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The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng - In: Applied economics 55 (2023) 48, pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
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Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz; Wei, Xiaopeng - In: Applied economics 55 (2023) 51, pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
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Momentum and reversal : information from prior returns
Kolari, James W.; Shin, Sang-Ook - In: Applied economics 56 (2024) 3, pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
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Salience in beta anomaly
Li, Xiaofang; Li, Daye; Yi, Kefu; Men, Ming - In: Applied economics 55 (2023) 55, pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
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Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef; Christie-David, Rohan; Koslowsky, David - In: Applied economics 54 (2022) 13, pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
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Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan; Lien, Da-hsiang Donald; Roh, Tai-Yong; … - In: Applied economics 52 (2020) 40, pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
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Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua; Ding, Jin; Chu, Guoqing; Xu, Dinghai; … - In: Applied economics 53 (2021) 7, pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad; Naghshineh A., Omid; Salavati, Erfan; … - In: Applied economics 53 (2021) 43, pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
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Speculation and food-grain prices
Lawson, Joshua; Alam, Md Rafayet; Etienne, Xiaoli Liao - In: Applied economics 53 (2021) 20, pp. 2305-2321
Persistent link: https://www.econbiz.de/10012501199