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Explaining size effect for Indian stock market

Pandey, Asheesh; Sehgal, Sanjay - In: Asia-Pacific financial markets 23 (2016) 1, pp. 45-68

Persistent link: https://www.econbiz.de/10011619867

Bidirectional Modulation of Stock Return Changes by Firm Size : Evidence from Stock Market Reaction to FDI Announcements

Liu, Mei; Ma, Qing-Ping - 2022

as a proxy for stock return volatility, we find that firm size is negatively correlated with stock return volatility …

Persistent link: https://www.econbiz.de/10014238693

Do dividend initiations signal a reduction in risk? : evidence from the option market

Jones, Jeffrey S.; Gu, Jenny; Liu, Pu - In: Review of quantitative finance and accounting 42 (2014) 1, pp. 143-158

Persistent link: https://www.econbiz.de/10010345141

Firm uncertainty and corporate policies : the role of stock return skewness

Easterwood, John C.; Paye, Bradley S.; Xie, Yutong - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-25

Persistent link: https://www.econbiz.de/10012629716

Dividend initiations, increases and idiosyncratic volatility

Lee, Bong-soo; Mauck, Nathan - In: The journal of corporate finance : contracting, … 40 (2016), pp. 47-60

Persistent link: https://www.econbiz.de/10011595820

US stock market and macroeconomic factors

Jareño, Francisco; Negrut, Loredana - In: The journal of applied business research 32 (2016) 1, pp. 325-340

Persistent link: https://www.econbiz.de/10011436617

Markov regime-switching autoregressive model of stock market returns in Nigeria

Adejumo, Oluwasegun A.; Albert, Seno; Asemota, Omorogbe J. - In: CBN journal of applied statistics 11 (2020) 2, pp. 65-83

studyanalyzes the stock market volatility in three distinct regimes (accumulation or distri-bution - regime 1; big-move - regime 2 …

Persistent link: https://www.econbiz.de/10012513279

Stock market visualization

Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 5 (2018) 1, pp. 35-140

Persistent link: https://www.econbiz.de/10012229145

Volatility experience of major world stock markets

Mallikarjuna, M.; Rao, R. Prabhakara - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 35-52

Persistent link: https://www.econbiz.de/10012431889

Return and volatility spillovers between Nigeria and selected stock markets : evidence from a diagonal BEKK-AMGARCH model

Karimo, Tari Moses; Ochoche, Abraham; Atoi, Ngozi Victor - In: West African journal of monetary and economic integration 22 (2022) 2, pp. 1-23

The study examines returns spillover, shock, and volatility transmission between Nigeria and selected global stock … benefit from diversification into Nigeria and Japan markets. Except for China and Hong Kong, volatility is relatively more …

Persistent link: https://www.econbiz.de/10014516032