Results 1 to 10 of about 3,801,843 (259)
"Investor attention fluctuation and stock market volatility: Evidence from China". [PDF]
PLoS ONE, 2023 This paper examines the linkage between Chinese stock market volatility and investor attention fluctuation. In Heterogeneous autoregressive (HAR) model, first, we analyzed the linkage between both decomposed and undecomposed stock market realized ...
Taiji Yang, Siqi Zhuo, Yongsheng Yang
doaj +2 more sources
Does oil price uncertainty matter in stock market volatility forecasting? [PDF]
PLoS ONE, 2022 We analyze whether oil price uncertainty and U.S. stock uncertainty can simultaneously provide additional information to volatility forecast of six major stock indexes. For model settings, we find not only the uncertainty information of previous day, but
Peng Qin, Manying Bai
doaj +3 more sources
The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty? [PDF]
Journal of Business Research, 2021 Keith Philip Anderson +2 more
exaly +2 more sources
COVID-19 and stock market volatility: An industry level analysis [PDF]
Finance Research Letters, 2020 Mina Glambosky +2 more
exaly +2 more sources
Stock Market Volatility and Return Analysis: A Systematic Literature Review [PDF]
Entropy, 2020 Shouyang Wang, Roni Bhowmik
exaly +2 more sources
Economies, 2023 Central bank characteristics are important determinants of stock market returns and their volatility. While the literature has examined the effects of transparency and independence, no research has been conducted so far on the effect of central bank ...
Ioannis Dokas +3 more
doaj +1 more source
Modeling price dynamics and risk Forecasting in Tehran Stock Exchange: Conditional Variance Heteroscedasticity Hidden Markov Models [PDF]
Iranian Journal of Finance, 2023 Volatility and risk measurement are essential parameters in risk management programs that can affect economic activities and public confidence in the stock market. Also, these two are the keys in the studies that connect the stock market, economic growth,
Moslem Nilchi +3 more
doaj +1 more source
Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility [PDF]
تحقیقات مالی, 2023 Objective: The daily observations of the total index of the Tehran Stock Exchange show that in the last few years, stock prices have been very volatile. This volatility can harm the economic environment of Iran.
Moslem Nilchi, Daryush Farid
doaj +1 more source
Shirkah, 2021 Islamic stock market is apparently different from the conventional stock market due to the prohibition of unlawful goods and excessive risk-taking behavior.
Septiana Indarwati, Agus Widarjono
doaj +1 more source
Journal of Mathematics, 2021 Liquidity reflects the quality of the market. When the market is short of liquidity, it often causes investors’ trading difficulties and stock price volatility, expanding the investment risk.
Hairong Cui, Jinfeng Fei, Xunfa Lu
doaj +1 more source