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A new approach to bad news effects on volatility : the multiple-sign-volume sensitive regime EGARCH model (MSV-EGARCH)
Curto, José Dias; Tomaz, João Amaral; Pinto, José Castro - In: Portuguese economic journal 8 (2009) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10003823949
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Overnight information flow and realized volatility forecasting
Todorova, Neda; Souček, Michael - In: Finance research letters 11 (2014) 4, pp. 420-428
Persistent link: https://www.econbiz.de/10011300434
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How does short selling affect liquidity in financial markets?
Blau, Benjamin; Whitby, Ryan J. - In: Finance research letters 25 (2018), pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
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The dynamic relation between options trading, short selling, and aggregate stock returns
DeLisle, R. Jared; Lee, Bong-soo; Mauck, Nathan - In: Review of quantitative finance and accounting 47 (2016) 3, pp. 645-671
Persistent link: https://www.econbiz.de/10011595696
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Information sharing in supply chains : an empirical and theoretical valuation
Cui, Ruomeng; Allon, Gad; Bassamboo, Achal; Van … - In: Management science : journal of the Institute for … 61 (2015) 11, pp. 2803-2824
Persistent link: https://www.econbiz.de/10011409175
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The value of point of sales information in upstream supply chain forecasting : an empirical investigation
Abolghasemi, Mahdi; Rostami-Tabar, Bahman; Syntetos, Aris - In: International journal of production research 61 (2023) 7, pp. 2162-2177
Persistent link: https://www.econbiz.de/10014230739
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The propagation and identification of ARMA demand under simple exponential smoothing : forecasting expertise and information sharing
Hsieh, Meng-Chen; Giloni, Avi; Hurvich, Clifford M. - In: IMA journal of management mathematics 31 (2020) 3, pp. 307-344
Persistent link: https://www.econbiz.de/10012258685
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On the role of dependence in sticky price and sticky information Phillips curve : modelling and forecasting
Casarin, Roberto; Costantini, Mauro; Paradiso, Antonio - In: Economic modelling 105 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013367149
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Causality, information flow, and co-movement analysis of major stock indices
Karatas, Cengiz; Unal, Gazanfer - In: Annals of financial economics 17 (2022) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10013367639