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Intraday and daily dynamics of cryptocurrency
Jasiak, Joann; Zhong, Cheng - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10015211803
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Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin; Di Iorio, Amalia - In: Studies in economics and finance 33 (2016) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10011718726
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Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?
Liu, Bin; Di Iorio, Amalia; De Silva, Ashton - In: Studies in economics and finance 33 (2016) 3, pp. 359-376
Persistent link: https://www.econbiz.de/10011722529
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The pricing of idiosyncratic volatility : an Australian study
Liu, Bin; Di Iorio, Amalia - In: Australian journal of management 41 (2016) 2, pp. 353-375
Persistent link: https://www.econbiz.de/10011577340
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Reinvestigate the bid-ask bounce effect and pricing of idiosyncratic volatility : the case of the Australian market
Liu, Bin; Tan, Monica; Cam, Marie-Anne - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950004-1-1950004-23
Persistent link: https://www.econbiz.de/10012156144
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The determinants of the COVID-19 related stock price overreaction and volatility
Sun, Yiyang Val; Liu, Bin; Prodromou, Tina - In: Studies in economics and finance 39 (2022) 1, pp. 125-149
Persistent link: https://www.econbiz.de/10012798504