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