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Does the Chinese stock market react to global news?
Byström, Hans N. E. - In: Journal of the Asia Pacific economy 16 (2011) 3, pp. 448-455
In this paper, the news aggregator Google News is used to assess the impact of worldwide news on the volatility of the Chinese stock market. Although we find a strong link between the global stock market volatility and the amount of stock market-related news available worldwide, the link between...
Persistent link: https://www.econbiz.de/10015180068
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Stock prices and stock return volatilities implied by the credit market
Byström, Hans N. E. - 2013
Persistent link: https://www.econbiz.de/10009790486
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Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - 2014
Persistent link: https://www.econbiz.de/10010416703
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News aggregators, volatility and the stock market
Byström, Hans - 2009
Persistent link: https://www.econbiz.de/10003872583
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Credit-implied equity volatility : long-term forecasts and alternative fear gauges
Byström, Hans N. E. - In: The journal of futures markets 35 (2015) 8, pp. 753-775
Persistent link: https://www.econbiz.de/10011392648
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Stock prices and stock return volatilities implied by the credit market
Byström, Hans N. E. - In: The journal of fixed income 25 (2016) 4, pp. 32-54
Persistent link: https://www.econbiz.de/10011660735
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Stock return expectations in the credit market
Byström, Hans N. E. - 2016
Persistent link: https://www.econbiz.de/10011575652
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Language, news and volatility
Byström, Hans N. E. - In: Journal of international financial markets, … 42 (2016), pp. 139-154
Persistent link: https://www.econbiz.de/10011673461
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Stock return expectations in the credit market
Byström, Hans N. E. - In: International review of financial analysis 56 (2018), pp. 85-92
Persistent link: https://www.econbiz.de/10012006222
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Using extreme value theory to estimate the likelihood of banking sector failure
Byström, Hans N. E. - In: The European journal of finance 12 (2006) 4, pp. 303-312
Persistent link: https://www.econbiz.de/10003338136