GAER review
20
(
2013
)
11
,
pp. 53-72
Persistent link: https://www.econbiz.de/10010224752
Saved in:
15
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin
;
Pan, Sheng-Chieh
;
Tai, Xue-Ling
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Saved in:
16
Autocorrelated order-imbalance and price momentum in the stock market
Ravi, Rahul
;
Sha, Yuqing
- In:
International journal of economics and finance
6
(
2014
)
10
,
pp. 39-54
Persistent link: https://www.econbiz.de/10010421643
Saved in:
17
When do opening stock returns tend to be higher?
Kudryavtsev, Andrey
- In:
International economic journal
28
(
2014
)
3
,
pp. 445-458
Persistent link: https://www.econbiz.de/10010503503
Saved in:
18
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
Saved in:
19
Essays in financial economics : empirical research on the Japanese stock market
Iwasawa, Seiichiro
-
2003
Persistent link: https://www.econbiz.de/10003628392
Saved in:
20
Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming
;
Li, Zhao-Lai
;
You, Wan-hai
;
Zeng, Zhaofa
- In:
International review of financial analysis
40
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011475708
Saved in:
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