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Intraday volume : volatility relation of the DOW : a behavioral interpretation
Darrat, Ali F.; Rahman, Shafiqur; Zhong, Maosen - In: Advances in quantitative analysis of finance and … 6 (2008), pp. 117-125
Persistent link: https://www.econbiz.de/10003733858
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Kapitalmarktfaktor Moral? : Kursimplikation ethisch relevanter Aspekte auf dem Kapitalmarkt
Hawliczek, Jens W. - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003734282
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Indexing and stock price efficiency
Qin, Nan; Singal, Vijay - In: Financial management 44 (2015) 4, pp. 875-904
Persistent link: https://www.econbiz.de/10011480549
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U.S. monetary policy indicators and international stock returns : 1970 - 2001
Mann, Thomas; Atra, Robert J.; Dowen, Richard J. - In: International review of financial analysis 13 (2004) 4, pp. 543-558
Persistent link: https://www.econbiz.de/10002224949
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Estimation of value-at-risk under jump dynamics and asymmetric information
Chiu, Chien-liang; Lee, Ming-chih; Hung, Jui-cheng - In: Applied financial economics 15 (2005) 15, pp. 1095-1106
Persistent link: https://www.econbiz.de/10003213436
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Can macroeconomic variables explain long term stock market movements? : A comparison of the US and Japan
Humpe, Andreas; Macmillan, Peter - 2005
Persistent link: https://www.econbiz.de/10003140241
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Two centuries of bull and bear market cycles
Meza González, Liliana; Powell, John Gregory; Shi, Jing; … - In: International review of economics & finance : IREF 14 (2005) 4, pp. 469-486
Persistent link: https://www.econbiz.de/10003195751
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Can macroeconomic variables explain long term stock market movements? : A comparison of the US and Japan
Humpe, Andreas (contributor); Macmillan, Peter (contributor) - 2005
Persistent link: https://www.econbiz.de/10003198927
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The Warsaw Stock Exchange index WIG : modelling and forecasting
Wdowinski, Piotr (contributor);  … - 2005
In this paper we have assessed an influence of the NYSE Stock Exchange indexes (DJIA and NASDAQ) and European Stock indexes (DAX and FTSE) on the Warsaw Stock Exchange index WIG within a framework of a GARCH model. By applying a procedure of checking predictive quality of econometric models as...
Persistent link: https://www.econbiz.de/10003202866
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de; Raunig, Burkhard - In: The European journal of finance 11 (2005) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10002841826