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1
Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues
Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues
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Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues

The Journal of finance (New York), 2010-02, Vol.65 (1), p.295-331 [Peer Reviewed Journal]

2010 American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Feb 2010 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01530.x ;CODEN: JLFIAN

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2
Investor Sentiment in the Stock Market
Investor Sentiment in the Stock Market
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Investor Sentiment in the Stock Market

The Journal of economic perspectives, 2007-04, Vol.21 (2), p.129-151 [Peer Reviewed Journal]

Copyright 2007 American Economic Association ;Copyright American Economic Association Spring 2007 ;ISSN: 0895-3309 ;EISSN: 1944-7965 ;DOI: 10.1257/jep.21.2.129

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3
Idiosyncratic Volatility and the Cross Section of Expected Returns
Idiosyncratic Volatility and the Cross Section of Expected Returns
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Idiosyncratic Volatility and the Cross Section of Expected Returns

Journal of financial and quantitative analysis, 2008-03, Vol.43 (1), p.29-58 [Peer Reviewed Journal]

Copyright © School of Business Administration, University of Washington 2008 ;Copyright 2008 Michael G. Foster School of Business ;Copyright University of Washington, School of Business Administration Mar 2008 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S002210900000274X ;CODEN: JFQAAC

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4
On the Timing and Pricing of Dividends
On the Timing and Pricing of Dividends
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On the Timing and Pricing of Dividends

The American economic review, 2012-06, Vol.102 (4), p.1596-1618 [Peer Reviewed Journal]

Copyright© 2012 The American Economic Association ;Copyright American Economic Association Jun 2012 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.102.4.1596 ;CODEN: AENRAA

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5
The Study on the Presence of Volatility Smile in NSE Indices
The Study on the Presence of Volatility Smile in NSE Indices
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The Study on the Presence of Volatility Smile in NSE Indices

Management Dynamics (Print), 2022-04, Vol.6 (2), p.1

2006. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0972-5067 ;EISSN: 2583-4932 ;DOI: 10.57198/2583-4932.1205

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6
Single Index Model: An Implication on Bankex Stocks
Single Index Model: An Implication on Bankex Stocks
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Single Index Model: An Implication on Bankex Stocks

Management Dynamics (Print), 2022-04, Vol.6 (2), p.75

2006. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 0972-5067 ;EISSN: 2583-4932 ;DOI: 10.57198/2583-4932.1211

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7
Relationships between oil price shocks and stock market: An empirical analysis from China
Relationships between oil price shocks and stock market: An empirical analysis from China
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Relationships between oil price shocks and stock market: An empirical analysis from China

Energy policy, 2008-09, Vol.36 (9), p.3544-3553 [Peer Reviewed Journal]

ISSN: 0301-4215 ;EISSN: 1873-6777 ;DOI: 10.1016/j.enpol.2008.06.006

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8
Investor Sentiment and Analysts' Earnings Forecast Errors
Investor Sentiment and Analysts' Earnings Forecast Errors
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Investor Sentiment and Analysts' Earnings Forecast Errors

Management science, 2012-02, Vol.58 (2), p.293-307 [Peer Reviewed Journal]

2012 INFORMS ;COPYRIGHT 2012 Institute for Operations Research and the Management Sciences ;Copyright Institute for Operations Research and the Management Sciences Feb 2012 ;ISSN: 0025-1909 ;EISSN: 1526-5501 ;DOI: 10.1287/mnsc.1110.1356 ;CODEN: MNSCDI

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9
The Impact of the Fed’s Monetary Policy in 2022 on China’s Stock Market: Evidence from SSEC and SZSE
The Impact of the Fed’s Monetary Policy in 2022 on China’s Stock Market: Evidence from SSEC and SZSE
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The Impact of the Fed’s Monetary Policy in 2022 on China’s Stock Market: Evidence from SSEC and SZSE

SHS Web of Conferences, 2024, Vol.181, p.2010 [Peer Reviewed Journal]

2024. This work is licensed under https://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2261-2424 ;ISSN: 2416-5182 ;EISSN: 2261-2424 ;DOI: 10.1051/shsconf/202418102010

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10
Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting
Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting
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Hybrid fuzzy inference rules of descent method and wavelet function for volatility forecasting

PloS one, 2022-12, Vol.17 (12), p.e0278835-e0278835 [Peer Reviewed Journal]

Copyright: © 2022 Alenezy et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2022 Public Library of Science ;2022 Alenezy et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Alenezy et al 2022 Alenezy et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0278835 ;PMID: 36490280

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11
Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis
Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis
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Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis

Discrete dynamics in nature and society, 2022-04, Vol.2022, p.1-28 [Peer Reviewed Journal]

Copyright © 2022 Samuel Kwaku Agyei et al. ;COPYRIGHT 2022 Hindawi Limited ;Copyright © 2022 Samuel Kwaku Agyei et al. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. https://creativecommons.org/licenses/by/4.0 ;ISSN: 1026-0226 ;EISSN: 1607-887X ;DOI: 10.1155/2022/3938331

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12
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees
Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees
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Too-Systemic-to-Fail: What Option Markets Imply about Sector-Wide Government Guarantees

The American economic review, 2016-06, Vol.106 (6), p.1278-1319 [Peer Reviewed Journal]

Copyright© 2016 American Economic Association ;Copyright American Economic Association Jun 2016 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.20120389 ;CODEN: AENRAA

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13
The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy
The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy
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The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy

Journal of Public Affairs, 2021-11 [Peer Reviewed Journal]

2021. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the associated terms available at https://novel-coronavirus.onlinelibrary.wiley.com ;DOI: 10.1002/pa.2623

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14
The dynamics of the aggressive order during a crisis
The dynamics of the aggressive order during a crisis
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The dynamics of the aggressive order during a crisis

PloS one, 2020-05, Vol.15 (5), p.e0232820-e0232820 [Peer Reviewed Journal]

COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 Lee et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 Lee et al 2020 Lee et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0232820 ;PMID: 32442203

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15
The nexus between COVID-19 fear and stock market volatility
The nexus between COVID-19 fear and stock market volatility
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The nexus between COVID-19 fear and stock market volatility

Economic research - Ekonomska istraživanja, 2022-12, Vol.35 (1), p.1765-1785

2021 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. 2021 ;2021 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This work is licensed under the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1331-677X ;EISSN: 1848-9664 ;DOI: 10.1080/1331677X.2021.1914125

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16
Fluctuations in Uncertainty
Fluctuations in Uncertainty
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Fluctuations in Uncertainty

The Journal of economic perspectives, 2014-04, Vol.28 (2), p.153-175 [Peer Reviewed Journal]

Copyright © 2014 American Economic Association ;Copyright American Economic Association Spring 2014 ;ISSN: 0895-3309 ;EISSN: 1944-7965 ;DOI: 10.1257/jep.28.2.153

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17
Investigating long-term causal linkages and volatility patterns: A comparative empirical study between the developed stock markets from USA and Netherland
Investigating long-term causal linkages and volatility patterns: A comparative empirical study between the developed stock markets from USA and Netherland
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Investigating long-term causal linkages and volatility patterns: A comparative empirical study between the developed stock markets from USA and Netherland

Revista de stiinte politice, 2023-01 (77), p.80-87

Copyright Revista de Stiinte Politice 2023 ;ISSN: 1584-224X

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18
Calendar Anomaly in Indian Sector Stock Returns During Global Pandemic – COVID-19
Calendar Anomaly in Indian Sector Stock Returns During Global Pandemic – COVID-19
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Calendar Anomaly in Indian Sector Stock Returns During Global Pandemic – COVID-19

Globsyn Management Journal, 2021-01, Vol.15 (1/2), p.28-39 [Peer Reviewed Journal]

Copyright Globsyn Business School Jan-Dec 2021 ;ISSN: 0973-9181

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19
How COVID-19 induced panic on stock price and green finance markets: global economic recovery nexus from volatility dynamics
How COVID-19 induced panic on stock price and green finance markets: global economic recovery nexus from volatility dynamics
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How COVID-19 induced panic on stock price and green finance markets: global economic recovery nexus from volatility dynamics

Environmental science and pollution research international, 2022-04, Vol.29 (18), p.26322-26335 [Peer Reviewed Journal]

The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2021 ;2021. The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature. ;The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature 2021. ;ISSN: 0944-1344 ;EISSN: 1614-7499 ;DOI: 10.1007/s11356-021-17774-y ;PMID: 34853996

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20
On the predictive ability of GARCH and SV models of volatility: An empirical test on the SENSEX index
On the predictive ability of GARCH and SV models of volatility: An empirical test on the SENSEX index
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On the predictive ability of GARCH and SV models of volatility: An empirical test on the SENSEX index

Journal of Statistical and Econometric Methods, 2019-01, Vol.8 (4)

2019. This work is published under http://creativecommons.org/licenses/by/2.5/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2241-0384 ;EISSN: 2241-0376

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