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Trading volume and exchange rate volatility : evidence for the sequential arrival of information hypothesis

Mougoué, Mbodja; Aggarwal, Raj - In: Journal of banking & finance 35 (2011) 10, pp. 2690-2703

Persistent link: https://www.econbiz.de/10009273268

Trading Volume and Exchange Rate Volatility : Evidence for the Sequential Arrival of Information Hypothesis

Aggarwal, Raj - 2011

The relationship between trading volume and volatility in foreign exchange markets continues to be of much interest, especially given the higher than expected volatility of returns. Allowing for non-linearities, this paper tests competing hypotheses on the possible relationship between...

Persistent link: https://www.econbiz.de/10013130327

Volatility connectedness between geopolitical risk and financial markets : insights from pandemic and military crisis periods

Banerjee, Ameet Kumar; Sensoy, Ahmet; Goodell, John W. - In: International review of economics & finance : IREF 96 (2024) 3, pp. 1-19

Persistent link: https://www.econbiz.de/10015323727

Traditional assets, digital assets and renewable energy : investigating connectedness during COVID-19 and the Russia-Ukraine war

Goodell, John W.; Yadav, Miklesh Prasad; Ruan, Junhu; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014582163

Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19

Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Energy economics 92 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012520119

Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing

Li, Yue; Goodell, John W.; Shen, Dehua - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 113-122

Persistent link: https://www.econbiz.de/10012656244

Quantile connectedness between sentiment and financial markets : evidence from the S&P 500 twitter sentiment index

Yousaf, Imran; Youssef, Manel; Goodell, John W. - In: International review of financial analysis 83 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013461651

Volatility connectedness between global COVOL and major international volatility indices

Xu, Danyang; Hu, Yang; Corbet, Shaen; Goodell, John W. - In: Finance research letters 56 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014473691

Volatility spillovers and hedging strategies between impact investing and agricultural commodities

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Sensoy, Ahmet; … - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543920

Do online message boards convey cryptocurrency-specific information?

Shen, Dehua; Tong, Zezheng; Goodell, John W. - In: International review of financial analysis 91 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014446932