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  • Search: subject:"Expected volatility"
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Subject
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ARCH model 1 ARCH-Modell 1 Börsenkurs 1 Corporate disclosure 1 Disclosure 1 Expected volatility 1 Forecast 1 Forecasting model 1 GARCH 1 Management forecasts 1 Prognose 1 Prognoseverfahren 1 Share price 1 Unternehmenspublizität 1 Volatility 1 Volatility forecasting 1 Volatilität 1 autocorrelation 1 conditional volatility 1 expected volatility 1 unexpected volatility 1 volatility integration 1 world equity market 1
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Ellahie, Atif 1 KUMAR, Rakesh 1 Peng, Xiaoxia 1 TAMIMI, Mohammad 1
Published in...
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Journal of Applied Research in Finance Bi-Annually 1 Review of accounting studies 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Management forecasts of volatility
Ellahie, Atif; Peng, Xiaoxia - In: Review of accounting studies 26 (2021) 2, pp. 620-655
Persistent link: https://www.econbiz.de/10012549008
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IMPACT OF CRUDE OIL PRICE VOLATILITY ON WORLD EQUITY MARKETS BEHARVIUR
KUMAR, Rakesh; TAMIMI, Mohammad - In: Journal of Applied Research in Finance Bi-Annually III (2011) 2, pp. 236-248
In the age of globalization, it has become very important to find out the economic and non-variables which are significantly responsible for volatility in stock markets. Investors have become largely sensitive to these factors which results in change their investment strategy at the time of...
Persistent link: https://www.econbiz.de/10010742138
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