Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
David Y. Aharon, Renatas Kizys, Zaghum Umar, Adam Zaremba
| Year of publication: |
2023
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|---|---|
| Authors: | Aharon, David Y. ; Kizys, Renatas ; Umar, Zaghum ; Zaremba, Adam |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-19
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| Subject: | GameStop | Return volatility | Short-interest index | Spillovers | Static and dynamic connectedness | Stock returns | WallStreetBets | Volatilität | Volatility | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Aktienindex | Stock index | Aktienmarkt | Stock market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101803 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014266177