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High-frequency trading, stock volatility, and intraday crashes

Ben Ammar, Imen; Hellara, Slaheddine - In: The quarterly review of economics and finance : journal … 84 (2022), pp. 337-344

Persistent link: https://www.econbiz.de/10013334894

Renewable energy stocks forecast using Twitter investor sentiment and deep learning

Herrera, Gabriel Paes; Oliveira, Michel Angelo … - In: Energy economics 114 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013477442

Fourier transform based LSTM stock prediction model under oil shocks

Ren, Xiaohang; Xu, Weixia; Duan, Kun - In: Quantitative finance and economics 6 (2022) 2, pp. 342-358

Persistent link: https://www.econbiz.de/10013498994

International commodity-market tail risk and stock volatility

Zhong, Juandan; Long, Huaigang; Ma, Feng; Wang, Jiqian - In: Applied economics 55 (2023) 49, pp. 5790-5799

Persistent link: https://www.econbiz.de/10014335790

Political preferences and stock markets

Phuc Lam Thy Nguyen; Alsakka, Rasha; Mantovan, Noemi - In: International review of financial analysis 90 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014470867

Stock market volatility and Russia-Ukraine conflict

Wu, Feng-lin; Zhan, Xu-dong; Zhou, Jia-qi; Wang, Ming-hui - In: Finance research letters 55 (2023) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014473312

Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns

Doblas, Mark P.; Natarajan, Vinodh Kesavaraj; Sankar, … - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636

Persistent link: https://www.econbiz.de/10014424552

More attention and better volatility forecast accuracy : how does war attention affect stock volatility predictability?

Liang, Chao; Wang, Lu; Duy Duong - In: Journal of economic behavior & organization 218 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014552793

The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model

Zhang, Feipeng; Gao, Hongfu; Yuan, Di - In: Journal of commodity markets : JCM 35 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015077268

Will the aviation industry have a bright future after the COVID-19 outbreak? : evidence from Chinese airport shipping sector

Liu, Jingxuan; Qiao, Ping; Ding, Jian; Hankinson, Luke; … - In: Journal of risk and financial management : JRFM 13 (2020) 11/276, pp. 1-14

hit. This study focuses on the volatility estimation of stock indexes in the Chinese Airport Shipping Set (ASS) at … that (1) the holistic volatility of Airport Shipping Set Index (ASSI) increases relative to the pre-COVID period; (2 …) volatility of airport stocks has crucial differences, while the volatility of shipping stocks is similar; (3) there are different …

Persistent link: https://www.econbiz.de/10012388774