Stock Market Volatility - Articles - Scientific Research Publishing

Forecasting Volatility Based on a New Combined HAR-Type Model with Long Memory and Switching Regime: Empirical Evidence from Equity Realized Volatility (Articles)

Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo

Journal of Mathematical Finance Vol.14 No.1, February 27, 2024

DOI: 10.4236/jmf.2024.141005 278 Downloads 1,472 Views Citations
When Investing in Stocks, Is Boring Better? Introducing the “High Volatility Anomaly” in a Post-Meme Stock World (Articles)

Anthony C. Bozza

Journal of Mathematical Finance Vol.14 No.3, August 22, 2024

DOI: 10.4236/jmf.2024.143020 245 Downloads 1,347 Views Citations
Dynamic Correlation between Implied Volatility Spreads and Movement of CSI 300 ETF: Regime Identification (Articles)

Han Yang, Yintao Hu, Zhijing Wang, Naixue Xiong, Rui Liang, Jerome Yen

Open Journal of Social Sciences Vol.14 No.3, March 31, 2026

DOI: 10.4236/jss.2026.143037 57 Downloads 408 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2, April 6, 2016

DOI: 10.4236/tel.2016.62018 2,646 Downloads 5,467 Views Citations
Empirical Research on Spillover Effect among Stock, Money and Foreign Exchange Market of China (Articles)

Yunlong Yu, Dong Liao

Modern Economy Vol.8 No.5, May 12, 2017

DOI: 10.4236/me.2017.85047 2,100 Downloads 4,328 Views Citations
Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory (Articles)

Mieko Tanaka-Yamawaki

Intelligent Information Management Vol.3 No.3, April 29, 2011

DOI: 10.4236/iim.2011.33008 6,874 Downloads 12,472 Views Citations
A Neuron Model with Dendritic Nonlinearity for Predicting the Influence of Overreaction in Shanghai Stock Market (Articles)

Sha Zijun, Hu Lin

Chinese Studies Vol.4 No.1, January 23, 2015

DOI: 10.4236/chnstd.2015.41001 3,322 Downloads 4,535 Views Citations
Credit Constraints and Household Selection of Financial Assets (Articles)

Guofei Wang

Open Journal of Social Sciences Vol.4 No.2, February 22, 2016

DOI: 10.4236/jss.2016.42009 3,423 Downloads 6,030 Views Citations
Market Foundation for Sustainable Economy Growth and Energy Policy (Georgian Case) (Articles)

David Aslanishvili

Modern Economy Vol.7 No.3, March 23, 2016

DOI: 10.4236/me.2016.73034 2,409 Downloads 3,757 Views Citations
A Research on Relationship between the Stock Holdings of Institutional Investors and the Stock Price Synchronicity of SME Board Market (Articles)

Xiaohang Li

Technology and Investment Vol.8 No.1, January 9, 2017

DOI: 10.4236/ti.2017.81001 2,124 Downloads 3,991 Views Citations
Strategic Risk Factors for Indian Stock Markets (Articles)

Aman Srivastava, Prashant Gupta, Rakesh Gupta

Theoretical Economics Letters Vol.7 No.6, September 30, 2017

DOI: 10.4236/tel.2017.76114 1,304 Downloads 3,855 Views Citations
The Impact of US Stock Market on the Co-Movements of BRIC Stock Markets—Evidence from Linear Conditional Granger Causality (Articles)

Lu Wang, Yang Yang, Yuanhui Ma

Open Journal of Statistics Vol.7 No.5, October 27, 2017

DOI: 10.4236/ojs.2017.75060 1,212 Downloads 2,835 Views Citations
The Long-Run and Short-Run Relationship between the Exchange Rates and Stock Market Prices (Articles)

Clement Mwaanga, Nsama Njebele

Journal of Financial Risk Management Vol.6 No.4, November 2, 2017

DOI: 10.4236/jfrm.2017.64023 2,253 Downloads 9,854 Views Citations
Trading Hours and Price Efficiency: The Case of Hong Kong (Articles)

Jinghan Cai, Fengyun Li, Xiangyu Lian

Theoretical Economics Letters Vol.8 No.15, December 7, 2018

DOI: 10.4236/tel.2018.815217 984 Downloads 4,332 Views Citations
The Impact of Home Equity and Housing Provident Fund on the Household’s Stock Investment (Articles)

Hanjuan Zhu

Open Journal of Social Sciences Vol.7 No.8, August 20, 2019

DOI: 10.4236/jss.2019.78016 775 Downloads 1,861 Views Citations
The Impact of Stock Names on the Expected Stock Return (Articles)

Shuo Song, Rui Li

Journal of Mathematical Finance Vol.9 No.3, August 20, 2019

DOI: 10.4236/jmf.2019.93021 1,001 Downloads 2,592 Views Citations
Does Trading Activity of China’s A-Share Improve after the Inclusion of China’s A-Share in the MSCI Index? (Articles)

Hongbin Deng

Journal of Service Science and Management Vol.14 No.1, February 8, 2021

DOI: 10.4236/jssm.2021.141003 727 Downloads 2,231 Views Citations
Risk-Return in the Stock Market: A Wavelet Approach (Articles)

Rasheed Adegbola Bello

Journal of Mathematical Finance Vol.11 No.4, November 24, 2021

DOI: 10.4236/jmf.2021.114035 480 Downloads 2,184 Views Citations
How External Trends and Internal Components Decomposition Method Improve the Predictability of Financial Time Series? (Articles)

Fatene Dioubi, Adnan Khurshid

Journal of Financial Risk Management Vol.11 No.3, August 30, 2022

DOI: 10.4236/jfrm.2022.113029 264 Downloads 1,096 Views Citations
Endogenous Stock Market Participation and Wealth Accumulation: A Life-Cycle Model Perspective (Articles)

Dongxu Li, Steve Yang

Theoretical Economics Letters Vol.14 No.2, April 16, 2024

DOI: 10.4236/tel.2024.142026 213 Downloads 1,452 Views Citations

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