Modelling Volatility in the Presence of Abrupt Jumps: Empirical Evidence from Islamic Stock Markets.

[PDF] academia.edu

[PDF][PDF] Modelling stock returns volatility and asymmetric news effect: A global perspective

KO Onyele, EC Nwadike - Financial Risk and Management …, 2021 - academia.edu
Contribution/Originality: This study contributes to the literature by modelling global stock
returns volatility and asymmetric news effect using a new stock index (S&P 1200 global …
被引用次数：5 相关文章 所有 4 个版本
[PDF] upm.edu.my

[PDF][PDF] Do Vaccines' Announcements Cure Stock Market Volatility? Evidence From the Gulf Cooperation Council (GCC) Markets.

E ELSHAREIF, M KABIR, D CONTU… - International Journal of …, 2022 - ijem.upm.edu.my
ABSTRACT COVID-19 has been impacting stock markets worldwide. Yet, a scant amount of
research has been done on the stock markets of the Gulf Cooperation Council (GCC) …
相关文章 所有 2 个版本
[PDF] researchgate.net

[PDF][PDF] The Impacts of The Systematic, Idiosyncratic Risks and Market Sentiment on China A-Shares Performances.

J DA, A NASSIR, MP HASHIM… - International Journal of …, 2022 - researchgate.net
The purposes of this paper are (i) to examine 3 driving factors affecting China A-shares
market performance; namely systematic risk, idiosyncratic risk, and market sentiment, and (ii) …
相关文章 所有 4 个版本