Similar Search Results

Price limit bands, risk-return trade-offand asymmetric volatility : evidence fromTunisian Stock Exchange sectors

Mnari, Othman; Faouel, Bassma - In: Economics and business review 10 (2024) 3, pp. 142-162

Persistent link: https://www.econbiz.de/10015138229

Which model performs better while forecasting stock market volatility? : answer for Dhaka Stock Exchange (DSE)

Abdullah, S. M.; Kabir, Mohammod Akbar; Jahan, Kawsar; … - In: Theoretical economics letters 8 (2018) 14, pp. 3203-3222

Persistent link: https://www.econbiz.de/10011955144

The relationship between financial liberalization and stock market volatility : the mediating role of financial crises

Rejeba, Aymen Ben; Boughrara, Adel - In: Journal of economic policy reform 17 (2014) 1, pp. 46-70

Persistent link: https://www.econbiz.de/10010358410

How financial liberalization impacts stock market volatility in Africa : evidence from Nigeria

Adeyeye, Patrick Olufemi; Aluko, Olufemi Adewale; … - In: Investment management and financial innovations 14 (2017) 3, pp. 291-301

Persistent link: https://www.econbiz.de/10011873751

Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015

Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109

Persistent link: https://www.econbiz.de/10012665548

The Impact of Short Selling on Intraday Volatility : Evidence From the Istanbul Stock Exchange

Cankaya, Serkan - 2013

This paper examines the interrelation between short selling and volatility as differing from previous research in that … beginning of opening sessions, which significantly impacts the volatility of the market for the rest of the trading day …

Persistent link: https://www.econbiz.de/10013089256

Macroeconomic variables and Dhaka stock exchange returns: an application of autoregressive distributed lag bounds testing approach

Islam, K. M. Zahidul; Alam, Md. Nahid - In: Journal of economic cooperation & development 40 (2019) 4, pp. 75-108

Persistent link: https://www.econbiz.de/10012314741

Day of the week effect anomaly in Dhaka Stock Exchange post crisis period : evidence from Bangladesh capital market

Hossain, Md Arafat; Biglari, Vahid - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 4, pp. 537-553

Persistent link: https://www.econbiz.de/10012316093

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

Flight to liquidity on the Tokyo stock exchange during the 2008 share market crashes

Maeda, Brooke Alexandra - In: International journal of economics and financial issues … 5 (2015) 3, pp. 790-801

Persistent link: https://www.econbiz.de/10011454374