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He, Jia; Ng, Lilian; Wu, Xueping - 1998

This paper presents a comprehensive empirical examination of the foreign exposure effect on Japanese corporations and sectors. We provide compelling evidence that, after controlling for marketwide movements, the exposure effect on Japanese corporations' stock returns is both statistically and...

Persistent link: https://www.econbiz.de/10014085184

Multifractal analysis of realized volatilities in Chinese stock market

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Is microblogging data reflected in stock market volatility? : evidence from Sina Weibo

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Managerial ability and idiosyncratic volatility

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