Artículos de revistas sobre el tema "Stock-Market Volatility Tests"
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Magner Pulgar, Nicolás, Esteban José Antonio Terán Sánchez y Vicente Alfonso Guzmán Muñoz. "Stock Market Synchronization and Stock Volatility: The Case of an Emerging Market". Revista Mexicana de Economía y Finanzas 17, n.º 3 (24 de mayo de 2022): 1–22. http://dx.doi.org/10.21919/remef.v17i3.747.
Texto completoAcuña, Andrés y Cristián Pinto. "Eficiencia del mercado accionario Chileno: un enfoque dinámico usando test de volatilidad". Lecturas de Economía, n.º 70 (11 de septiembre de 2009): 39–61. http://dx.doi.org/10.17533/udea.le.n70a2254.
Texto completoOgbulu, Onyemachi Maxwell. "Oil Price Volatility, Exchange Rate Movements and Stock Market Reaction: The Nigerian Experience (1985-2017)". American Finance & Banking Review 3, n.º 1 (12 de noviembre de 2018): 12–25. http://dx.doi.org/10.46281/amfbr.v3i1.200.
Texto completoMecagni, Mauro y Maged Sawky Sourial. "The Egyptian Stock Market: Efficiency Tests and Volatility Effects". IMF Working Papers 99, n.º 48 (1999): 1. http://dx.doi.org/10.5089/9781451846720.001.
Texto completoNguyen, Hien Thu y Nghi Dinh Le. "TESTING THE GARCH MODEL IN THE VIETNAMESE STOCK MARKET". Science and Technology Development Journal 13, n.º 4 (30 de diciembre de 2010): 5–14. http://dx.doi.org/10.32508/stdj.v13i4.2182.
Texto completoBhuva, Krunal K. y Vijay H. Vyas. "Expiry day Impact on return on Indian Stock market (NSE)- an Empirical Study". Journal of Management and Science 1, n.º 3 (30 de diciembre de 2013): 402–9. http://dx.doi.org/10.26524/jms.2013.45.
Texto completoLeblang, David y Bumba Mukherjee. "Presidential Elections and the Stock Market: Comparing Markov-Switching and Fractionally Integrated GARCH Models of Volatility". Political Analysis 12, n.º 3 (2004): 296–322. http://dx.doi.org/10.1093/pan/mph020.
Texto completoWanyama, Dr David W. "EFFECT OF STOCK MARKET VOLATILITY ON THE GROWTH OF CORPORATE BOND MARKET IN KENYA". International Journal of Finance 2, n.º 2 (5 de febrero de 2017): 76. http://dx.doi.org/10.47941/ijf.57.
Texto completoGIL-ALANA, LUIS A. "FRACTIONAL INTEGRATION IN THE STOCK MARKET VOLATILITY SERIES". International Journal of Theoretical and Applied Finance 05, n.º 08 (diciembre de 2002): 775–83. http://dx.doi.org/10.1142/s0219024902001663.
Texto completoBadshah, Koerniadi y Kolari. "Testing the Information-Based Trading Hypothesis in the Option Market: Evidence from Share Repurchases". Journal of Risk and Financial Management 12, n.º 4 (29 de noviembre de 2019): 179. http://dx.doi.org/10.3390/jrfm12040179.
Texto completoDemirer, Riza, Rangan Gupta, Zhihui Lv y Wing-Keung Wong. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests". Sustainability 11, n.º 2 (11 de enero de 2019): 351. http://dx.doi.org/10.3390/su11020351.
Texto completoHoshi, Takeo. "Stock market rationality and price volatility: Tests using Japanese data". Journal of the Japanese and International Economies 1, n.º 4 (diciembre de 1987): 441–62. http://dx.doi.org/10.1016/0889-1583(87)90009-8.
Texto completoAyadi, O. Felix, Lloyd P. Blenman y C. Pat Obi. "Stock Return Characteristics In A Thin Incipient Stock Market". Journal of Applied Business Research (JABR) 14, n.º 3 (31 de agosto de 2011): 113. http://dx.doi.org/10.19030/jabr.v14i3.5709.
Texto completoSarfraz, Sania, Mumtaz Ahmad y Muhammad Husnain. "Long Run and Short Run Co movement among Oil Prices and Stock Market Liquidity: Evidence from the Emerging Equity Market of Pakistan". Sustainable Business and Society in Emerging Economies 3, n.º 3 (30 de septiembre de 2021): 231–41. http://dx.doi.org/10.26710/sbsee.v3i3.1913.
Texto completoKaur, Harvinder. "Time Varying Volatility in the Indian Stock Market". Vikalpa: The Journal for Decision Makers 29, n.º 4 (octubre de 2004): 25–42. http://dx.doi.org/10.1177/0256090920040403.
Texto completoAouadi, Amal, Mohamed Arouri y Frederic Teulon. "Investor Following and Volatility: A GARCH Approach". Journal of Applied Business Research (JABR) 31, n.º 3 (1 de mayo de 2015): 765. http://dx.doi.org/10.19030/jabr.v31i3.9201.
Texto completoKhan, Anila Rafique, Muhammad Waqas y Arshad Hassan. "Market Volatility and Momentum: Evidence from Pakistani Stock Exchange". Sukkur IBA Journal of Management and Business 4, n.º 1 (31 de mayo de 2017): 82. http://dx.doi.org/10.30537/sijmb.v4i1.105.
Texto completoÇevik, Emrah, Erdal Atukeren y Turhan Korkmaz. "Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis". Energies 11, n.º 10 (21 de octubre de 2018): 2848. http://dx.doi.org/10.3390/en11102848.
Texto completoLesmana, Intan Surya y Siti Saadah. "Pandemic and Indonesia Stock Market Performance". Ilomata International Journal of Management 2, n.º 4 (31 de octubre de 2021): 254–62. http://dx.doi.org/10.52728/ijjm.v2i4.263.
Texto completoSouffargi, Wafa y Adel Boubaker. "Structural Breaks, Asymmetry and Persistence of Stock Market Volatility: Evidence from Post-Revolution Tunisia". International Journal of Economics and Finance 14, n.º 9 (22 de agosto de 2022): 51. http://dx.doi.org/10.5539/ijef.v14n9p51.
Texto completoZaghouani Chakroun, Amal y Dorra Mezzez Hmaied. "Evidence on aggregate volatility risk premium for the French stock market". Managerial Finance 46, n.º 1 (31 de octubre de 2019): 72–91. http://dx.doi.org/10.1108/mf-11-2018-0535.
Texto completoOmet, Ghassan, Mohammad Khasawneh y Jamal Khasawneh. "Efficiency tests and volatility effects: evidence from the Jordanian stock market". Applied Economics Letters 9, n.º 12 (octubre de 2002): 817–21. http://dx.doi.org/10.1080/13504850210161931.
Texto completoBrancaccio, Emiliano y Damiano Buonaguidi. "Stock Market Volatility Tests: A Classical-Keynesian Alternative to Mainstream Interpretations". International Journal of Political Economy 48, n.º 3 (3 de julio de 2019): 253–74. http://dx.doi.org/10.1080/08911916.2019.1655954.
Texto completoSalisu, Afees A., Kazeem O. Isah y Alberto Assandri. "Dynamic spillovers between stock and money markets in Nigeria: A VARMA-GARCH approach". Review of Economic Analysis 11, n.º 2 (7 de diciembre de 2019): 255–83. http://dx.doi.org/10.15353/rea.v11i2.1628.
Texto completoCarlston, Benjamin. "Can stock market liquidity and volatility predict business cycles?" Studies in Economics and Finance 35, n.º 1 (5 de marzo de 2018): 81–96. http://dx.doi.org/10.1108/sef-05-2016-0131.
Texto completoSingh, Amanjot y Parneet Kaur. "Stock Market Linkages: Evidence From The US, China And India During The Subprime Crisis". Timisoara Journal of Economics and Business 8, n.º 1 (1 de junio de 2015): 137–62. http://dx.doi.org/10.1515/tjeb-2015-0012.
Texto completoPadungsaksawasdi, Chaiyuth. "On the dynamic relationship between gold investor sentiment index and stock market". International Journal of Managerial Finance 16, n.º 3 (6 de diciembre de 2019): 372–92. http://dx.doi.org/10.1108/ijmf-11-2018-0334.
Texto completoMupondo, Ndava Constantine. "Liquidity, Trading Activity, and Stock Price Volatility". Finance & Economics Review 4, n.º 2 (2 de noviembre de 2022): 12–25. http://dx.doi.org/10.38157/fer.v4i2.482.
Texto completoMinh Huong, Le Thi. "The Role of World Oil Price in the Movements of the Asian Stock Market". International Journal of Innovation and Economic Development 6, n.º 2 (2020): 7–18. http://dx.doi.org/10.18775/ijied.1849-7551-7020.2015.62.2001.
Texto completoKamstra, Mark J., Lisa A. Kramer y Maurice D. Levi. "Effects of Daylight-Saving Time Changes on Stock Market Returns and Stock Market Volatility: Rebuttal". Psychological Reports 112, n.º 1 (febrero de 2013): 89–99. http://dx.doi.org/10.2466/17.01.pr0.112.1.89-99.
Texto completoLIU, Hsiang-Hsi y Sheng-Hung CHEN. "NONLINEAR RELATIONSHIPS AND VOLATILITY SPILLOVERS AMONG HOUSE PRICES, INTEREST RATES AND STOCK MARKET PRICES". International Journal of Strategic Property Management 20, n.º 4 (14 de diciembre de 2016): 371–83. http://dx.doi.org/10.3846/1648715x.2016.1191557.
Texto completoWanyama, Dr David W. "EFFECT OF STOCK MARKET DEVELOPMENT ON THE GROWTH OF CORPORATE BOND MARKET IN KENYA". International Journal of Finance 2, n.º 2 (5 de febrero de 2017): 16. http://dx.doi.org/10.47941/ijf.54.
Texto completoAlikhanov, Abdulla. "To What Extent are Stock Returns Driven by Mean and Volatility Spillover Effects? – Evidence from Eight European Stock Markets". Review of Economic Perspectives 13, n.º 1 (1 de marzo de 2013): 3–29. http://dx.doi.org/10.2478/v10135-012-0013-7.
Texto completoInsaidoo, Michael, Lilian Arthur, Samuel Amoako y Francis Kwaw Andoh. "Stock market performance and COVID-19 pandemic: evidence from a developing economy". Journal of Chinese Economic and Foreign Trade Studies 14, n.º 1 (15 de enero de 2021): 60–73. http://dx.doi.org/10.1108/jcefts-08-2020-0055.
Texto completoMateev, Miroslav. "Volatility relation between credit default swap and stock market: new empirical tests". Journal of Economics and Finance 43, n.º 4 (3 de enero de 2019): 681–712. http://dx.doi.org/10.1007/s12197-018-9467-5.
Texto completoNeenu, C. y T. Mohamed Nishad. "Asymmetric Volatility and Leverage Effect in Stock Market: A Bibliometric Review". Review of Finance and Banking 14, n.º 1 (30 de junio de 2022): 21–34. http://dx.doi.org/10.24818/rfb.22.14.01.02.
Texto completoChiou, Wan-Jiun Paul, Alice C. Lee y Cheng-Few Lee. "Variation in Stock Return Risks: An International Comparison". Review of Pacific Basin Financial Markets and Policies 12, n.º 02 (junio de 2009): 245–66. http://dx.doi.org/10.1142/s0219091509001666.
Texto completoBhama, Vandana. "Macroeconomic variables, COVID-19 and the Indian stock market performance". Investment Management and Financial Innovations 19, n.º 3 (12 de julio de 2022): 28–37. http://dx.doi.org/10.21511/imfi.19(3).2022.03.
Texto completoLee, Hsiu-Chuan, Chih-Hsiang Hsu y Cheng-Yi Chien. "Spillovers of international interest rate swap markets and stock market volatility". Managerial Finance 42, n.º 10 (10 de octubre de 2016): 943–62. http://dx.doi.org/10.1108/mf-08-2015-0221.
Texto completoMuhammad, Sagheer, Adnan Akhtar y Nasir Sultan. "Shock Dependence and Volatility Transmission Between Crude Oil and Stock Markets: Evidence from Pakistan". Lahore Journal of Business 5, n.º 1 (1 de septiembre de 2016): 1–14. http://dx.doi.org/10.35536/ljb.2016.v5.i1.a1.
Texto completoMahboob Ali, Muhammad, Aviral Kumar Tiwari y Naveed Raza. "Impact of return on long-memory data set of volatility of Dhaka Stock Exchange market with the role of financial institutions: an empirical analysis". Banks and Bank Systems 12, n.º 3 (29 de agosto de 2017): 48–60. http://dx.doi.org/10.21511/bbs.12(3).2017.04.
Texto completoGopal, Suresh. "Causal Relationship between Gold, Crude Oil & US Dollar Rates and S&P BSE 100 in India: An Experimental Study". GIS Business 11, n.º 5 (24 de octubre de 2016): 41–50. http://dx.doi.org/10.26643/gis.v11i5.3414.
Texto completoAhmed, Fakrul. "Assessment of Capital Market Efficiency in COVID-19". European Journal of Business and Management Research 6, n.º 3 (6 de mayo de 2021): 42–46. http://dx.doi.org/10.24018/ejbmr.2021.6.3.839.
Texto completoWU, Maoguo y Xin LUO. "An Empirical Analysis of Stock Price Risk in Chinese Growth Enterprises Market - A GARCH-VaR Approach". European Scientific Journal, ESJ 12, n.º 22 (30 de agosto de 2016): 341. http://dx.doi.org/10.19044/esj.2016.v12n22p341.
Texto completoGUANGXI, CAO, HAN YAN y CUI WEIJUN. "TIME-VARYING LONG MEMORIES OF THE CHINESE CURRENCY AND STOCK MARKETS BASED ON THE HURST EXPONENT". Fluctuation and Noise Letters 13, n.º 01 (marzo de 2014): 1450007. http://dx.doi.org/10.1142/s0219477514500072.
Texto completoAli, Peter. "Analysis of Volatility Spillover in African Stock Markets: Evidence from Nigeria, Ghana, and South Africa". AFRE (Accounting and Financial Review) 5, n.º 1 (20 de febrero de 2022): 64–71. http://dx.doi.org/10.26905/afr.v5i1.7547.
Texto completoZhang, Jing, Ya-Ming Zhuang y Jia-Bao Liu. "An Empirical Analysis of Oil and Stock Markets’ Volatility Based on the DGC-MSV-t Model". Journal of Mathematics 2021 (31 de diciembre de 2021): 1–7. http://dx.doi.org/10.1155/2021/6270525.
Texto completoChoudhry, Taufiq, Fotios I. Papadimitriou y Sarosh Shabi. "Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests". Journal of Banking & Finance 66 (mayo de 2016): 89–101. http://dx.doi.org/10.1016/j.jbankfin.2016.02.005.
Texto completoAhmad, Wasim y Sanjay Sehgal. "Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective". International Journal of Emerging Markets 10, n.º 3 (20 de julio de 2015): 383–408. http://dx.doi.org/10.1108/ijoem-02-2013-0022.
Texto completoAkbar, Muhammad, Aima Tahir y Syeda Faiza Urooj. "Stand Still and Do Nothing: COVID-19 and Stock Returns and Volatility". NICE Research Journal 13, n.º 4 (30 de diciembre de 2020): 82–94. http://dx.doi.org/10.51239/nrjss.v13i4.234.
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