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89
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43
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42
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39
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36
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33
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273
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106
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1
Macroeconomic news and intraday seasonal volatility in the cryptocurrency markets
Ben Omrane, Walid
;
Houidi, Fatma
;
Savaser, Tanseli
- In:
Applied economics
56
(
2024
)
38
,
pp. 4594-4610
Persistent link: https://www.econbiz.de/10014560361
Saved in:
2
Risk Budgeting portfolios : existence and computation
Cetingoz, Adil Rengim
;
Fermanian, Jean-David
;
Guéant, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 896-924
Persistent link: https://www.econbiz.de/10014565279
Saved in:
3
El Salvador: an analysis of the monetary integration law and the bitcoin law
Náñez, Sergio
;
Echarte Fernández, Miguel Ángel
; …
- In:
Brazilian journal of political economy
44
(
2024
)
1
,
pp. 189-209
Persistent link: https://www.econbiz.de/10014566883
Saved in:
4
The contagion between stock markets : evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic
Le Thi Minh Huong
- In:
Macroeconomics and finance in emerging market economies
17
(
2024
)
1
,
pp. 78-94
Persistent link: https://www.econbiz.de/10014511849
Saved in:
5
Does public sentiment impact stock price movements? : evidence from India
Banerjee, Aditya
;
Kundu, Sayantan
- In:
Journal of emerging market finance
23
(
2024
)
1
,
pp. 108-134
Persistent link: https://www.econbiz.de/10014633190
Saved in:
6
Feedback trading and its implications for return autocorrelations in India during COVID
Mukherjee, Paramita
;
Chatterjee, Rajashri
- In:
Journal of emerging market finance
23
(
2024
)
2
,
pp. 246-270
Persistent link: https://www.econbiz.de/10014633199
Saved in:
7
How the effective reproductive number impacts global stock markets
Kristjanpoller Rodríguez, Werner
;
Michell, Kevin
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1972-1987
Persistent link: https://www.econbiz.de/10014533382
Saved in:
8
Returns behavior of ESG ETFs in the COVID-19 market crash : are green funds more resilient?
ElBannan, Mona A.
- In:
The journal of corporate accounting & finance
35
(
2024
)
2
,
pp. 187-223
Persistent link: https://www.econbiz.de/10014535576
Saved in:
9
Macroeconomic fundamentals and the volatility of foreign investors' net purchase in Korean stock market
Lee, Jin
;
Lee, Hangyong
- In:
International economic journal
38
(
2024
)
1
,
pp. 150-165
Persistent link: https://www.econbiz.de/10014577801
Saved in:
10
Capital misallocation in Chinese industrial firms
Tang, Le
;
Zhang, Jun
;
Shen, Jim Huangnan
- In:
Scottish journal of political economy : the journal of …
71
(
2024
)
1
,
pp. 75-100
Persistent link: https://www.econbiz.de/10014484391
Saved in:
11
How different are monetary unions to national economies according to prices?
Glushenkova, Marina
;
Zachariadis, Marios
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 684-702
Persistent link: https://www.econbiz.de/10014469049
Saved in:
12
Business-specific risks and stock market volatility as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino
;
Husodo, Zaäfri Ananto
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 1-17)
.
2024
Persistent link: https://www.econbiz.de/10014457588
Saved in:
13
Response of stock return volatility to money market rates in Nigeria
Aleke, Stephen Friday
;
Irem, Collins Okechukwu
;
Ugwoke, …
- In:
African journal of economic and sustainable development
9
(
2024
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10014480323
Saved in:
14
The effect of technological developments on the stock market : evidence from emerging market
Celik, Mehmet Sinan
;
Ozturk, Mutlu Basaran
;
Haykir, Ozkan
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 118-121
Persistent link: https://www.econbiz.de/10014448256
Saved in:
15
The impact of deviations from soybean product crushing estimates on return and risk
Abdoh, Hussein
;
Chitavi, Michael
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 181-199
Persistent link: https://www.econbiz.de/10014517518
Saved in:
16
Price support policy and market price dynamics : the case of Indian wheat
Tripathi, Ashutosh Kumar
- In:
Agricultural economics : the journal of the …
55
(
2024
)
2
,
pp. 412-427
Persistent link: https://www.econbiz.de/10014517568
Saved in:
17
Default risk and option returns
Vasquez, Aurelio
;
Xiao, Xiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2144-2167
Persistent link: https://www.econbiz.de/10014519915
Saved in:
18
Effect of public stockholding on wheat price dynamics in India : a quantile autoregression approach
Tripathi, Ashutosh Kumar
;
Mishra, Ashok K.
- In:
The Australian journal of agricultural and resource …
68
(
2024
)
1
,
pp. 168-185
Persistent link: https://www.econbiz.de/10014466558
Saved in:
19
The isotropy of cryptocurrency volatility
Aiman Hairudin
;
Azhar Mohamad
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3779-3810
Persistent link: https://www.econbiz.de/10014635445
Saved in:
20
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
21
How does post-earnings announcement sentiment affect firms' dynamics? : new evidence from causal machine learning
Audrino, Francesco
;
Chassot, Jonathan
;
Huang, Chen
; …
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 575-604
Persistent link: https://www.econbiz.de/10015045165
Saved in:
22
Who profits from trading options?
Hu, Jianfeng
;
Kirilova, Antonia
;
Park, Seongkyu
;
Ryu, Doojin
- In:
Management science : journal of the Institute for …
70
(
2024
)
7
,
pp. 4742-4761
Persistent link: https://www.econbiz.de/10015046402
Saved in:
23
Structural change, information asymmetry and volatility in Indian stock market : evidence from pre-and-post-COVID-19 outbreak
Mohanasundaram, T.
;
Rizwana, M.
;
Sathyanarayana, S.
; …
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
3
,
pp. 412-431
Persistent link: https://www.econbiz.de/10014546120
Saved in:
24
Modelling price volatility in energy futures during Covid-19
Khatun, Yashmin
;
Digal, Sabat Kumar
;
Mahadik, Dushyant
- In:
International journal of trade and global markets
19
(
2024
)
1
,
pp. 85-109
Persistent link: https://www.econbiz.de/10015062749
Saved in:
25
Reversals and the returns to liquidity provision
Dai, Wei
;
Medhat, Mamdouh
;
Novy-Marx, Robert
;
Rizova, Savina
- In:
Financial analysts journal : FAJ
80
(
2024
)
2
,
pp. 122-151
Persistent link: https://www.econbiz.de/10014576176
Saved in:
26
Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility
Saxena, Shivam
;
Sikdar, Chandrima
- In:
Global business & economics review
31
(
2024
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10015060902
Saved in:
27
Modelling prices and volatilities in the sharing economy
Pérez Rodríguez, Jorge V.
;
Hernández, Juan M.
; …
- In:
Tourism economics : the business and finance of tourism …
30
(
2024
)
5
,
pp. 1189-1215
Persistent link: https://www.econbiz.de/10015056859
Saved in:
28
Volatility of FDI in Indian manufacturing sector
Jain, Esha
;
Banerji, Priyanka
;
Bansal, Jahanvi
- In:
International journal of business and globalisation : IJBG
36
(
2024
)
4
,
pp. 381-398
Persistent link: https://www.econbiz.de/10015063794
Saved in:
29
Day of week effect : an empirical study for Indian Stock Markets
Chawla, Vanitha
;
Shastri, Manjula
- In:
International journal of business and globalisation : IJBG
33
(
2023
)
3
,
pp. 326-343
Persistent link: https://www.econbiz.de/10014232807
Saved in:
30
An empirical analysis of structural breaks in world dry bulk shipping market
Dai, Lei
;
Jing, Danyue
;
Hu, Hao
;
Shi, Yifan
;
Lee, Seungwon
- In:
International journal of shipping and transport …
16
(
2023
)
1/2
,
pp. 141-153
Persistent link: https://www.econbiz.de/10013550365
Saved in:
31
Option pricing via breakeven volatility
Hull, Blair
;
Li, Anlong
;
Qiao, Xiao
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
Saved in:
32
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
33
Share return volatility during the COVID-19 pandemic in the Indonesia Stock Exchange
Fordian, Dian
;
Sam'un Jaja Raharja
- In:
International journal of trade and global markets
17
(
2023
)
3/4
,
pp. 307-318
Persistent link: https://www.econbiz.de/10014313088
Saved in:
34
War in Ukraine : the rational "wait-and-see" mode of global food markets
Legrand, Nicolas
- In:
Applied economic perspectives and policy
45
(
2023
)
2
,
pp. 626-644
Persistent link: https://www.econbiz.de/10014315381
Saved in:
35
Does commodity price volatility harm financial development? : evidence from developing commodity exporting countries
Houndoga, Fréjus-Ferry
;
Gabriel, Picone
- In:
Journal for studies in economics and econometrics : SEE
47
(
2023
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014319255
Saved in:
36
Average skewness in global equity markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
Saved in:
37
Capital-flow volatility in emerging markets : a panel GARCH approach
Kaya, Ahmet Ihsan
;
Erden, Lutfi
- In:
International finance : the only journal bridging the …
26
(
2023
)
2
,
pp. 172-188
Persistent link: https://www.econbiz.de/10014326572
Saved in:
38
Price discovery and risk management in asset class : a bibliometric analysis and research agenda
Gairola, Gaurav
;
Dey, Kushankur
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2320-2331
Persistent link: https://www.econbiz.de/10014365766
Saved in:
39
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
40
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
41
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
42
Foreign fund flows and equity prices during COVID-19 : evidence from India
Acharya, Viral V.
;
Anshuman, V. Ravi
;
Kumar, K. Kiran
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
8
,
pp. 2422-2439
Persistent link: https://www.econbiz.de/10014320988
Saved in:
43
An application of survival analysis to the impact of the COVID-19 epidemic on Thailand's stock market volatility
Khainsiri, Suchunya
;
Surachai Chancharat
- In:
International journal of monetary economics and finance …
16
(
2023
)
3/4
,
pp. 197-205
Persistent link: https://www.econbiz.de/10014321866
Saved in:
44
The VolCo index : a measure of the transition from pandemic to equity market
Wang, Kun
;
Han, Chuan-Hsiang
- In:
Applied economics letters
30
(
2023
)
15
,
pp. 2004-2008
Persistent link: https://www.econbiz.de/10014324852
Saved in:
45
Going with the crowd in volatile times : exposure to environmental variability increases people's preference for popular options
Tan, Lishi
;
Basu, Shankha
;
Savani, Krishna
- In:
Journal of behavioral decision making
36
(
2023
)
4
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014337236
Saved in:
46
Do the loss patterns of financial assets influence investors' perceived risk? : from the perspective of loss aversion
Sheu, Her-jiun
;
Lee, Hui-Tzu
;
Luo, Lieh-Ming
;
Lee, Chih-Wei
- In:
Journal of financial studies : JFS : the official …
31
(
2023
)
2
,
pp. 39-59
Persistent link: https://www.econbiz.de/10014339147
Saved in:
47
Is there an asymmetric effect of exchange rate volatility on exports and imports in the Central, East and Southeast European countries?
Kurtović, Safet
;
Maxhuni, Nehat
;
Halili, Blerim
; …
- In:
Post-communist economies
35
(
2023
)
6
,
pp. 597-618
Persistent link: https://www.econbiz.de/10014340395
Saved in:
48
Pattern, source, destination of volatilities in financial market and policy lessons
Rath, Prabhas Kumar
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014490409
Saved in:
49
The prospect and volatility of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
Saved in:
50
S&P 500 volatility, volatility regimes, and economic uncertainty
Adrangi, Bahram
;
Chatrath, Arjun
;
Raffiee, Kambiz
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1362-1387
Persistent link: https://www.econbiz.de/10014436045
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