Downside risks and the cross-section of asset returns
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در این صفحه، تعداد 131 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع نوسانات بازار سهام آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
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Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States
Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets
Is stock market volatility asymmetric? A multi-period analysis for five countries
The effect of fiscal and monetary policies interaction on stock market performance: Evidence from Nigeria
Connectedness network and dependence structure mechanism in green investments
Is equity market volatility driven by migration fear?
Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Financial news predicts stock market volatility better than close price
A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets
On the interdependence of natural gas and stock markets under structural breaks
Market volatility and stock returns: The role of liquidity providers
Long-term stock market volatility and the influence of terrorist attacks in Europe
Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market
Forecasting global stock market implied volatility indices
A multiscale analysis of stock return co-movements and spillovers: Evidence from Pacific developed markets
Portfolio diversification with virtual currency: Evidence from bitcoin
Timefrequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes
Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
The properties of realized volatility and realized correlation: Evidence from the Indian stock market
Volatility of stock market returns and the naira exchange rate
Asset price volatility, price markups, and macroeconomic fluctuations
Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market
Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets
Neglected chaos in international stock markets: Bayesian analysis of the joint returnvolatility dynamical system
Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading
Volatility effect and the role of firm quality factor in returns: Evidence from the Indian stock market
Asymmetry in spillover effects: Evidence for international stock index futures markets
Volatility measurement with directional change in Chinese stock market: Statistical property and investment strategy
International volatility risk and Chinese stock return predictability
The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises
Financial contagion and volatility spillover: An exploration into Indian commodity derivative market
Asset prices and economic fluctuations: The implications of stochastic volatility
Herding effect on idiosyncratic volatility in U.S. industries
Does microblogging convey firm-specific information? Evidence from China
Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index
The source of global stock market risk: A viewpoint of economic policy uncertainty
The asymmetric relationship between returns and implied volatility: Evidence from global stock markets
Does central bank independence affect stock market volatility?
Time-varying volatility spillovers between stock and precious metal markets with portfolio implications
Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets
Determinants of idiosyncratic volatility: Evidence from the Indian stock market
Stock market volatility spillovers: Evidence for Latin America
Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover
Time-varying return-volatility relation in international stock markets
On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets
Sentiment and stock market volatility revisited: A timefrequency domain approach
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
How does electronic trading affect efficiency of stock market and conditional volatility? Evidence from Toronto Stock Exchange
The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices
Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory
Does volatility spillover among stock markets varies from normal to turbulent periods? Evidence from emerging markets of Asia
Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis
Modeling volatility linkages between Shanghai and Hong Kong stock markets before and after the connect program
The dynamic conditional relationship between stock market returns and implied volatility
Volatility spread and stock market response to earnings announcements
MENA stock market volatility persistence: Evidence before and after the financial crisis of 2008
A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
The response of stock market volatility to futures-based measures of monetary policy shocks
Stock market volatility: Identifying major drivers and the nature of their impact ☆
Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis
Stock market volatility and international business cycle dynamics: Evidence from OECD economies ☆
Risk aversion, investor information and stock market volatility ☆
Pension funds and stock market volatility : An empirical analysis of OECD countries