Search Results

Narrow search

Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Global business & economics review 26 (2022) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10012798074

Informational role of futures volume for spot volatility

Rastogi, Shailesh; Tripathi, Vikas; Kuknor, Sunaina - In: Pacific accounting review 34 (2022) 1, pp. 49-69

Persistent link: https://www.econbiz.de/10012798318

Intraday patterns of price clustering in Bitcoin

Tanizaki, Hisashi - In: Financial innovation : FIN 8 (2022), pp. 1-25

In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in the Japanese yen (JPY). It answers two questions using tick-by-tick data. The first is whether price clustering exists in BTC/JPY transactions, and the other is how the scale of...

Persistent link: https://www.econbiz.de/10012798841

The complex relationship between inflation and equity returns

Liu, Jinan; Serletis, Apostolos - In: Journal of economic studies 49 (2022) 1, pp. 159-184

Persistent link: https://www.econbiz.de/10012798614

The role of precious metals in extreme market conditions : evidence from stock markets

Uyar, Sinem Guler Kangalli; Uyar, Umut; Balkan, Emrah - In: Studies in economics and finance 39 (2022) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10012798498

The long-term effects of section transfers on return volatility : intraday and overnight periods

Abo, Rodrigue Majoie - In: Studies in economics and finance 39 (2022) 1, pp. 79-97

Persistent link: https://www.econbiz.de/10012798499

Bitcoin-specific fear sentiment matters in the COVID-19 outbreak

Polat, Ali Yavuz; Aysan, Ahmet Faruk; Tekin, Hasan; … - In: Studies in economics and finance 39 (2022) 1, pp. 98-110

Persistent link: https://www.econbiz.de/10012798501

The determinants of the COVID-19 related stock price overreaction and volatility

Sun, Yiyang Val; Liu, Bin; Prodromou, Tina - In: Studies in economics and finance 39 (2022) 1, pp. 125-149

Persistent link: https://www.econbiz.de/10012798504

Endogenous separations, wage rigidities, and unemployment volatility

Carlsson, Mikael; Westermark, Andreas - In: American economic journal / Macroeconomics 14 (2022) 1, pp. 332-354

Persistent link: https://www.econbiz.de/10012799539

Controlled currency regime and pricing of exchange rate risk : evidence from China

Hua, Xiuping; Huang, Wei; Jiang, Ying - In: Journal of accounting, auditing & finance : JAAF 37 (2022) 1, pp. 39-76

Persistent link: https://www.econbiz.de/10012794264

A service of the

zbw