Results 21 to 30 of about 178,821,162 (156)
EXCHANGE RATE VOLATILITY AND STOCK MARKET DEVELOPMENT: AN EMPIRICAL EVIDENCE FROM NIGERIA
Malete Journal of Accounting and Finance, 2023 Recent evidence suggests that stock markets experience shift in volatility which can affect development of such markets. This study re-examines exchange rate volatility and stock market development in Nigeria using annual data from 1985-2020.
Ahmed Oluwatobi ADEKUNLE
doaj
Trading volume and the number of trades : a comparative study using high frequency data [PDF]
, 2007 Trading volume and the number of trades are both used as proxies for market activity, with disagreement as to which is the better proxy for market activity. This paper investigates this issue using high frequency data for Cisco and Intel in 1997.
Izzeldin, Marwan, Marwan Izzeldin
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Profitability, Volatility, and Risk in the Biotechnology Sector
, 2010 Class of 2010 AbstractOBJECTIVES: (1) To characterize the long-term performance of the biotechnology sector and the overall market using a Sharpe Ratio analysis (excess return/volatility; α/SD). The null hypothesis tested in this paper is the generalized
Zucarelli, Michael, Shauffert, Maurice
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Economic Policy Uncertainty and Chinese Stock Market Volatility: A CARR-MIDAS Approach
Complexity, 2021 Intraday range (the difference between intraday high and low prices) is often used to measure volatility, which has proven to be a more efficient volatility estimator than the return-based one. Meanwhile, a growing body of studies has found that economic
Xinyu Wu, Tianyu Liu, Haibin Xie
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Are the systemic risk spillovers of good and bad volatility in oil and global equity markets alike?
Energy Strategy Reviews, 2023 This paper explores the asymmetric connectedness of systemic risk between the oil and global stock markets in both the time and frequency domains. To do so, we introduce time-varying parametric vector autoregressive (TVP-VAR) spillover index models and ...
Qichang Xie, Jingrui Qin, Jianwei Li
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Consequences for option pricing of a long memory in volatility [PDF]
, 2000 The economic consequences of a long memory assumption about volatility are documented, by comparing implied volatilities for option prices obtained from short and long memory volatility processes.
Stephen J Taylor, Taylor, S J
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Price relationships and market linkages of by-product critical metals across multiple time scales: A case study of copper and cobalt [PDF]
Ziyuan Kexue[Objective] Compared to conventional bulk metal markets, by-product critical metal markets are still in a rapid growth phase, where market fluctuations frequently occur due to periodic supply-demand mismatches.
SU Hui, WU Qiaosheng, CHENG Jinhua, ZHOU Na, BI Zhiwei
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FUDMA Journal of Accounting and Finance Research (FUJAFR)Purpose: This study examines the effect of crude oil price volatility on stock market performance in Nigeria from 2010 to 2025 using multiple volatility measures.
Hamza Mohd Idris +2 more
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Journal of Management Science and Engineering, 2018 This paper investigates the impact of market quality on volatility asymmetry of CSI 300 index futures by using short- and long-run causality measures proposed by Dufour et al. (2012).
Zhihong Jian +3 more
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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
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