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subject:"Volatility"
~person:"Cai, Jun"
~person:"Kim, Suk-Joong"
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Search: subject_exact:"Self-fulfilling prophecy"
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Volatility
Ankündigungseffekt
24
Announcement effect
24
Volatilität
15
USA
13
United States
13
Australia
8
Australien
8
Exchange rate
8
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8
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6
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Cai, Jun
Kim, Suk-Joong
Caporale, Guglielmo Maria
29
Spagnolo, Fabio
24
Spagnolo, Nicola
24
Smales, Lee A.
15
Bollerslev, Tim
14
Hautsch, Nikolaus
14
Jiang, George J.
13
Ben Omrane, Walid
12
Hess, Dieter
10
Hussain, Syed Mujahid
10
Laakkonen, Helinä
9
Neely, Christopher J.
9
Corbet, Shaen
8
Veredas, David
8
Andersen, Torben
7
Evans, Kevin P.
7
Shi, Yanlin
7
Wójtowicz, Tomasz
7
Ehrmann, Michael
6
Frijns, Bart
6
Gurgul, Henryk
6
Ho, Kin-Yip
6
Kočenda, Evžen
6
Kutan, Ali Mustafa
6
Mauck, Nathan
6
Nikkinen, Jussi
6
Ramchander, Sanjay
6
Sahlström, Petri
6
Speight, Alan E. H.
6
Wang, George H. K.
6
Anagnostopoulou, Seraina C.
5
Born, Benjamin
5
Chan, Kam Fong
5
Engle, Robert F.
5
Füss, Roland
5
Gropp, Reint
5
Indriawan, Ivan
5
Jones, Charles M.
5
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
2
The journal of futures markets
2
Foreign exchange markets
1
Global banking, financial markets and crises
1
International review of financial analysis
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of international money and finance
1
Journal of multinational financial management
1
Pacific-Basin finance journal
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
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ECONIS (ZBW)
15
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1
The Impact of Domestic and International Monetary Policy News on U.S. and German Bank Stocks
Kim, Suk-Joong
-
2013
This paper investigates the impact of policy interest rate news from the U.S. Federal Reserve (Fed) and the European Central Bank (ECB) on stock returns and volatilities of U.S. NYSE and German DAX listed commercial banks. We find that Fed news has the most influence on both U.S. and German...
Persistent link: https://www.econbiz.de/10013075033
Saved in:
2
The efficiency of the information processing in the Australian dollar market : price discovery following scheduled and unscheduled news
Daniel, Lawrence
;
Kim, Suk-Joong
;
McKenzie, Michael D.
- In:
International review of financial analysis
32
(
2014
),
pp. 159-178
Persistent link: https://www.econbiz.de/10010461296
Saved in:
3
The impact of domestic and international monetary policy news on US and German bank stocks
Kim, Suk-Joong
;
Lee, Linda
;
Wu, Eliza
- In:
Global banking, financial markets and crises
,
(pp. 175-210)
.
2013
Persistent link: https://www.econbiz.de/10010231081
Saved in:
4
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
;
Cheung, Stephen Y. L.
;
Lee, Raymond Siu-kuen
; …
- In:
Foreign exchange markets
,
(pp. 180-200)
.
2005
Persistent link: https://www.econbiz.de/10003290903
Saved in:
5
Information-based trading in the treasury note interdealer broker market
Huang, Roger D.
;
Cai, Jun
;
Wang, Xiaozu
- In:
Journal of financial intermediation
11
(
2002
)
3
,
pp. 269-296
Persistent link: https://www.econbiz.de/10001718636
Saved in:
6
What moves German Bund futures contracts on the Eurex?
Ahn, Hee-joon
;
Cai, Jun
;
Cheung, Stephen Y. L.
- In:
The journal of futures markets
22
(
2002
)
7
,
pp. 679-696
Persistent link: https://www.econbiz.de/10001678562
Saved in:
7
What moves the gold market?
Cai, Jun
;
Cheung, Stephen Y. L.
;
Wong, Michael C. S.
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 257-278
Persistent link: https://www.econbiz.de/10001556711
Saved in:
8
'Once-in-a-generation' yen volatility in 1998 : fundamentals, intervention, and order flow
Cai, Jun
(
contributor
)
- In:
Journal of international money and finance
20
(
2001
)
3
,
pp. 327-347
Persistent link: https://www.econbiz.de/10001580063
Saved in:
9
International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong
;
Sheen, Jeffrey R.
- In:
Pacific-Basin finance journal
8
(
2000
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10001489406
Saved in:
10
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
Saved in:
1
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