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Nonlinearity matters : the stock price : trading volume relation revisited
Behrendt, Simon; Schmidt, Alexander - In: Economic modelling 98 (2021), pp. 371-385
Persistent link: https://www.econbiz.de/10012793999
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Detection of high and low states in stock market returns with MCMC method in a Markov switching model
Rey, Clément; Rey, Serge; Viala, Jean-Renaud - In: Economic modelling 41 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010438390
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Examining Chinese volume-volatility nexus : a regime-switching perspective
Wang, Zhenxin; Wang, Shaoping; Yan, Yayi; Xia, Yingcun - In: Economic modelling 144 (2025), pp. 1-12
Persistent link: https://www.econbiz.de/10015195150
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Assessing the impacts of oil price fluctuations on stock returns in emerging markets
Aloui, Chaker; Nguyen, Duc Khuong; Njeh, Hassen - In: Economic modelling 29 (2012) 6, pp. 2686-2695
Persistent link: https://www.econbiz.de/10009673622
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Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader - In: Economic modelling 29 (2012) 2, pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
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A two-regime threshold model with conditional skewed Student t distributions for stock returns
Massacci, Daniele - In: Economic modelling 43 (2014), pp. 9-20
Persistent link: https://www.econbiz.de/10010500997
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R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea - In: Economic modelling 55 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
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Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis
Zhou, Zhongbao; Jiang, Yong; Liu, Yang; Lin, Ling; Liu, Qing - In: Economic modelling 80 (2019), pp. 352-382
Persistent link: https://www.econbiz.de/10012200710
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Firm-specific investor sentiment for the Chinese stock market
Li, Yan; Li, Weiping - In: Economic modelling 97 (2021), pp. 231-246
Persistent link: https://www.econbiz.de/10012793415
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Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna; Wójtowicz, Tomasz; Zaremba, Adam - In: Economic modelling 124 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463293