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The effects of stock index futures trading on stock index volatility : an analysis of the asymmetric response of volatility to news
Antoniou, Antonios - In: The journal of futures markets 18 (1998) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10001239196
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The response of different investor types to macroeconomic news
Ikizlerli, Deniz; Holmes, Philip; Anderson, Keith - In: Journal of multinational financial management 50 (2019), pp. 13-28
Persistent link: https://www.econbiz.de/10012314502
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Does market openness mitigate the impact of culture? : an examination of international momentum profits and post-earnings-announcement drift
Guo, Jiaqi; Holmes, Philip - In: Journal of international financial markets, … 76 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013412771