Search Results - subject:"Stock Volatility"

Forecasting crude oil volatility and stock volatility : new evidence from the quantile autoregressive model

Chen, Yan; Zhang, Lei; Zhang, Feipeng - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015135066

On the different impact of local and national sources of policy uncertainty on sectoral stock volatility

Sabani, Nazmie; Bales, Stephan; Burghof, Hans-Peter - In: Research in international business and finance 72 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015065744

The asymmetric effect of G7 stock market volatility on predicting oil price volatility : evidence from quantile autoregression model

Zhang, Feipeng; Gao, Hongfu; Yuan, Di - In: Journal of commodity markets : JCM 35 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015077268

Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period

Jiang, Yong; Al-Nassar, Nassar S.; Ren, Yi-Shuai; Ma, … - In: Research in international business and finance 70 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015056938

Impact of COVID-19 lockdowns on retail stock trading patterns

Sigalas, Christos - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-21

The purpose of this paper is to explore the impact of the first wave of COVID-19 lockdowns on retail stock trading patterns, at a transnational level. Cross-sectional empirical research was utilized with five samples of public companies from the US, Europe, Asia, and blended equity capital...

Persistent link: https://www.econbiz.de/10015074871

Impact of COVID-19 lockdowns on retail stock trading patterns

Sigalas, Christos - In: Cogent economics & finance 11 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014500708

Behavioral economics : who are the investors with the most sustainable stock happiness, and why? : low aspiration, external control, and country domicile may save your lives : monetary wisdom

Tang, Ningyu; Li, Zhen; Chen, Jingqiu; Tang, Thomas Li-Ping - In: Asian journal of business ethics : AJBE 11 (2022) 2, pp. 359-397

Persistent link: https://www.econbiz.de/10013489777

Fourier transform based LSTM stock prediction model under oil shocks

Ren, Xiaohang; Xu, Weixia; Duan, Kun - In: Quantitative finance and economics 6 (2022) 2, pp. 342-358

Persistent link: https://www.econbiz.de/10013498994

Global economic policy uncertainty and stock volatility : evidence from emerging economies

Yu, Xiaoling; Huang, Yirong; Xiao, Kaitian - 2021

We investigate the impact of the global economic policy uncertainty (GEPU) on stock volatility for nine emerging …-MIDAS approach to connect low-frequency GEPU data and high-frequency stock data, assuming that GEPU affects stock volatility via the … in-sample estimation results, we find that GEPU has empirically significant impact on stock volatility for the nine …

Persistent link: https://www.econbiz.de/10013174316

Global economic policy uncertainty and stock volatility: Evidence from emerging economies

Yu, Xiaoling; Huang, Yirong; Xiao, Kaitian - In: Journal of Applied Economics 24 (2021) 1, pp. 416-440

Persistent link: https://www.econbiz.de/10015334141