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The relationship between stock return volatility and trading volume : the case of the Philippines
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 18 (2008) 16/18, pp. 1333-1341
Persistent link: https://www.econbiz.de/10003779488
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General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 20 (2010) 13/15, pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
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The relationship between stock return volatility and trading volume: the case of the Philippines
Asai, Manabu; Unite, Angelo - In: Applied financial economics 18 (2008) 16-18, pp. 1333-1342
Persistent link: https://www.econbiz.de/10008177523
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General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo - In: Applied financial economics 20 (2010) 13, pp. 1041-1050
Persistent link: https://www.econbiz.de/10008434426
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The relationship between stock return volatility and trading volume: the case of the Philippines
Asai, Manabu; Unite, Angelo - In: Applied financial economics 18 (2008) 16, pp. 1333-1342
Persistent link: https://www.econbiz.de/10008084359
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General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo - In: Applied Financial Economics 20 (2010) 13, pp. 1041-1049
We extend the range-based approach of Alizadeh et al. (2002) in order to deal with leverage and size effects and nonnormal conditional distribution in Stochastic Volatility (SV) models. We employ the Efficient Importance Sampling (EIS) method to estimate the range-based asymmetric SV models....
Persistent link: https://www.econbiz.de/10008498699
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The impact of liberalization of foreign bank entry on the Philippine domestic banking market
Unite, Angelo A.; Sullivan, Michael J. - In: Financial liberalization : managing risks and opportunities, (pp. 309-337). 2005
Persistent link: https://www.econbiz.de/10003483478
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Executive pay and firm performance in the Philippines
Unite, Angelo A.; Sullivan, Michael J.; Brookman, Jeffrey; … - In: Pacific-Basin finance journal 16 (2008) 5, pp. 606-623
Persistent link: https://www.econbiz.de/10003800205
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The effect of foreign entry and ownership structure on the Philippine domestic banking market
Unite, Angelo A.; Sullivan, Michael J. - In: Journal of banking & finance 27 (2003) 12, pp. 2323-2345
Persistent link: https://www.econbiz.de/10001824101
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US investors' response to Philippine capital market liberalization : evidence from the First Philippine Fund
Unite, Angelo A.; Beveridge, Steve - In: Journal of Philippine development 25 (1998) 2, pp. 253-287
Persistent link: https://www.econbiz.de/10001504033