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Is bad news cause of asymmetric volatility response? A note

Blasco, N.; Corredor, P.; Santamaria, R. - In: Applied Economics 34 (2002) 10, pp. 1227-1231

This article uses a direct test of the impact of economic news on stock volatility. The main interest is to test whether the asymmetric response of volatility can be due to the effect of bad news. To do this, this study takes items of news into account as exogenous variables. The analysis is...

Persistent link: https://www.econbiz.de/10009209996

Is there an expiration effect in the bitcoin market?

Blasco, Natividad; Corredor, Pilar; Satrústegui, N. - In: International review of economics & finance : IREF 85 (2023), pp. 647-663

Persistent link: https://www.econbiz.de/10014428247

When and where are informed traders? : what is their relationship with analysts in the price discovery process?

Blasco, Natividad; Corredor, Pilar - In: The journal of behavioral finance : a publication of … 17 (2016) 4, pp. 352-364

Persistent link: https://www.econbiz.de/10011698954

Can agents sensitive to cultural, organizational and environmental issues avoid herding?

Blasco, Natividad; Corredor, Pilar; Ferreruela, Sandra - In: Finance research letters 22 (2017), pp. 114-121

Persistent link: https://www.econbiz.de/10011807992

How do analysts deal with hard-to-value firms? : evidence of herding

Blasco, Natividad; Corredor, Pilar; Ferrer, Elena - In: Spanish journal of finance and accounting 45 (2016) 171, pp. 327-344

Persistent link: https://www.econbiz.de/10011672338

The information environment, informed trading, and volatility

Blasco, Natividad; Corredor, Pilar - In: The journal of behavioral finance : a publication of … 18 (2017) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10012008698

Analysts herding : when does sentiment matter?

Blasco, Natividad; Corredor, Pilar; Ferrer, Elena - In: Applied economics 50 (2018) 51, pp. 5495-5509

Persistent link: https://www.econbiz.de/10012062252

If the bitcoin market grows, size matters

Blasco, Natividad; Corredor, Pilar - In: Applied economics letters 29 (2022) 11, pp. 983-987

Persistent link: https://www.econbiz.de/10013412008

Transaction costs, arbitrage, and volatility spillover: a note

Arago, V.; Corredor, P.; Santamaria, R. - In: International Review of Economics & Finance 12 (2003) 3, pp. 399-415

Persistent link: https://www.econbiz.de/10005205462

Momentum and default risk : some results using the jump component

González-Urteaga, Ana; Muga, Luis; Santamaría … - In: International review of financial analysis 40 (2015), pp. 185-193

Persistent link: https://www.econbiz.de/10011475738