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4 research outputs found
Day of the Week Effect in the Central and Eastern European Transition Stock Markets and Higher Moments of Security Returns
Author
A Agrawal
Apostolos Dasilas
+25 more
B Panel
B Solnik
C Ball
E Balaban
E Barone
G Athanassakos
G Y N Tang
I Pena
J L Board
K A Wong
Katerina Lyroudi
Kursat Aydogan
M Santemases
M Smirlock
M Theobald
Nigokhos Krikorov Kanaryan
P Alexakis
Plamen Georgiev Patev
R Aggarwal
R Aggarwal
R Bildik
S Pashakwale
T Bollerslev
T Bollerslev
T Ozmen
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Day of the Week Effect and Market Efficiency - Evidence from Indian Equity Market Using High Frequency Data of National Stock Exchange
Author
Haroutounian
Anup Agrawal
+40 more
B Solnik
B Solnik
Clifford Ball
D Keim
E Balaban
E Barone
G Athanassakos
G Bekaert
G Gay
G Y N Tang
Golaka C. Nath
Goswami
I Lee
I Pena
J Gardeazabal
J Jaffe
J Jaffe
Jordan Susan
K A Wong
K Lyroudi
K Nikou
L Harris
M Flannery
M Gibbons
M Santemases
M Smirlock
M Theobald
Manoj Dalvi
P Alexakis
P C Eisemann
R Aggarwal
R Johnston
S Pashakwale
S Poshakwale
S W Kim
T Kohers
T Ozmen
V Murinde
W Newey
Y K Ho
Publication venue
'Elsevier BV'
Publication date
01/01/2004
Field of study
No full text
Crossref
Modelling and Forecasting the Volatility of the Central European Stock Market
Author
A Christie
A Damodaran
+30 more
A Lo
A R Pagan
B Solnik
C G Glimore
C R Harvey
E Sentana
F Black
G Bekaert
G Chen
G L Kaminsky
H Jang
J Potreba
L R Glosten
Latin America
M Haroutounian
M Scholes
Nigokhos Krikorov Kanaryan
O Henry
P H Franses
P Verhoeven
Plamen Georgiev Patev
R Chou
R Engle
R Engle
R F Engle
S Pashakwale
T Bollerslev
T Choudhry
V Murinde
Y Amihud
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref
Stock Market Volatility Changes in Central Europe Caused by Asian and Russian Financial Crises
Author
A Christie
A Lo
+34 more
B Blair
B Solnik
C G Glimore
C G Lamoureux
F Black
G Bekaert
G Chen
G Koutmos
G Koutmos
G Koutmos
G L Kaminsky
G Meric
G W Schwert
G W Schwert
H Jang
J Potreba
L R Glosten
M Haroutounian
Nigokhos Krikorov Kanaryan
O Henry
Plamen Georgiev Patev
Poland Hungary
R Chou
R Engle
R Engle
R Engle
S Pashakwale
S.-C Leong
T Bollerslev
T Bollerslev
T Bollerslev
T Choudhry
V Murinde
Y Shachmurove
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref