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Seasonality in the Thai stock market : the lottery effect

Surachai Chancharat; Wilaiporn Paisarn; Sattra Maporn - In: International journal of economic policy in emerging … 12 (2019) 6, pp. 542-555

Persistent link: https://www.econbiz.de/10012254767

Price limits and asymmetry of price dynamics : high frequency evidence from the Chinese stock market

Hou, Keqiang; Li, Xing; Zhong, Wei - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 7, pp. 1447-1461

Persistent link: https://www.econbiz.de/10012211645

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

Do lower foreign flows and higher domestic flows reduce indian equity market volatility?

Aggarwal, Vaibhav; Doifode, Adesh; Tiwary, Mrityunjay Kumar - In: Vision : the journal of business perspective 26 (2022) 4, pp. 461-470

Persistent link: https://www.econbiz.de/10014229671

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

Price discovery and volatility spillover with price limits in Chinese A-shares market : a truncated GARCH approach

Adcock, C. J.; Ye, C.; Yin, Shuxing; Zhang, Dalu - In: Journal of the Operational Research Society 70 (2019) 10, pp. 1709-1719

Persistent link: https://www.econbiz.de/10012214762

Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China

Wang, Donghua; Ding, Jin; Chu, Guoqing; Xu, Dinghai; … - In: Applied economics 53 (2021) 7, pp. 781-804

Persistent link: https://www.econbiz.de/10012416088

Are institutional investors the cause for volatile stock markets?

Singh, Amit Kumar; Jain, Srishti - In: Finance India : the quarterly journal of Indian … 37 (2023) 4, pp. 1149-1168

Persistent link: https://www.econbiz.de/10015188492

Asymmetric effects of long and short selling positions : evidence from US stock markets

Baidoo, Kwaku Boafo - In: Finance a úvěr 71 (2021) 4, pp. 306-322

Persistent link: https://www.econbiz.de/10012803400

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