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Volatility
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Brooks, Robert
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Australian journal of management
23
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ECONIS (ZBW)
23
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1
The effect of short selling on volatility and jumps
Ho, Glenn Kit Foong
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Australian journal of management
47
(
2022
)
1
,
pp. 34-52
Persistent link: https://www.econbiz.de/10012801592
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2
Information processing costs and stock price informativeness : evidence from the XBRL mandate
Huang, Yuyun
;
Shan, Yuan George
;
Yang, Wenling
- In:
Australian journal of management
46
(
2021
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10012485827
Saved in:
3
The role of implied volatility in liquidity provision
Cahill, Daniel
;
Fong, Kingsley
;
Wee, Marvin
;
Yang, Wenling
- In:
Australian journal of management
45
(
2020
)
1
,
pp. 45-71
Persistent link: https://www.econbiz.de/10012175233
Saved in:
4
Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
5
Social capital and idiosyncratic return volatility
Hasan, Mostafa Monzur
;
Habib, Ahsan
- In:
Australian journal of management
44
(
2019
)
1
,
pp. 3-31
Persistent link: https://www.econbiz.de/10011999368
Saved in:
6
Information and volatility linkages across energy and financial markets
Ding, Ashley
- In:
Australian journal of management
44
(
2019
)
4
,
pp. 594-613
Persistent link: https://www.econbiz.de/10012120793
Saved in:
7
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
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8
Delisted stocks and momentum : evidence from a new Australian dataset
Huynh, Thanh D.
;
Smith, Daniel R.
- In:
Australian journal of management
42
(
2017
)
1
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011774112
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9
Equilibrium approach of asset and option pricing under Lévy process and stochastic volatility
Li, Shuang
;
Zhou, Yanli
;
Wu, Yonghong
;
Ge, Xiangyu
- In:
Australian journal of management
42
(
2017
)
2
,
pp. 276-295
Persistent link: https://www.econbiz.de/10011774879
Saved in:
10
The pricing of idiosyncratic volatility : an Australian study
Liu, Bin
;
Di Iorio, Amalia
- In:
Australian journal of management
41
(
2016
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10011577340
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