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What Types of Events Provide the Strongest Evidence that the Stock Market is Affected by Company Specific News?
Wolff, Rodney C; Robertson, C.S.; Geva, S. - School of Economics and Finance, Business School - 2006
The efficient market hypothesis states that an efficient market immediately incorporates all available information into the price of the traded entity. It is well established that the stock market is not an efficient market as it consists of numerous traders with differing strategies and...
Persistent link: https://www.econbiz.de/10008694528
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Does Company Specific News Effect the US, UK, and Australian Markets within 60 minutes?
Wolff, Rodney C; Robertson, C.S.; Geva, S. - School of Economics and Finance, Business School - 2006
The efficient market hypothesis states that an efficient market rapidly incorporates all available information into the price of the asset. It has been well established that no market, particularly the stock market, is truly efficient as there are too many traders with differing strategies, and...
Persistent link: https://www.econbiz.de/10008694536
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A multivariate GARCH analysis of equity returns and volatility in Asian equity markets
Worthington, Andrew Charles; Higgs, Helen - 2001
Persistent link: https://www.econbiz.de/10001601635
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Systematic features of high-frequency volatility in Australian electricity markets : intraday patterns, information arrival and calendar effects
Worthington, Andrew Charles; Higgs, Helen - 2003
Persistent link: https://www.econbiz.de/10001812652
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The relationship between energy spot and futures prices : evidence from the Australian electricity market
Worthington, Andrew Charles; Higgs, Helen - 2002
Persistent link: https://www.econbiz.de/10001715952
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Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate GARCH analysis
Worthington, Andrew Charles; Higgs, Helen - In: International journal of finance & economics : IJFE 9 (2004) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001905066
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Transmission of returns and volatility in art markets : a multivariate GARCH analysis
Higgs, Helen; Worthington, Andrew Charles - In: Applied economics letters 11 (2004) 4, pp. 217-222
Persistent link: https://www.econbiz.de/10002001478
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Modelling the intraday return volatility process in the Australian equity market : an examination of the role of information arrival in S&P/Asx 50 stocks
Worthington, Andrew Charles; Higgs, Helen - 2003
Persistent link: https://www.econbiz.de/10001852115
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Systematic features of high-frequency volatility in Australian electricity markets : intraday patterns, information arrival and calendar effects
Higgs, Helen; Worthington, Andrew Charles - 2004
Persistent link: https://www.econbiz.de/10002558979