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A variance decomposition for s...
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A new stock-price bubble with stochastically deflating trajectories
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Applied economics letters
25
(
2018
)
15
,
pp. 1091-1096
Persistent link: https://www.econbiz.de/10012132351
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2
Cyclicality of stock market volatility
You, Yu
;
Liu, Xiaochun
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 645-649
Persistent link: https://www.econbiz.de/10012204297
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3
Does investor sentiment affect stock price crash risk?
Cui, Huijie
;
Zhang, Yanan
- In:
Applied economics letters
27
(
2020
)
7
,
pp. 564-568
Persistent link: https://www.econbiz.de/10012205732
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4
Factor-augmented HAR model improves realized volatility forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
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5
Sentiment's effect on the variance of stock returns
Olson, Eric
;
Nowak, Adam
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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6
Asymmetric effects of economic policy uncertainty on stock returns under different market conditions : evidence from G7 stock markets
Huang, Wei-Qiang
;
Liu, Peipei
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 780-784
Persistent link: https://www.econbiz.de/10013411772
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7
On the predictability of daytime and night-time yen/dollar exchange rates
Fukuda, Shin'ichi
- In:
Applied economics letters
23
(
2016
)
7/9
,
pp. 618-622
Persistent link: https://www.econbiz.de/10011628029
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8
Volatility, maturity and volume in the Indian metals futures
Pati, Pratap Chandra
- In:
Applied economics letters
25
(
2018
)
10
,
pp. 674-680
Persistent link: https://www.econbiz.de/10012129793
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9
Do different time horizons in the volatility of the US stock market significantly affect the China ETF market?
Nie, He
;
Jiang, Yonghong
;
Yang, Baoqing
- In:
Applied economics letters
25
(
2018
)
11
,
pp. 747-751
Persistent link: https://www.econbiz.de/10012129834
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Asymmetric effect of margin-trading activities on price crashes : evidence from Chinese stock market
Lv, Dayong
;
Ruan, Qingsong
- In:
Applied economics letters
25
(
2018
)
13
,
pp. 900-904
Persistent link: https://www.econbiz.de/10012131120
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