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An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets

Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262

Persistent link: https://www.econbiz.de/10011847010

Stock return dynamics, option volume, and the information content of implied volatility

Mayhew, Stewart; Stivers, Christopher T. - In: The journal of futures markets 23 (2002) 7, pp. 615-646

Persistent link: https://www.econbiz.de/10001769715

Revisit of the volume versus GARCH effects by univariate and bivariate GARCH models : evidence from US stock markets

Wong, Wing Keung; Penm, Jack H. W.; Qiao, Zhuo - In: International economics & finance journal : (IEFJ) 1 (2006) 1, pp. 47-66

Persistent link: https://www.econbiz.de/10003791143

Information leadership in the advanced Asia-Pacific stock markets : return, volatility and volume information spillovers from the US and Japan

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Persistent link: https://www.econbiz.de/10003176646

Relationship between FIIs' herding and returns in the Indian equity market : further empirical evidence

Choudhary, Kapil; Parminder Singh; Soni, Amit - In: Global business review 23 (2022) 1, pp. 137-155

Persistent link: https://www.econbiz.de/10012822101

No news is not good news : evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange

Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167

Through this research, we find that the asymmetric volatility phenomenon is reversed in the Shanghai Stock Exchange … during bull markets. That is, volatility increases more with good news than with bad news. This evidence is inconsistent with … the US markets. Further examination of this phenomenon reveals that the positive impact of good news on volatility is …

Persistent link: https://www.econbiz.de/10015179982

Political uncertainty, realized volatility, and jumps in the Chinese stock market

Jiang, Yanhui; Liu, Liang; Hong, Yun - In: Applied economics letters 28 (2021) 6, pp. 518-522

Persistent link: https://www.econbiz.de/10012485065

The dark side of trading

Dichev, Ilia D.; Huang, Kelly; Zhou, Dexin - In: Journal of accounting, auditing & finance 29 (2014) 4, pp. 492-518

Persistent link: https://www.econbiz.de/10010425512

The German equity market: risk, return, and liquidity

Göppl, Hermann (contributor) - In: Empirical research on the German capital market : with …, (pp. 171-185). 1999

Persistent link: https://www.econbiz.de/10001427658

Stock returns volatility, and trading volume : evidence from the Chinese stock markets

Chen, Chao; Zhou, Zhong-guo - In: International journal of business 6 (2001) 2, pp. 67-86

Persistent link: https://www.econbiz.de/10001625260