Results 21 to 30 of about 380,620 (306)
International Journal of Finance, 2022 Purpose: This paper is conducted to investigate the response of market liquidity, market volatility and exchange rate volatility to stock market crises shocks. Methodology: First, the CMAX approach is used to detect stock market crises. Then, the Vector Auto Regression (VAR) approach is applyed to study the transmission effect of stock market ...
Haifa Hammami, Younes Boujelbene
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Market volatility and spillover across 24 sectors in Vietnam
Cogent Economics & Finance, 2022 While market volatility and volatility connectedness across different financial markets have been examined, the spillover effects across sectors have been under-examined.
Hung Quang Bui +4 more
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The Investigation of the Effect of Credit Power in Companies Listed in Tehran Stock Exchange on Market Value of Equity Volatility [PDF]
راهبرد مدیریت مالی, 2016 In the present study, the effect of credit power in companies listed in Tehran Stock Exchange on market value of equity volatility will be discussed. To measure the credit power of companies, the quick ratio measures amount of trade credit (net amount of
Seyed Ali Taghavi, Leila Golbaz
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Media Ekonomi dan Manajemen, 2023 This study aims to analyze the effect of oil price volatility, gold price volatility and exchange rate volatility on the dynamic relationship between Indonesian and United States capital market. The data used in this study are daily closing prices of oil,
Robiyanto Robiyanto +3 more
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market [PDF]
, 2002 Alternative strategies for predicting stock market volatility are examined. In out-of-sample forecasting experiments implied-volatility information, derived from contemporaneously observed option prices or history-based volatility predictors, such as ...
Claessen, Holger, Mittnik, Stefan
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The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods
Quantitative Finance and Economics, 2017 Measurement of volatility is of paramount importance in finance because of the effects on risk measurement and risk management. Corridor implied volatility measures allow us to disentangle the volatility of positive returns from that of negative returns,
Elyas Elyasiani +2 more
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Financial market reaction to R&D volatility in the pharmaceutical industry. A multi-country study
Journal of Business Economics and Management, 2022 Corporate management is often accused of short-term oriented behaviour related to R&D expenditures. This study analyses the influence of R&D volatility and R&D intensity on the market capitalization of pharmaceutical and medical research companies from ...
Marilena Mironiuc +3 more
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Volatility term structures in commodity markets [PDF]
, 2019 In this study, we comprehensively examine the volatility term structures in commodity markets. We model state‐dependent spillovers in principal components (PCs) of the volatility term structures of different commodities, as well as that of the equity ...
Goyal A. +3 more
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The implied volatility index: Is ‘investor fear gauge’ or ‘forward-looking’?
Borsa Istanbul Review, 2015 The paper aims to examine implied volatility as the investor fear gauge or/and forward-looking expectation of future stock market volatility within emerging markets setting-India VIX. The earliest results evidenced that VIX is the gauge of investor fear,
Imlak Shaikh, Puja Padhi
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The Impact of Market Volatility on the Cell Therapy Industry [PDF]
Cell Stem Cell, 2011 Stock market volatility in the cell therapy industry has greatly hindered the investment necessary to fund translational therapies. Here, we review the volatility of leading companies and suggest that a distinct industry is maturing to a point at which the volatility should subside, providing a more attractive environment for future growth.
Brindley, David A. +6 more
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