Narrow search
Showing 1 - 10 of 852
Cover Image
Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan; Ho, Kin-Yip; Shi, Yanlin - In: Pacific-Basin finance journal 61 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
Cover Image
Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
Cover Image
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng; Wahab, M. I. M.; Zhang, Yaojie - In: Pacific-Basin finance journal 54 (2019), pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Cover Image
Is there a volatility effect in the Hong Kong stock market?
Nartea, Gilbert V.; Wu, Ji - In: Pacific-Basin finance journal 25 (2013), pp. 119-135
Persistent link: https://www.econbiz.de/10010346752
Cover Image
Overnight versus intraday returns of anomalies in China
Lin, Chaonan; Chang, Hui-Wen; Chou, Robin K. - In: Pacific-Basin finance journal 79 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Cover Image
Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang; Qin, Xiao - In: Pacific-Basin finance journal 68 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Cover Image
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Cover Image
Predicting future price volatility : empirical evidence from an emerging limit order market
Jain, Pawan; Jiang, Christine X. - In: Pacific-Basin finance journal 27 (2014), pp. 72-93
Persistent link: https://www.econbiz.de/10010499715
Cover Image
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu; Qian, Jia; Zhao, Xiaohan - In: Pacific-Basin finance journal 83 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Cover Image
Exchange rate dynamics and stock prices in small open economies : evidence from Asia-Pacific countries
Yang, Sheng-Ping - In: Pacific-Basin finance journal 46 (2017), pp. 337-354
Persistent link: https://www.econbiz.de/10011801042