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The predictive ability of consumer sentiment's volatility to the Malaysian stock market's volatility

Nathrah Yacob; Mahdzan, Nurul Shahnaz - In: Afro-Asian Journal of Finance and Accounting : AAJFA 4 (2014) 4, pp. 460-476

Persistent link: https://www.econbiz.de/10011457470

The dark side of trading

Dichev, Ilia D.; Huang, Kelly; Zhou, Dexin - In: Journal of accounting, auditing & finance 29 (2014) 4, pp. 492-518

Persistent link: https://www.econbiz.de/10010425512

Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market

Karunanayake, Indika - In: Review of applied economics 10 (2014) 1/2, pp. 83-97

Persistent link: https://www.econbiz.de/10010506487

Spatial tale of G-7 and BRICS stock markets during COVID-19 : an event study

Ledwani, Sanket; Chakraborty, Suman; Shenoy, Sandeep S. - In: Investment management and financial innovations 18 (2021) 2, pp. 20-36

Persistent link: https://www.econbiz.de/10012698109

Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market

Karunanayake, Indika - In: Journal of international economic review 9 (2016) 2, pp. 225-239

Persistent link: https://www.econbiz.de/10011673059

An empirical examination of the dissemination of equity price innovations between the emerging markets of Nordic-Baltic states and major advanced markets

Ajayi, Richard A.; Mehdian, Seyed M.; Stoica, Ovidiu - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 642-660

Persistent link: https://www.econbiz.de/10012123345

The effect of overconfidence behaviour on stock market volatility in Belgium

Anzian, Kouamé Marcel; Oyibo, Paul Vivien; Djeban, … - In: Theoretical and applied economics : GAER review 30 (2023) 3/636, pp. 131-146

Persistent link: https://www.econbiz.de/10014583859

Volatility regimes of selected central European stock returns : a Markov switching GARCH approach

Chocholatá, Michaela - In: Journal of business economics and management 23 (2022) 4, pp. 876-894

the behaviour of returns and their volatility during both the calm as well as various crises/turmoil periods. Besides the …-GJR-GARCH) were estimated in order to examine the volatility switches of the Central European transition stock markets. The t …-distribution of error terms was used to capture the dynamics of analysed returns more precisely. The results proved high volatility …

Persistent link: https://www.econbiz.de/10013499116

Asymmetrical linkages between foreign exchange and stock markets : empirical evidence through linear and non-linear ARDL

Luqman, Rabia; Kouser, Rehana - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-13

The symmetrical relationship between currency and equity markets has gained much attention among academicians and policy makers in the recent era. Many studies conducted on this relationship have concluded that there is short-run relationship between these variables and found less evidence about...

Persistent link: https://www.econbiz.de/10011895619

Stock market volatility and presidential election uncertainty : evidence from political futures markets

Bowes, David R. - In: The journal of applied business research 34 (2018) 1, pp. 143-150

Persistent link: https://www.econbiz.de/10011889825