Similar Search Results

Extreme spillovers of VIX fear index to international equity markets

Massaporn Cheuathonghua; Chaiyuth Padungsaksawasdi; … - In: Financial markets and portfolio management 33 (2019) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012018353

Do sentiment indices impact the premium of prominent pricing factors?

Sadhwani, Ranjeeta; Rajput, Suresh Kumar Oad; Habibah, Ume - In: Cogent economics & finance 6 (2018) 1, pp. 1-50

pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less … indices (Market Rally and Bull Market), and also have a significant correlation with VIX representing downside risk …

Persistent link: https://www.econbiz.de/10012023268

On stock price overreactions : frequency, seasonality and information content

Caporale, Guglielmo Maria; Plastun, Alex - 2018

Persistent link: https://www.econbiz.de/10011995735

Market volatility and stock returns : the role of liquidity providers

Chung, Kee H.; Chuwonganant, Chairat - In: Journal of financial markets 37 (2018), pp. 17-34

Persistent link: https://www.econbiz.de/10012001008

Idiosyncratic volatility, the VIX and stock returns

Qadan, Mahmoud; Kliger, Doron; Chen, Nir - In: The North American journal of economics and finance : a … 47 (2019), pp. 431-441

Persistent link: https://www.econbiz.de/10012120113

Hedge fund returns and uncertainty

Krause, Timothy A. - In: The North American journal of economics and finance : a … 47 (2019), pp. 597-601

Persistent link: https://www.econbiz.de/10012120133

Global equity market volatility spillovers : a broader role for the United States

Buncic, Daniel; Gisler, Katja Ida Maria - In: International journal of forecasting 32 (2016) 4, pp. 1317-1339

Persistent link: https://www.econbiz.de/10011622159

Implied volatility index for the Norwegian equity market

Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141

Persistent link: https://www.econbiz.de/10011624091

Asymmetries of the intraday return-volatility relation

Badshah, Ihsan Ullah; Frijns, Bart; Knif, Johan; … - In: International review of financial analysis 48 (2016), pp. 182-192

Persistent link: https://www.econbiz.de/10011624483

Investor sentiment and aggregate volatility pricing

Labidi, Chiraz; Yaakoubi, Soumaya - In: The quarterly review of economics and finance : journal … 61 (2016), pp. 53-63

Persistent link: https://www.econbiz.de/10011627506

A service of the

zbw