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Estimating efficiency of stock return with interval data

Phachongchit Tibprasorn; Chatchai Khiewngamdee; … - In: Robustness in econometrics, (pp. 667-678). 2017

Persistent link: https://www.econbiz.de/10011802007

Investigating the day-of-the-week effect on bitcoin returns

Bursa, Nurbanu - In: Cryptocurrencies in all aspects, (pp. 207-214). 2019

Persistent link: https://www.econbiz.de/10012108574

Construction and backtesting of a multi-factor stress-scenario for the stock market

Boldyrev, Kirill; Andrianov, Dmitry; Ivliev, Sergey - In: Financial econometrics and empirical market microstructure, (pp. 37-45). 2015

Persistent link: https://www.econbiz.de/10011326724

Financial industry and oil price volatility : an analysis on Central and Eastern Europe

Vrinceanu, Georgiana; Horobet, Alexandra; Popescu, Consuela - In: The changing financial landscape : financial …, (pp. 41-63). 2021

the financial industry, as well as Brent crude oil prices, to estimate a two-stage GARCH (1,1) to capture the effects of … temporal dependence in oil prices volatility on financial industry firms’ returns. The GARCH model is complemented by Granger …

Persistent link: https://www.econbiz.de/10012805648

The impact of quantitative easing on stock market : evidence from Greece

Karagiannopoulou, Sofia; Patsis, Paris; Sariannidis, … - In: Business Development and Economic Governance in …, (pp. 297-313). 2022

Persistent link: https://www.econbiz.de/10013415082

The impact of market uncertainty on the systematic risk of clean energy stocks

Sadorsky, Perry A. - In: Applications in Energy Finance : The Energy Sector, …, (pp. 171-193). 2022

Persistent link: https://www.econbiz.de/10013283201

Collective affects and speculative bubbles in financial markets : a spinozist perspective

Bourghelle, David; Rozin, Philippe - In: Rethinking finance in the face of new challenges, (pp. 225-244). 2021

Persistent link: https://www.econbiz.de/10013186888

Determination of the sensitivity of stock index to macroeconomic and psychological factors by MARS method

Yıldız, Münevvere; Özdemir, Letife - In: Insurance and risk management for disruptions in …, (pp. 81-105). 2022

Persistent link: https://www.econbiz.de/10013191571