Articles tagged with: volatility

The volatility model of the ASEAN Stock Indexes

Faurani Santi Singagerda, Linda Septarina, Anuar Sanusi
Investment Management and Financial Innovations Volume 16 2019, Issue #1

Assessment of the banking system financial stability based on the differential approach

Anzhela Kuznyetsova, Nataliya Pogorelenko
Banks and Bank Systems Volume 13 2018, Issue #3

Assessing the performance of American and European Leveraged Exchange Traded Funds

George Tsalikis, Simeon Papadopoulos
Investment Management and Financial Innovations Volume 15 2018, Issue #2

Taylor expansion for derivative securities pricing as a precondition for strategic market decisions

Ivan Burtnyak, Anna Malytska
Problems and Perspectives in Management Volume 16 2018, Issue #1

The Fama and French three-factor model in developing markets: evidence from the Chinese markets

Man Li, Michael Dempsey
Investment Management and Financial Innovations Volume 15 2018, Issue #1

How financial liberalization impacts stock market volatility in Africa: evidence from Nigeria

Patrick Olufemi Adeyeye, Olufemi Adewale Aluko, Oladapo Fapetu, Stephen Oseko Migiro
Investment Management and Financial Innovations Volume 14 2017, Issue #3

Foreign ownership and firm-level stock return volatility in Taiwan

Yi-Chein Chiang, Ming-Han Chan
Investment Management and Financial Innovations Volume 14 2017, Issue #3

Impact of return on long-memory data set of volatility of Dhaka Stock Exchange market with the role of financial institutions: an empirical analysis

Muhammad Mahboob Ali, Aviral Kumar Tiwari, Naveed Raza
Banks and Bank Systems Volume 12 2017, Issue #3
<<1234