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Growing pains : the evolution of new stock index futures in emerging markets

Alan, Nazli Sila; Karagozoglu, Ahmet K.; Korkmaz, Sibel - In: Research in international business and finance 37 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011594984

News and idiosyncratic volatility : the public information processing hypothesis

Engle, Robert F.; Hansen, Martin Klint; Karagozoglu, … - In: Journal of financial econometrics 19 (2021) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012504316

Firm-level cybersecurity risk and idiosyncratic volatility

Alan, Nazli Sila; Karagozoglu, Ahmet K.; Zhou, Tianpeng - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 110-140

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The impact of listing Latin American ADRs on the risks and returns of the underlying shares

Martell, Terrence F.; Rodriguez, Luis; Webb, Gwendolyn P. - In: Global finance journal 10 (1999) 2, pp. 147-160

Persistent link: https://www.econbiz.de/10001493031

Bond review and rating change accouncements : an examination of informational value and market efficiency

Followill, Richard A. - In: Journal of economics and finance 21 (1997) 2, pp. 75-82

Persistent link: https://www.econbiz.de/10001249962

The intraday behavior of commodity futures prices

Martell, Terrence F. - In: The journal of futures markets 10 (1990) 6, pp. 661-671

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The performance of stocks that are reverse split

Martell, Terrence F.; Webb, Gwendolyn P. - In: Review of quantitative finance and accounting 30 (2008) 3, pp. 253-279

Persistent link: https://www.econbiz.de/10003711366

The Impact of Listing Latin American ADRs on the Risks and Returns of the Underlying Shares

Rodriguez, Luis - 2011

This paper examines the risks and returns of Latin American stocks following American depository receipt (ADR) listings in U.S. equity markets and finds no systematic change in their volatility. This finding differs from previous results for ADR introduction on European and Asian stocks,...

Persistent link: https://www.econbiz.de/10013132398