233324 documents matched the search for Stock price volatility in titles and keywords.
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Institutional Weakness and Stock Price Volatility,
Assaf Razin, Galina Hale and Hui Tong,
from C.E.P.R. Discussion Papers
(2006)
Keywords: Credit guarantees; Credit constraints; Credit growth volatility; Stock price volatility
Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America,
Andre Yone Haughton and Emma Iglesias,
in International Journal of Economics and Financial Issues
(2017)
Keywords: Exchange Rates, Stock Prices, Volatility
The price of terror: The effects of terrorism on stock market returns and volatility,
Kerim Arin, Davide Ciferri and Nicola Spagnolo,
in Economics Letters
(2008)
Keywords: Multivariate GARCH Stock prices Volatility
Impacts of implied volatility on stock price realized jumps,
Alex Huang,
in Economic Systems
(2016)
Keywords: Stock price jump; Implied volatility; Information risk;
New Evidence on Price and Volatility Effects of Stock Option Introductions,
Rezaul Kabir,
from Tilburg University, Center for Economic Research
(1997)
Keywords: Option listing; derivatives; stock price; stock volatility
Takeovers and stock price volatility,
Jeffrey Lacker and John Weinberg,
in Economic Review
(1990)
Keywords: Stock - Prices
Bubbles and stock price volatility,
Behzad Diba,
from Federal Reserve Bank of Philadelphia
(1989)
Keywords: Stock - Prices
Macroeconomic variables and stock price volatility in Nigeria,
Osazee Godwin Omorokunwa and Nosakhare Ikponmwosa,
in Annals of the University of Petrosani, Economics
(2014)
Keywords: GARCH model, volatility, inflation, stock price, stock market, Nigeria
Endogenous Market Thinness and Stock Price Volatility,
Marco Pagano,
from C.E.P.R. Discussion Papers
(1986)
Keywords: Stock Market; Stock Prices; Thin Financial Markets; Transaction Costs; Volatility
The impact of oil price shocks on the stock market return and volatility relationship,
Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon,
in Journal of International Financial Markets, Institutions and Money
(2015)
Keywords: Stock return and volatility; Oil price shocks; Stock volatility; Structural VAR;
The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship,
Wensheng Kang, Ronald Ratti and Kyung Hwan Yoon,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2014)
Keywords: Stock return and volatility, oil price shocks, stock volatility, structural VAR
Exchange rate volatility and the stability of stock prices,
Benjamin Blau,
in International Review of Economics & Finance
(2018)
Keywords: Foreign exchange; Exchange-rate volatility; Stock markets; American Depositary Receipts; Stock price volatility;
Monetary policy shocks and stock market prices volatility in Nigeria,
Sesan Adeniji, S. A. J. Obansa and David Okoroafor,
in BizEcons Quarterly
(2018)
Keywords: Stock prices; Monetary policy; Volatility; ARDL; EGARCH
Crude Oil Price Volatility and its Impact on Nigerian Stock Market Performance (1985-2014),
Olamide T. Ojikutu, Rita U. Onolemhemhen and Sunday O. Isehunwa,
in International Journal of Energy Economics and Policy
(2017)
Keywords: Oil price, exchange rates, volatility, stock market
Energy prices, volatility, and the stock market: Evidence from the Eurozone,
Ulrich Oberndorfer,
in Energy Policy
(2009)
Keywords: Stock market Energy market Energy price volatility
The Relationship between Dividend Policy and Stock Price Volatility in the Tech Industry in France,
Michel Martin,
in International Journal of Finance and Accounting
(2024)
Keywords: Dividend Policy, Stock Price Volatility, Tech Industry
Stock Price Volatility in a Multiple Security Overlapping Generations Model,
Matthew Spiegel,
from University Library of Munich, Germany
(1996)
Keywords: stock price volatility, overlapping generations model.
Risk, variety and volatility: growth, innovation and stock prices in early industry evolution,
Mariana Mazzucato,
in Journal of Evolutionary Economics
(2003)
Keywords: Growth rates, Stock prices, Innovation, Volatility,
Risk, variety and volatility: growth, innovation and stock prices in early industry evolution,
Mariana Mazzucato,
from Springer
(2005)
Keywords: Growth rates, Stock prices, Innovation, Volatility
Bubbles and stock-price volatility,
Behzad Diba,
in Proceedings
(1988)
Keywords: Stock - Prices; Econometric models
The Effect of Earnings Volatility on Stock Price Delay,
Joong-Seok Cho,
in Scientific Annals of Economics and Business (continues Analele Stiintifice)
(2022)
Keywords: earnings volatility, capital markets, stock price response delay, U.S.A
The Effect of Earnings Volatility on Stock Price Delay,
Joong-Seok Cho,
in Scientific Annals of Economics and Business (continues Analele Stiintifice)
(2022)
Keywords: earnings volatility, capital markets, stock price response delay, U.S.A
Oil Price Shocks and Volatility in Australian Stock Returns ,
Ronald Ratti and M. Zahid Hasan,
from University Library of Munich, Germany
(2013)
Keywords: oil price shocks, volatility in stock returns, Australian sector returns
Behavioral heterogeneity and excess stock price volatility in China,
Wei Zhang, Zhong-Qiang Zhou and Xiong Xiong,
in Finance Research Letters
(2019)
Keywords: Behavioral heterogeneity; Stock prices; Excess volatility; Fundamental values;
Global Commodity Prices and Global Stock Volatility Shocks,
Joaquin Vespignani, Wensheng Kang and Ronald Ratti,
from University Library of Munich, Germany
(2018)
Keywords: Global commodity prices, Global stock volatility, Output, Heterogeneity
Risk aversion and stock price volatility,
Kevin Lansing and Stephen LeRoy,
from Federal Reserve Bank of San Francisco
(2010)
Keywords: Stock - Prices
THE VOLATILITY OF OIL PRICES ON STOCK EXCHANGES IN THE CONTEXT OF RECENT EVENTS,
Maria-Floriana Popescu,
in Studies in Business and Economics
(2016)
Keywords: Oil prices, Stock Exchanges, Stock Market Returns, Volatility
Volatility Estimation and Stock Price Prediction in the Nigerian Stock Market,
Ajao Mayowa Gabriel and Wemambu Mary Ugochukwu,
in International Journal of Financial Research
(2012)
Keywords: Stock Prices, Volatility, Prediction, Random Walk, ARCH Model
Stock Prices and Stock Return Volatilities Implied by the Credit Market,
Hans Byström,
from Lund University, Department of Economics
(2014)
Keywords: credit default swaps; implied volatility; implied stock prices; CreditGrades; VIX
Oil price shocks and volatility do predict stock market regimes,
Stavros Degiannakis, Timotheos Angelidis and George Filis,
from Bank of Greece
(2013)
Keywords: Decomposition of shocks; oil price shocks; oil price volatility;regime switching;stock market volatility; US stock market
Effect of Oil Price Volatility on Clean Energy Stock Market Performance,
Negar Fazlollahi and Saeed Ebrahimijam,
from Springer
(2017)
Keywords: Bound test, Clean energy stock price, Oil price, Oil price volatility, Technology stock price
Transmission of Stock Prices and Volatility from the Influential Major Markets on the Emerging Market: A Case Study of the Korean Stock Market,
Joon Young Kim, Jungryol Kim and Sang Bong Kim,
in Global Economic Review
(2010)
Keywords: Korean stock market, price and volatility spillovers, asymmetric volatility,
Impact of Oil Price Shocks on Stock Market Prices Volatility in Nigeria: New Evidence from a Non-linear ARDL Cointegration,
Ben Obi,, Adeniji Sesan Oluseyi, and Olaniyi Evans,
in Journal of Global Economy
(2018)
Keywords: ARDL Cointegration, Stock Market Volatility, Oil Prices
Stock price synchronicity and its effect on stock market volatility: evidence from the MENA region,
Omar Farooq, Neveen Ahmed and Mohammed Bouaddi,
in American Journal of Finance and Accounting
(2018)
Keywords: stock price synchronicity; stock market volatility; emerging markets.
Indian stock market volatility in recent years: Transmission from global market, regional market and traditional domestic sectors,
Amitava Sarkar, Gagari Chakrabarti and Chitrakalpa Sen,
in Journal of Asset Management
(2009)
Keywords: stock prices, volatility, contagion
Cash Dividend Disbursement, Retained Earnings and Their Impact on Stock Price Volatility: A Case of Selected Non-Financial Firms of Pakistan,
Adil Shaheen, Farah Yasser and Kinza Ashraf,
in Audit and Accounting Review
(2022)
Keywords: cash dividend policy; stock price volatility; Pakistan
Re-examining the impact of oil prices on stock returns in the presence of time-varying volatility,
Patrick Herb and Farooq Malik,
in Journal of Economics and Finance
(2023)
Keywords: Time-varying volatility, Oil prices, Stock returns
Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries,
Khairulla Massadikov,
in International Journal of Energy Economics and Policy
(2021)
Keywords: oil price, stock return, volatility spillovers, VAR-GARCH model
Effects of Oil Prices and Exchange Rates Movements on JSE Stock Return Volatility,
Thobeka Ncanywa and Sehludi Brian Molele,
in Journal of Reviews on Global Economics
(2019)
Keywords: Oil Prices, Exchange rate, Stock Returns, volatility, GARCH Model.
Does commodity hedging with derivatives reduce stock price volatility?,
Ningli Wang and Qichong Zhou,
in Finance Research Letters
(2022)
Keywords: Hedging; Commodities; Financial derivatives; Stock price volatility; Risk management;
The role of large shareholder holdings in customer concentration and stock price volatility,
Xiaolong Li and Xue Shi,
in Finance Research Letters
(2024)
Keywords: Customer concentration; Stock price volatility; Major shareholder shareholding;
Stock market bubbles and the realized volatility of oil price returns,
Rangan Gupta, Joshua Nielsen and Christian Pierdzioch,
in Energy Economics
(2024)
Keywords: Realized volatility; Oil price; Stock market bubbles; Forecasting; Shrinkage estimators;
Global commodity prices and global stock volatility shocks: Effects across countries,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2017)
Keywords: Global commodity prices, Global stock volatility, Output, Heterogeneity
Global commodity prices and global stock volatility shocks: effects across countries,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani,
from University of Tasmania, Tasmanian School of Business and Economics
(2017)
Keywords: global commodity prices, global stock volatility, output, heterogeneity
Stock Market Bubbles and the Realized Volatility of Oil Price Returns,
Rangan Gupta, Joshua Nielsen and Christian Pierdzioch,
from University of Pretoria, Department of Economics
(2023)
Keywords: Realized volatility, Oil price, Stock market bubbles, Forecasting, Shrinkage estimators
The Effect of Direct Foreign Investment on Stock Price Volatility in the Saudi Market,
Suha Alawi,
in Asian Economic and Financial Review
(2019)
Keywords: Foreign direct investment, Investment, Saudi Arabia, Stock price volatility, Vision 2030, Stock price, Panel data.
The impact of oil price shocks on the volatility of the Turkish stock market,
F. Dilvin Taşkin, Efe Çağlar Çağlı and Umut Halaç,
in International Journal of Accounting and Finance
(2016)
Keywords: emerging markets; oil prices; Istanbul stock exchange; Turkey; EGARCH; price shocks; market volatility; stock markets.
Can risk aversion explain stock price volatility?,
Stephen LeRoy,
in FRBSF Economic Letter
(2013)
Keywords: Stock - Prices
Oil price volatility and stock returns in the G7 economies,
Elena Maria Diaz, Juan Carlos Molero and Fernando Pérez de Gracia,
in Energy Economics
(2016)
Keywords: Stock returns; Oil price volatility; G7 economies; Vector autoregressive (VAR) model;
Price limits and stock returns volatility in Jordanian banks,
Samer Al-Rjoub and Sawsan Abutabenjeh,
in International Journal of Monetary Economics and Finance
(2009)
Keywords: price limits; volatility; GARCH models; EGARCH models; stock returns; Jordan; commercial banks; bank returns.
SOCIAL MEDIA, TRADING VOLUME, VOLATILITY AND STOCK PRICES,
Halil D Kaya, Abhinav Maramraju and Anish Nallapu,
in Annals - Economy Series
(2023)
Keywords: social media, mega-cap, technology stocks, volatility, trading volume, stock prices
Earnings Surprise, Portfolio Inertia and Stock Price Volatility,
Huang Shunwu, Chang Wang and Zheng Lan,
in Journal of Systems Science and Information
(2015)
Keywords: institutional investor, earnings surprise, mediating effect, portfolio inertia, stock price volatility
Oil price volatility and stock returns in the G7 economies,
Elena MarÃa DÃaz, Juan Carlos Molero and Fernando Pérez de Gracia,
from School of Economics and Business Administration, University of Navarra
(2016)
Keywords: stock returns, oil price volatility, G7 economies, Vector autoregressive (VAR) model
The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries,
Andrea Bastianin, Francesca Conti and Matteo Manera,
from Fondazione Eni Enrico Mattei
(2015)
Keywords: Volatility, Oil Price Shocks, Oil Price, Stock Prices, Structural VAR
The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries,
Andrea Bastianin, Francesca Conti and Matteo Manera,
from Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano
(2015)
Keywords: Volatility, Oil Price Shocks, Oil Price, Stock Prices, Structural VAR
Does price limit reduce stock price volatility on the limit up and down day?,
Shaorong Jin, Chaobo Zhou and Huan Peng,
in Finance Research Letters
(2023)
Keywords: Price limit; Band-pass filter; Stock price volatility;
Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries,
Muntazir Hussain, Usman Bashir and Ramiz Ur Rehman,
in Asia-Pacific Financial Markets
(2024)
Keywords: Volatility connectedness, Volatility spillover, Exchange rate, Stock prices, Pandemic
Stock Prices, Earnings and Expected Dividends,
John Campbell and Robert Shiller,
from Cowles Foundation for Research in Economics, Yale University
(1988)
Keywords: Stock market, dividends, stock prices, volatility
Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis,
Sercan Eraslan and Faek Menla Ali,
from Deutsche Bundesbank
(2018)
Keywords: Oil price shocks, Stock returns, Volatility impulse response analysis
Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis,
Sercan Eraslan and Faek Menla Ali,
in Economics Letters
(2018)
Keywords: Oil price shocks; Stock returns; Volatility impulse response analysis;
Stock volatility in the periods of booms and stagnations,
Taisei Kaizoji,
from University Library of Munich, Germany
(2010)
Keywords: volatility, boom, and stagnation, stock price indices
Stock Price Volatility and Role of Dividend Policy: Empirical Evidence from Pakistan,
Syed Akif Shah and Umara Noreen,
in International Journal of Economics and Financial Issues
(2016)
Keywords: Stock Price Volatility, Dividend Policy, Karachi Stock Exchange, Random Effect Model
R&D investment intensity and jump volatility of stock price,
Cheng Jiang, Kose John and David Larsen,
in Review of Quantitative Finance and Accounting
(2021)
Keywords: R&D investment intensity, Jump volatility of stock price, Stock liquidity, Textual analysis, Information disclosure, Financial constraint
The impacts of oil price shocks on stock market volatility: Evidence from the G7 countries,
Andrea Bastianin, Francesca Conti and Matteo Manera,
in Energy Policy
(2016)
Keywords: Stock Price Volatility; Oil Price Shocks; G7 countries;
Stock market volatility and fluctuations in the price-earnings ratio,
Dimitrios Koutmos,
in International Journal of Computational Economics and Econometrics
(2012)
Keywords: P-E ratio; price-earnings ratio; stock market volatility; fed model; GARCH; G7 markets; G-7; rate of return; market risk.
Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China,
Yufeng Chen, Wenqi Li and Xi Jin,
in Journal for Economic Forecasting
(2018)
Keywords: oil price; new energy stock; volatility; multivariate GARCH; VAR
Price and Volatility Spillovers between Stock Prices and Exchange Rates: Empirical Evidence from the G-7 Countries,
Sheng-Yung Yang and Shuh-Chyi Doong,
in International Journal of Business and Economics
(2004)
Keywords: exchange rate; stock price; bivariate EGARCH model; asymmetric volatility spillover
Impact of Stock Market Volatility on Gold prices during the COVID-19 pandemic,
Garishma Gulyani, Priyanka Gupta and Ramanpreet Singh,
in Transnational Marketing Journal
(2021)
Keywords: Stock market price; Gold Price; Coronavirus (COVID-19); Co-integration test; Volatility
What Happens to Expected Stock Volatility around Election Day?,
Christopher Neely,
from Federal Reserve Bank of St. Louis
(2024)
Keywords: asset price volatility; stock market; stock market volatility; presidential elections
Dividend policy and share price volatility: evidence from Colombo stock market,
Athambawa Jahfer and Abdul Hameed Mulafara,
in International Journal of Managerial and Financial Accounting
(2016)
Keywords: Colombo stock exchange; dividend payout ratio; dividend yield; share prices; share price volatility; dividend policy; stock markets; Sri Lanka; stock prices.
Return and volatility spillover between stock price and exchange rate: Indian evidence,
Sayantan Majumder and Ranjanendra Narayan Nag,
in International Journal of Economics and Business Research
(2015)
Keywords: stock markets; foreign exchange markets; spillover effects; return spillover; volatility spillover; stock prices; exchange rates; India; EGARCH models; stock market stabilisation; exchange rate volatility.
Influence of Dividend Policy on Stock Price Volatility of Non-Financial Firms Listed Nigerian Stock Exchange,
Taofeek Agbatogun, Sunday Kajola and Olufemi Akinbola,
in Business & Management Compass
(2019)
Keywords: Dividend Yield, Dividend payout Ratio, Stock Price Volatility, Earning Volatility, Firm size
ASSET REVALUATIONS AND STOCK-MARKET PRICES,
Ig Sharpe and Rg Walker,
in Journal of Accounting Research
(1975)
Keywords: Asset revaluation, Informational content, Stock price response, Stock price volatility
An Empirical Examination of the Deterministic Component in Stock price Volatility,
M. Gu,
from Southern California - Department of Economics
(1993)
Keywords: stock market ; pricing
Asymmetric Information and the Excess Volatility to Stock Prices,
Benjamin Eden and Boyan Jovanovic,
from C.V. Starr Center for Applied Economics, New York University
(1992)
Keywords: information ; stock market ; prices
Asymmetric Information and the Excess Volatility of Stock Prices,
Benjamin Eden and Boyan Jovanovic,
from University of Iowa, Department of Economics
(1992)
Keywords: information ; prices ; stock market
Futures margins and stock price volatility: is there any link?,
Paul Kupiec,
from Board of Governors of the Federal Reserve System (U.S.)
(1990)
Keywords: Futures; Stock - Prices
Investigating Volatility in Saudi Arabia Crude Oil Prices and its impact on oil Stock Market,
Shu Tong, Mohammed Majdy M. Baslom and Hussain Zaid H. Alsharif,
in International Journal of Energy Economics and Policy
(2018)
Keywords: Oil Price, demand supply ratios, Volatility, Stock Market
Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries,
Dimitrios Kartsonakis-Mademlis and Nikolaos Dritsakis,
in International Journal of Energy Economics and Policy
(2020)
Keywords: Asymmetry, Multivariate GARCH, Stock market, Oil price, Volatility Spillover
Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN,
Mohammad Benny Alexandri and Supriyanto,
in International Journal of Energy Economics and Policy
(2022)
Keywords: Stock Return, Oil Price, Volatility Spillovers, EGARCH Model, Covid-19
DRIVERS AND IMPACTS OF INFLATION: A LOOK AT ENERGY PRICES, EXCHANGE RATE VOLATILITY, AND STOCK MARKETS,
Alexandru Vladoi, Lara-Greta Merling and Kevin Cashman,
in Eastern European Journal for Regional Studies (EEJRS)
(2023)
Keywords: economic crises, energy prices, exchange rate volatility and stock markets.
Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods,
Elie Bouri,
in Energy
(2015)
Keywords: Return; Volatility; Oil prices; Stock market; Lebanon; GARCH;
The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana,
Grace Ofori-Abebrese, Samuel Baidoo and Peter Yaw Osei,
in Economics Literature
(2019)
Keywords: Exchange rate; stock prices; volatility; financial markets; GARCH model
The Impact of Internal Governance Mechanisms on the Share Price Volatility of Listed Companies in Paris Stock Exchange,
Mediha Mezhoud, Asma Sghaier and Adel Boubaker,
in Bulletin of Applied Economics
(2017)
Keywords: Share price volatility, Ownership Structure, Board structure, Paris stock exchange
Insider trading, stock return volatility, and the option market's pricing of the information content of insider trading,
Chin-Han Chiang, Sung Gon Chung and Henock Louis,
in Journal of Banking & Finance
(2017)
Keywords: Insider trading; Stock return volatility; Option pricing; Earnings announcements;
ESG Performance and Stock Price Volatility in Public Health Crisis: Evidence from COVID-19 Pandemic,
Dongyi Zhou and Rui Zhou,
in IJERPH
(2021)
Keywords: public health crisis; ESG; stock price volatility; avoid risk; COVID-19
R&D Progress, stock price volatility, and post-announcement drift: An empirical investigation into biotech firms,
Bixia Xu,
in Review of Quantitative Finance and Accounting
(2006)
Keywords: R&D progress, Stock price volatility, Post-announcement drift,
Shock and Volatility Spillovers between Crude Oil Price and Stock Returns: Evidence for Thailand,
Krit Theplib, Yuthana Sethapramote and Komain Jiranyakul,
from University Library of Munich, Germany
(2020)
Keywords: Stock returns, oil price shock, volatility spillover, bivariate GARCH
Interaction between Industrial Policy and Stock Price Volatility: Evidence from China’s Power Market Reform,
Ye Fan, Zhicheng Zhang, Xiaoli Zhao and Haitao Yin,
in Sustainability
(2018)
Keywords: industrial policy; stock price volatility; China’s power market
COVID-19 and A-share banks' stock price volatility: From the perspective of the epidemic evolution in China and the US,
Shanshan Li,
in Global Finance Journal
(2022)
Keywords: COVID-19; Banking stock price volatility; Systematic risk; Idiosyncratic risk;
Market share instability and stock price volatility during the industry life-cycle: the US automobile industry,
Mariana Mazzucato and Willi Semmler,
in Journal of Evolutionary Economics
(1999)
Keywords: Market share dynamics , Industry life-cycle , Stock price volatility
Price Limit and Volatility in Taiwan Stock Exchange: Some Additional Evidence from the Extreme Value Approach,
Aktham Maghyereh, Haitham Al-Zoubi and Haitham Nobanee,
in Review of Pacific Basin Financial Markets and Policies (RPBFMP)
(2007)
Keywords: Price limits, Extreme value theory, Volatility, Taiwan stock exchange
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia,
Emrah Çevik, Selahattin Dibooglu, Atif Awad Abdallah and Eisa Abdulrahman Al-Eisa,
in International Economics and Economic Policy
(2021)
Keywords: Volatility spillovers, Oil prices, Stock market returns, APARCH
Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach,
Dimitrios Kartsonakis Mademlis and Nikolaos Dritsakis,
from Springer
(2018)
Keywords: BEKK-GARCH model, Oil prices, Stock market, Volatility
Factors Affecting Stock Price Volatility in Vietnam’s Oil and Gas Industry in the Period of Pre-COVID-19 and COVID-19,
Lai Cao Mai Phuong,
from Springer
(2023)
Keywords: Stock price volatility, COVID-19, Vietnam, Oil and gas industry
Forecasting stock market realized volatility: The role of investor attention to the price of petroleum products,
Dakai Li,
in International Review of Economics & Finance
(2024)
Keywords: Investor attention; Price of petroleum products; Chinese stock market; Volatility forecasting;
Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani,
from University Library of Munich, Germany
(2019)
Keywords: Global commodity prices, Global stock market volatility, Output, Heterogeneity
Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani,
from University of Tasmania, Tasmanian School of Business and Economics
(2020)
Keywords: global commodity prices, global stock market volatility, output, heterogeneity
Global commodity prices and global stock market volatility shocks: Effects across countries,
Wensheng Kang, Ronald Ratti and Joaquin Vespignani,
in Journal of Asian Economics
(2020)
Keywords: Global commodity prices; Global stock market volatility; Output; Heterogeneity;
Is there a volatility effect in the Hong Kong stock market?,
Gilbert Nartea and Ji Wu,
in Pacific-Basin Finance Journal
(2013)
Keywords: Idiosyncratic volatility; Total volatility; Asset pricing; Hong Kong stock market;
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