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Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213
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Asymmetric dynamics of stock price continuation
Huang, Alex - In: Journal of banking & finance 36 (2012) 6, pp. 1839-1855
Persistent link: https://www.econbiz.de/10009616381
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Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex - In: Computational economics 37 (2011) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
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Impacts of implied volatility on stock price realized jumps
Huang, Alex - In: Economic systems 40 (2016) 4, pp. 622-630
Persistent link: https://www.econbiz.de/10011668520
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Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex - In: International review of economics & finance : IREF 89 (2024) 1, pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
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Asymmetric dynamics between informed trading activity and credit default swaps
Hu, Wen-Cheng; Huang, Alex - In: The journal of derivatives : the official publication … 26 (2018) 2, pp. 70-85
Persistent link: https://www.econbiz.de/10011968700
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Asymmetrical impacts from overnight returns on stock returns
Huang, Alex; Hu, Ming-Che; Truong, Quang-Thai - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 849-889
Persistent link: https://www.econbiz.de/10012498589
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Investor attention and stock price movement
Cheng, Chiao-Ming; Huang, Alex; Hu, Ming-Che - In: The journal of behavioral finance : a publication of … 20 (2019) 3, pp. 294-303
Persistent link: https://www.econbiz.de/10012180509
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On the resilience of US ESG stocks : evidences from the COVID-19 market crashes
Hsu, Tzu-Jo; Huang, Alex - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071332