Price transmission dynamics between informationally linked securities

By Phylaktis Kate   Manalis Gikas  

Applied Financial Economics, Vol. 15, Iss. 3, 2005-02 ,pp. : 187-201

Routledge Ltd

Access to resources Recommend Favorite

An empirical analysis of the effects of options and futures listing on the underlying stock return volatility: the Portuguese case

By Tomé Calado João Paulo   Medeiros Garcia Maria Teresa   Mendes Pereira Sérgio Emanuel Tomé  

Applied Financial Economics, Vol. 15, Iss. 13, 2005-09 ,pp. : 907-913

Routledge Ltd

Access to resources Recommend Favorite

The relationship between stock return volatility and trading volume: the case of the Philippines

By Asai Manabu   Unite Angelo  

Applied Financial Economics, Vol. 18, Iss. 16, 2008-09 ,pp. : 1333-1341

Routledge Ltd

Access to resources Recommend Favorite

Stability of the day of the week effect in return and in volatility at the Indian capital market: a GARCH approach with proper mean specification

By Bhattacharya Kaushik   Sarkar Nityananda   Mukhopadhyay Debabrata  

Applied Financial Economics, Vol. 13, Iss. 8, 2003-01 ,pp. : 553-563

Routledge Ltd

Access to resources Recommend Favorite

Intra-day volatility forecasts

By McMillan David   Garcia Raquel Quiroga  

Applied Financial Economics, Vol. 19, Iss. 8, 2009-04 ,pp. : 611-623

Routledge Ltd

Access to resources Recommend Favorite