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Is idiosyncratic volatility related to returns?evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael; Kassa, Haimanot - In: Journal of banking & finance 127 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
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Price limit bands, risk-return trade-offand asymmetric volatility : evidence fromTunisian Stock Exchange sectors
Mnari, Othman; Faouel, Bassma - In: Economics and business review 10 (2024) 3, pp. 142-162
Persistent link: https://www.econbiz.de/10015138229
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Estiminating risk premium and volatility persistence in Malaysian stock market
Elshareif, Elgilani Eltahir; Kabir, Mohammad M. - In: International journal of accounting and finance 7 (2017) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10011793879
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Time-varying conditional discrete jumps in emerging African equity markets
Kuttu, Saint - In: Global finance journal 32 (2017), pp. 35-54
Persistent link: https://www.econbiz.de/10011802820
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Risk-return tradeoff in Chinese stock markets : some recent evidence
Chen, Menggen - In: International journal of emerging markets 10 (2015) 3, pp. 448-473
Persistent link: https://www.econbiz.de/10011489275
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Dynamics of equity factor returns and asset pricing
Stoyanov, Stoyan V.; Fabozzi, Francesco A. - In: Journal of financial econometrics 19 (2021) 1, pp. 178-201
Persistent link: https://www.econbiz.de/10012504326
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Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
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Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima - In: Journal of empirical finance 70 (2023), pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
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Risk premium spillovers among stock markets : evidence from higher-order moments
Finta, Marinela Adriana; Aboura, Sofiane - In: Journal of financial markets 49 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10013531210
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Modelling stock market prices using the open, high and closes prices : evidence from international financial markets
Enow, Samuel Tabot - In: International journal of business and economic sciences … 15 (2022) 3, pp. 52-59
and low prices which may be an important tool for short term traders and incorporated in volatility estimation, Also, the …
Persistent link: https://www.econbiz.de/10014281279