Similar Search Results

Realized volatility, jump and beta : evidence from Canadian stock market

Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397

Persistent link: https://www.econbiz.de/10012697913

Football and stock market performance correlation : evidence from Italy

Botoc, Claudiu; Mihancea, Eugen; Molcut, Alin - In: Scientific Annals of Economics and Business 66 (2019) 4, pp. 525-539

Persistent link: https://www.econbiz.de/10012405926

Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346

Persistent link: https://www.econbiz.de/10012244323

Testing of consistent trends in stock performance in the Nairobi securities exchange

Ndegwa, James N.; Kiweu, Josephat Mboya - In: DBA Africa management review 5 (2015) 2, pp. 212-221

Persistent link: https://www.econbiz.de/10012250738

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

Modeling time-varying correlations in volatility between BRICS and commodity markets

Kang, Sang Hoon; McIver, Ron; Yoon, Seong-min - In: Emerging markets finance & trade : a journal of the … 52 (2016) 7/9, pp. 1698-1723

Persistent link: https://www.econbiz.de/10011594437

Herd behaviour and market efficiency : evidence from the Iberian stock exchanges

Curto, José Dias; Falcão, Pedro Fontes; Braga, André … - In: Journal of advanced studies in finance : JASF 8 (2017) 2/16, pp. 81-93

Persistent link: https://www.econbiz.de/10011883264

Analysing stock market data : market sentiment approach and its measures

Moseki, K. K.; Rao, K. S. Madhava - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

between studying financial data in terms of the concept of volatility and in rapport to analysing financial data in terms of …

Persistent link: https://www.econbiz.de/10011884554

Asymmetry effects in volatility on the the major European stock markets : the EGARCH based approach

Olbrys, Joanna; Majewska, Elzbieta - In: Quantitative finance and economics 1 (2017) 4, pp. 411-427

Persistent link: https://www.econbiz.de/10012137861

Political news and stock market reactions : evidence from Turkey over the period 2008-2017

Karime, Sleiman; Sayilir, Özlem - In: International journal of management and economics 55 (2019) 2, pp. 83-98

volatility of Borsa Istanbul 100 Index (BIST-100). Sample data cover the period from January 2008 to December 2017. The main … nonlinear volatility models (symmetric and asymmetric Generalized AutoRegressive Conditional Heteroskedasticity [GARCH …]-type models) were used to model and estimate BIST-100 volatility in response to political news. The findings of the paper …

Persistent link: https://www.econbiz.de/10012131511