News, trading, and stock return volatility

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Veröffentlicht in:	Stock market volatility
1. Verfasser:	Zdorovtsov, Vladimir (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2009
Schlagworte:	Information > Wertpapierhandel > Aktienmarkt > Kapitaleinkommen > Volatilität > Aufsatz im Buch
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Titel	Jahr	Verfasser
Cyclicality in stock market volatility and optimal portfolio allocation	2009	Hsu, Jason C.
Information transmission across stock and bond markets : international evidence	2009
Predictability of risk measures in international stock markets	2009	Bali, Turan G.
Surging OBS activities and bank revenue volatility : how to explain the declining appeal of bank stocks in Canada	2009	Calmès, Christian
Usage of stock index options : evidence from the Italian market	2009	Cocozza, Rosa
News, trading, and stock return volatility	2009	Zdorovtsov, Vladimir
The correlation of a firm's credit spread with its stock price : evidence from credit default swaps	2009	Scheicher, Martin
Are macroeconomic variables important for the stock market volatility? : evidence from the Istanbul stock exchange	2009	Solakoğlu, Mehmet Nihat
Forecasting default probability without accounting data : evidence from Russia	2009	Fantazzini, Dean
An overview of the issues surrounding stock market volatility	2009	Kalotychou, Elena
Analysis of stock market volatility by continuous-time GARCH models	2009
GARCH modeling of stock market volatility	2009	Carroll, Rachael
Robust portfolio selection with endogenous expected returns and asset allocation timing strategies	2009	Breuer, Wolfgang
The Black and Litterman framework with higher moments : the case of hedge funds	2009	Gabbi, Giampaolo
Cross-sectional return dispersions and risk in global equity markets	2009	Chiang, Thomas C.
Modeling the volatility of the FTSE100 index using high-frequency data sets	2009	Allen, David E.
Do tigers care about dragons? : spillovers in returns and volatility between Chinese stock markets	2009	Ge̜bka, Bartosz
Optimal settlement lag for securities transactions : an application to southeast stock exchanges	2009	Rossi, Marco
Price volatility in the context of market microstructure	2009	Lerner, Peter
Detecting and exploiting regime switching ARCH dynamics in US stock and bond returns	2009	Guidolin, Massimo

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