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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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2
Price impact and bursts in liquidity provision
Gençay, Ramazan
;
Mahmoodzadeh, S.
;
Rojček, Jakub
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1129-1148
Persistent link: https://www.econbiz.de/10011911529
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3
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
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4
Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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5
Strike from
volatility
and delta-with-premium
Jaeckel, Peter
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1227-1235
Persistent link: https://www.econbiz.de/10012262658
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6
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
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7
The impact of US macroeconomic news announcements on Chinese commodity futures
Cai, Haidong
;
Ahmed, Shamim
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1927-1966
Persistent link: https://www.econbiz.de/10012313529
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8
The impact of options introduction on the
volatility
of the underlying equities : evidence from the Chinese stock markets
Arkorful, Gideon Bruce
;
Chen, Haiqiang
;
Liu, Xiaoqun
; …
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2015-2024
Persistent link: https://www.econbiz.de/10012313545
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9
Stock market uncertainty and economic fundamentals : an entropy-based approach
Ahn, Kwangwon
;
Lee, Daeyong
;
Sohn, Sungbin
;
Yang, B.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1151-1163
Persistent link: https://www.econbiz.de/10012194751
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10
Unraveling S&P500 stock
volatility
and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
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