Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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Impact of Futures and Options Trading on the Underlying Spot Market Volatility in IndiaInternational Review of Applied Financial Issues and Economics, 2010, Vol.2 (1), p.213-228Copyright Melcure University 2010 ;ISSN: 9210-1737Digital Resources/Online E-Resources |
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2 |
Material Type: Article
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ARFIMA-FIGARCH and ARFIMA -FIAPARCH on Thailand Volatility IndexInternational Review of Applied Financial Issues and Economics, 2010, Vol.2 (1), p.193-212Copyright Melcure University 2010 ;ISSN: 9210-1737Digital Resources/Online E-Resources |
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3 |
Material Type: Article
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Price Changes, Trading Volume and Time-Varying Conditional Volatility: Evidence from Asia Pacific Stock MarketInternational Review of Applied Financial Issues and Economics, 2010-04, Vol.2 (2), p.379-390Copyright Melcure University 2010 ;ISSN: 9210-1737Digital Resources/Online E-Resources |
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4 |
Material Type: Article
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Do Business Cycles Exhibit Beneficial Information for Portfolio Management? An Empirical Application of Statistical ArbitrageThe review of finance and banking, 2010-06, Vol.2 (1), p.41-56 [Peer Reviewed Journal]Copyright The Bucharest University of Economic Studies Jun 2010 ;ISSN: 2026-2713 ;ISSN: 2067-2713 ;EISSN: 2067-3825Full text available |
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5 |
Material Type: Article
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Have volatility spillover effects of cointegrated European stock markets increased over time?The review of finance and banking, 2010-12, Vol.2 (2), p.83-94 [Peer Reviewed Journal]Copyright The Bucharest University of Economic Studies Dec 2010 ;ISSN: 2026-2713 ;ISSN: 2067-2713 ;EISSN: 2067-3825Full text available |
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6 |
Material Type: Article
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Distance to Default Estimates for Romanian Listed CompaniesThe review of finance and banking, 2011-01, Vol.3 (2), p.95-110 [Peer Reviewed Journal]Copyright The Bucharest University of Economic Studies Dec 2011 ;ISSN: 2026-2713 ;ISSN: 2067-2713 ;EISSN: 2067-3825Full text available |
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7 |
Material Type: Article
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Analysis of GARCH Modeling in Financial Markets: An Approach Based on Technical Analysis StrategiesActa Universitatis Danubius. Œconomica, 2011-01, Vol.7 (4), p.158-171 [Peer Reviewed Journal]ISSN: 2065-0175 ;ISSN: 2067-340X ;EISSN: 2067-340XFull text available |
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8 |
Material Type: Article
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Examining the Relationship between Real Estate and Stock Markets in Hong Kong and the United Kingdom through DataminingInternational journal of strategic property management, 2011-03, Vol.15 (1), p.26-34 [Peer Reviewed Journal]Copyright Taylor & Francis Group, LLC 2011 ;Copyright Vilnius Gediminas Technical University Mar 2011 ;ISSN: 1648-715X ;EISSN: 1648-9179 ;DOI: 10.3846/1648715X.2011.565867Full text available |
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9 |
Material Type: Article
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Association between new york and shanghai markets: evidence from the stock price indicesJournal of business economics and management, 2012, Vol.13 (1), p.132-147 [Peer Reviewed Journal]Copyright Vilnius Gediminas Technical University (VGTU) Press Technika 2012 ;ISSN: 1611-1699 ;EISSN: 2029-4433 ;DOI: 10.3846/16111699.2011.620166Digital Resources/Online E-Resources |
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10 |
Material Type: Article
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Does intrinsic value still have a role in capital market pricing?Society and economy, 2012-04, Vol.34 (1), p.95-113 [Peer Reviewed Journal]Akadémiai Kiadó 2012 ;Copyright Akadémiai Kiadó Zrt Apr 2012 ;ISSN: 1588-9726 ;EISSN: 1588-970X ;DOI: 10.1556/SocEc.2011.0002Full text available |
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11 |
Material Type: Article
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Active PortofolioManagement in the Presence of Regime Switching: What Are the Benefits of Defensive Asset Allocation Strategies If the Investor Faces Bear Markets?The review of finance and banking, 2012-06, Vol.4 (1), p.15-31 [Peer Reviewed Journal]Copyright The Bucharest University of Economic Studies Jun 2012 ;ISSN: 2026-2713 ;ISSN: 2067-2713 ;EISSN: 2067-3825Full text available |
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12 |
Material Type: Article
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Testing of market price direction dependence on us stock marketBusiness, Management and Education, 2012-12, Vol.10 (2), p.205-219 [Peer Reviewed Journal]Copyright Vilnius Gediminas Technical University 2012 ;ISSN: 2029-7491 ;EISSN: 2029-6169 ;DOI: 10.3846/bme.2012.15Full text available |
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13 |
Material Type: Article
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Testing the impact of quarterly results and analysts’ expectations on prices of selected equitiesBusiness, Management and Education, 2012-12, Vol.10 (2), p.159-173 [Peer Reviewed Journal]Copyright Vilnius Gediminas Technical University 2012 ;ISSN: 2029-7491 ;EISSN: 2029-6169 ;DOI: 10.3846/bme.2012.12Full text available |
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14 |
Material Type: Article
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Stock price seasonality effect and trading strategy – an empirical study of selected IT companies in indiaBusiness, Management and Education, 2012-12, Vol.10 (2), p.264-288 [Peer Reviewed Journal]Copyright Vilnius Gediminas Technical University 2012 ;ISSN: 2029-7491 ;EISSN: 2029-6169 ;DOI: 10.3846/bme.2012.19Full text available |
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15 |
Material Type: Article
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The Predictability of the Socially Responsible Investment Index: A New TMDCC ApproachThe review of finance and banking, 2013-01, Vol.5 (1), p.27-34 [Peer Reviewed Journal]Copyright The Bucharest University of Economic Studies Jun 2013 ;ISSN: 2026-2713 ;ISSN: 2067-2713 ;EISSN: 2067-3825Full text available |
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16 |
Material Type: Article
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Managing market risk with VaR (Value At Risk)Management (Split, Croatia), 2013-11, Vol.18 (2), p.81-96 [Peer Reviewed Journal]COPYRIGHT 2013 Ekonomski Fakultet Sveucilista u Splitu ;Copyright Sveuciliste u Splitu Nov/Dec 2013 ;ISSN: 1331-0194 ;EISSN: 1846-3363Full text available |
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17 |
Material Type: Article
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Volatility Transmission between Bond and Stock Markets: Case of Emerging Financial MarketsActa Universitatis Danubius. Œconomica, 2014-01, Vol.10 (6), p.84-97 [Peer Reviewed Journal]ISSN: 2065-0175 ;ISSN: 2067-340X ;EISSN: 2067-340XFull text available |
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18 |
Material Type: Article
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Forecasting Changes in Stock Prices on the Basis of Patterns Identified with the Use of Data Classification MethodsFolia oeconomica stetinensia, 2014-06, Vol.14 (1), p.7-21 [Peer Reviewed Journal]Copyright De Gruyter Open Sp. z o.o. 2014 ;ISSN: 1730-4237 ;ISSN: 1898-0198 ;EISSN: 1898-0198 ;DOI: 10.2478/foli-2014-0101Full text available |
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19 |
Material Type: Article
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HERDING BEHAVIOR UNDER EXCESSIVE VOLATILITY IN CEE STOCK MARKETSStudia Universitatis Babeș-Bolyai. Oeconomica, 2014-12, Vol.59 (3), p.38-47 [Peer Reviewed Journal]Copyright Babes-Bolyai University, STUDIA UNIVERSITATIS BABES-BOLYAI Dec 2014 ;ISSN: 2065-9644 ;ISSN: 1220-0506 ;EISSN: 2065-9644Full text available |
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20 |
Material Type: Article
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Main Romanian Commercial Banks’ Systemic Risk during Financial Crisis: a CoVar ApproachThe review of finance and banking, 2014-12, Vol.6 (2), p.69-80 [Peer Reviewed Journal]Copyright The Bucharest University of Economic Studies Dec 2014 ;ISSN: 2026-2713 ;ISSN: 2067-2713 ;EISSN: 2067-3825Full text available |