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Do political connections decrease the accuracy of stock analysts' recommendations in the Chinese stock market?
He, Feng; Ma, Yaming - In: Economic modelling 81 (2019), pp. 59-72
Persistent link: https://www.econbiz.de/10012201463
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Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris; Henry, Ólan Thomas John - In: Economic modelling 17 (2000) 4, pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
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Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.; Peel, David - In: Economic modelling 22 (2005) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
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Decoding market reactions : the certification role of EU-wide stress tests
Durrani, Agha; Ongena, Steven; Marques, Aurea Ponte - In: Economic modelling 139 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015189811
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Forecasting volatility in the Chinese stock market under model uncertainty
Li, Yong; Huang, Wei-ping; Zhang, Jie - In: Economic modelling 35 (2013), pp. 231-234
Persistent link: https://www.econbiz.de/10010259459
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Investor attention and stock market activity : evidence from France
Aouadi, Amal; Arouri, Mohamed; Teulon, Frédéric - In: Economic modelling 35 (2013), pp. 674-681
Persistent link: https://www.econbiz.de/10010336679
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Determinants of stock price bubbles
Narayan, Paresh Kumar; Mishra, Sagarika; Sharma, Susan … - In: Economic modelling 35 (2013), pp. 661-667
Persistent link: https://www.econbiz.de/10010336726
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617