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What drives the liquidity of cryptocurrencies? : a long-term analysis
Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Finance research letters 39 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012804989
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Handelsvolumen auf Aktienmärkten : univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013353967
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Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models : evidence from the first commitment period (2008-2012)
Zeitlberger, Alexander C. M.; Brauneis, Alexander - In: Central European journal of operations research : CEJOR … 24 (2016) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10011665786
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Modeling Carbon Spot and Futures Price Returns with GARCH and Markov Switching GARCH Models. Evidence from the First Commitment Period (2008-2012)
Zeitlberger, Alexander C.M. - 2014
This paper makes use of spot and futures market data to carry out a thorough analysis of the dynamics of carbon price returns in the EU ETS for the whole first commitment period from 2008 to 2012. Understanding the properties of carbon price returns is especially crucial for industries which...
Persistent link: https://www.econbiz.de/10013060214
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Capital market efficiency : an empirical analysis of the dividend announcement effect for the Austrian stock market
Mestel, Roland; Gurgul, Henryk; Schleicher, Christoph - In: Operations research proceedings 2002 : selected papers …, (pp. 315-320). 2003
Persistent link: https://www.econbiz.de/10001752026
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On the empirical linkages between stock prices and trading activity on the German stock market
Mestel, Roland; Gurgul, Henryk; Majdosz, Paweł - In: Operations research proceedings 2004 : selected papers …, (pp. 288-296). 2005
Persistent link: https://www.econbiz.de/10002851427
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Handelsvolumen auf Aktienmärkten : Univariate Analysen und kontemporäre Rendite-Mengen-Beziehungen
Mestel, Roland (contributor) - 2008
Statistische Eigenschaften von Handelsvolumina auf Aktienmärkten -- Theoretische Analysen zur Rolle des Handelsvolumens auf Aktienmärkten -- Kontemporärer Zusammenhang zwischen Aktienrenditen und Handelsvolumina -- Ereignisinduzierte Marktreaktionen: Preis- und Volumenseffekte am Beispiel von...
Persistent link: https://www.econbiz.de/10013516987