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Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924

Testing of consistent trends in stock performance in the Nairobi securities exchange

Ndegwa, James N.; Kiweu, Josephat Mboya - In: DBA Africa management review 5 (2015) 2, pp. 212-221

Persistent link: https://www.econbiz.de/10012250738

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349

Persistent link: https://www.econbiz.de/10011583871

Estimating dynamic copula dependence using intraday data

Grossmass, Lidan; Poon, Ser-Huang - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 19 (2015) 4, pp. 501-529

Persistent link: https://www.econbiz.de/10011339412

Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach

Lee, Hyunchul - In: International review of economics & finance : IREF 75 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012692434

Comovement, liquidity and asymmetries

Xiong, James X. - In: Journal of investment management : JOIM 19 (2021) 1, pp. 90-108

Persistent link: https://www.econbiz.de/10012814373

Network analysis of search dynamics : the case of stock habitats

Leung, Alvin Chung Man; Agarwal, Ashish; Konana, Prabhudev - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2667-2687

Persistent link: https://www.econbiz.de/10011741410

Tan, Selin Duz - In: Borsa Istanbul Review 22 (2022) 4, pp. 812-827

This study shows how correlated information consumption (CIC) of retail investors relates to comovement in stock market … significant comovement in returns and liquidity of stocks within the resultant clusters. This comovement is linked but not … fund holdings, industries, and companies’ locations. This evidence suggests this comovement is in excess of what rational …

Persistent link: https://www.econbiz.de/10013334839

On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes

Berger, Theo; Uddin, Mohammed Gazi Salah - In: Energy economics 56 (2016), pp. 374-383

Persistent link: https://www.econbiz.de/10011664267