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1
Bidirectional
volatility
transmission between stocks and bond in East Asia : the quantile estimates based on wavelets
Živkov, Dejan
;
Kovačević, Jelena
;
Stankov, Biljana
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10014288820
Saved in:
2
Modelling the relationship between future energy intraday
volatility
and trading volume with
wavelet
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Waël
- In:
Applied economics
49
(
2017
)
20
,
pp. 1981-1993
Persistent link: https://www.econbiz.de/10011817029
Saved in:
3
Investigating impact of
volatility
persistence and information inflow on
volatility
of stock indices using bivarite GJR-GARCH
Sinha, Pankaj
;
Agnihotri, Shalini
- In:
Global business review
17
(
2016
)
5
,
pp. 1145-1161
Persistent link: https://www.econbiz.de/10011644073
Saved in:
4
Impact of COVID-19 on the Saudi stock market : analysis of return,
volatility
and trading volume
Shaista Wasiuzzaman
- In:
The journal of asset management : a major new, …
23
(
2022
)
4
,
pp. 350-363
Persistent link: https://www.econbiz.de/10013392025
Saved in:
5
Examining the relationship between stock return
volatility
and trading volume : new evidence from an emerging economy
Bose, Shekar
;
Rahman, Hafizur
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1899-1908
Persistent link: https://www.econbiz.de/10010511945
Saved in:
6
No news is not good news: evidence from the intra-day return
volatility
-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar
;
Tian, Gary Gang
;
Xu, Min
; …
- In:
Journal of the Asia Pacific economy
18
(
2013
)
1
,
pp. 149-167
Persistent link: https://www.econbiz.de/10009713176
Saved in:
7
A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional
volatility
in the Tunisian stock market : evidenc...
Belhaj, Fethi
;
Abaoub, Ezzeddine
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 354-364
Persistent link: https://www.econbiz.de/10011453520
Saved in:
8
The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market
Baklaci, Hasan F.
;
Tunc, Gokce
;
Aydogan, Berna
;
Vardar, …
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
6
,
pp. 99-119
Persistent link: https://www.econbiz.de/10009563064
Saved in:
9
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
Saved in:
10
ARCH effects, trading volume and the information flow interpretation : empirical evidence from the Chinese stock markets
Wang, Renzeng
;
Chen, Jean J.
- In:
Journal of Chinese economic and business studies
10
(
2012
)
2
,
pp. 169-191
Persistent link: https://www.econbiz.de/10009570509
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