Results 21 to 30 of about 1,125,542 (261)
Energies, 2020 Our study analyzes the return and volatility spillover among the natural gas, crude oil, and electricity utility stock indices in North America and Europe from 4 August 2009 to 16 August 2019.
Wenting Zhang +3 more
doaj +1 more source
Volatility Estimation and Forecasting of EGX30 [PDF]
Maǧallaẗ Al-Buḥūṯ Al-Mālīyyaẗ wa Al-Tiğāriyyaẗ, 2017 One of the significant features of financial data that has won much attention is the volatility; because it is a numerical measure of the risk faced by individual investors and financial institutions.
Mona Samy Elkhouly
doaj +1 more source
International Journal of Applied Research in Business and ManagementThe objective is to examine the effect of geopolitical risk and macroeconomic fundamentals on the Johannesburg Stock Exchange (JSE) headline indices return volatility.
Fabian Moodley, Babatunde Lawrence
doaj +1 more source
Tick Size Implementation of Kompas 100 Index at Indonesia Stock Exchange
Binus Business Review, 2016 Tick Mechanism was included in market microstructure. It studied the process which investors’ latent demands were ultimately translated into prices and volumes.
Agustini Hamid
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Bayesian Nonparametric Modelling of the Return Distribution with Stochastic Volatility [PDF]
, 2011 This paper presents a method for Bayesian nonparametric analysis of the return distribution in a stochastic volatility model. The distribution of the logarithm of the squared return is flexibly modelled using an infinite mixture of Normal distributions ...
Jim E. Griffin +3 more
core +1 more source
Entropy‐Driven Design of Low‐Melting‐Point Alloys via Compositionally Complex Strategy
Advanced Engineering Materials, EarlyView.Conventional low‐melting‐point alloys (LMPAs) are limited by a narrow compositional space and inherent property trade‐offs. This review presents an entropy‐driven design strategy that overcomes these limitations, ushering in a new class of low‐melting‐point compositionally complex alloys (LMCCAs).
Yinghui Shang +6 more
wiley +1 more source
Volatility Spillover Across Sovereign Bond Markets Between African, Emerging and USA Economies
Economics and Business, 2022 This study attempted to examine the volatility spillover between the sovereign bond returns of South Africa and Ghana and the emerging market bond return, USA stock market return and the world long term interest rate using weekly data in the period of ...
Wajebo Temesgen Woldamanuel
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Advanced Functional Materials, EarlyView.In MOCVD MoS2 memristors, a current compliance‐regulated Ag filament mechanism is revealed. The filament ruptures spontaneously during volatile switching, while subsequent growth proceeds vertically through the MoS2 layers and then laterally along the van der Waals gaps during nonvolatile switching.
Yuan Fa +19 more
wiley +1 more source
Measuring causality between volatility and returns with high-frequency data [PDF]
, 2008 We use high-frequency data to study the dynamic relationship between volatility and equity returns. We provide evidence on two alternative mechanisms of interaction between returns and volatilities: the leverage effect and the volatility feedback ...
Taamouti, Abderrahim +2 more
core +1 more source
Volatility among Regional Stock Markets: An Empirical Analysis
JISR Management and Social Sciences & Economics, 2010 This study is an attempt to measure volatilities among regional stock markets and to establish a relationship between stock returns and volatility, and to rank these markets with respect to volatility.
Nawaz Ahmad
doaj +1 more source