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Do SMEs listed on the alternative investment market outperform SMEs listed on Euronext?

Akala, Imanou; Pozniak, Laetitia - In: The international journal of business and finance … 17 (2023) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10014492344

Influence of non-monetary information signals of the USA on the Ukrainian stock market volatility

Pavlov, Roman; Pavlova, Tetiana; Lemberg, Anna; … - In: Investment management and financial innovations 16 (2019) 1, pp. 319-333

Persistent link: https://www.econbiz.de/10012056175

US corporate bond returns : a study of market anomalies based on broad industry groups

Nippani, Srinivas; Arize, Augustine Chuck - In: Review of financial economics : RFE 17 (2008) 3, pp. 157-171

Persistent link: https://www.econbiz.de/10003759717

Liquidity and returns : the impact of inclusion into the S&P 500 index

Chordia, Tarun - In: Stock market liquidity : implications for market …, (pp. 359-386). 2008

Persistent link: https://www.econbiz.de/10003650789

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...