Login
Login
切换导航
Home
Articles
Journals
Books
News
About
Submit
Home
Journal
Articles
Journals A-Z
Browse Subjects
Biomedical & Life Sci.
Business & Economics
Chemistry & Materials Sci.
Computer Sci. & Commun.
Earth & Environmental Sci.
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sci. & Humanities
Browse Subjects
Biomedical & Life Sciences
Business & Economics
Chemistry & Materials Science
Computer Science & Communications
Earth & Environmental Sciences
Engineering
Medicine & Healthcare
Physics & Mathematics
Social Sciences & Humanities
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Publish with us
Paper Submission
Information for Authors
Peer-Review Resources
Open Special Issues
Open Access Statement
Frequently Asked Questions
Follow SCIRP
Contact us
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Complete Matching
Editorial Board
Show/Hide Options
Show/Hide Options
All
Title
Abstract
Keywords
DOI
Author
Journal
Affiliation
ISSN
Subject
Stock Return Conjunction in Markets with Deteriorated Sentiment: Evidence from the Japanese Electric Appliances Industry
(Articles)
Chikashi Tsuji
Modern Economy
Vol.3 No.4
,July 24, 2012
DOI:
10.4236/me.2012.34060
3,749
Downloads
5,813
Views
Citations
A Study of Changes in Risk Appetite in the Stock Market and the Housing Market before and after the Global Financial Crisis in 2008 Using the vKOSPI
(Articles)
Jin Yong Yang
,
Sang-Heon Lee
Modern Economy
Vol.4 No.11
,November 4, 2013
DOI:
10.4236/me.2013.411077
3,695
Downloads
5,417
Views
Citations
Linkage between India Implied Volatility Index and Stock Index Returns
(Articles)
Palamalai Srinivasan
,
R. D. Vasudevan
Theoretical Economics Letters
Vol.7 No.4
,June 16, 2017
DOI:
10.4236/tel.2017.74063
1,330
Downloads
2,101
Views
Citations
Expected Stock Returns and Option-Implied Rate of Return
(Articles)
Samuel Y. M. Ze-To
Journal of Mathematical Finance
Vol.2 No.4
,November 19, 2012
DOI:
10.4236/jmf.2012.24030
7,004
Downloads
11,768
Views
Citations
Does the Implied Volatility Index Have Signaling Power? Evidence from Mexico
(Articles)
Jin Yong Yang
,
Junyoung Heo
,
In-Sung Yeo
,
Sang-Heon Lee
Modern Economy
Vol.5 No.8
,July 18, 2014
DOI:
10.4236/me.2014.58080
3,022
Downloads
4,090
Views
Citations
Volatility Forecasting and Volatility Risk Premium
(Articles)
Jingfei Cheng
Journal of Applied Mathematics and Physics
Vol.3 No.1
,January 28, 2015
DOI:
10.4236/jamp.2015.31014
6,073
Downloads
7,080
Views
Citations
Behind the Rejection of Alternative Measures of Implied Equity Volatility: A Note
(Articles)
G. D. Hancock
Journal of Financial Risk Management
Vol.2 No.1
,March 28, 2013
DOI:
10.4236/jfrm.2013.21002
3,209
Downloads
6,320
Views
Citations
On Statistical Measures for Data Quality Evaluation
(Articles)
Xiaoxia Han
Journal of Geographic Information System
Vol.12 No.3
,June 11, 2020
DOI:
10.4236/jgis.2020.123011
133
Downloads
318
Views
Citations
Estimating Realistic Implied Correlation Matrix from Option Prices
(Articles)
Kawee Numpacharoen
,
Nattachai Numpacharoen
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34041
4,939
Downloads
9,008
Views
Citations
Macroeconomic Information and the Implied Volatility: Evidence from India VIX
(Articles)
Palamalai Srinivasan
Theoretical Economics Letters
Vol.7 No.3
,April 17, 2017
DOI:
10.4236/tel.2017.73037
1,182
Downloads
1,656
Views
Citations
Value at Risk Models in Indian Markets: A Predictive Ability Evaluation Study
(Articles)
Kushagra Goel
,
Sunny Oswal
Theoretical Economics Letters
Vol.9 No.8
,December 9, 2019
DOI:
10.4236/tel.2019.98177
226
Downloads
450
Views
Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market
(Articles)
Yu Shi
,
Handong Li
Journal of Mathematical Finance
Vol.8 No.3
,August 7, 2018
DOI:
10.4236/jmf.2018.83035
655
Downloads
1,204
Views
Citations
This article belongs to the Special Issue on
Financial Market Volatility
Asymmetric Impact of Informed Trading Activity on Stock Return Volatility
(Articles)
Alex YiHou Huang
,
Ching-Liang Chang
Theoretical Economics Letters
Vol.4 No.7
,August 7, 2014
DOI:
10.4236/tel.2014.47071
2,781
Downloads
3,332
Views
Citations
Fair Value and Its Economic Consequence on the Volatility Measures of Earnings, Stock Price and Government Debt Yield
(Articles)
Lan Sun
Theoretical Economics Letters
Vol.4 No.9
,December 22, 2014
DOI:
10.4236/tel.2014.49114
7,885
Downloads
8,988
Views
Citations
Weighted Bootstrap Approach for the Variance Ratio Tests: A Test of Market Efficiency
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.6 No.3
,June 3, 2016
DOI:
10.4236/tel.2016.63048
1,800
Downloads
2,273
Views
Citations
CDS Evaluation Model with Neural Networks
(Articles)
Eliana Angelini
,
Alessandro Ludovici
Journal of Service Science and Management
Vol.2 No.1
,March 21, 2009
DOI:
10.4236/jssm.2009.21003
5,570
Downloads
9,978
Views
Citations
The “Surprise Effect” of Macro Indicators on the Options Implied Volatilities Dynamics: A Test on the United States-Germany Relationship
(Articles)
Michele Patanè
,
Mattia Tedesco
,
Stefano Zedda
Modern Economy
Vol.8 No.4
,April 27, 2017
DOI:
10.4236/me.2017.84044
1,043
Downloads
1,677
Views
Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory
(Articles)
Thomas Chinwe Urama
,
Patrick Oseloka Ezepue
,
Chimezie Peters Nnanwa
Journal of Mathematical Finance
Vol.7 No.2
,May 16, 2017
DOI:
10.4236/jmf.2017.72015
1,194
Downloads
1,781
Views
Citations
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics
(Articles)
Patrick Oseloka Ezepue
,
Thomas Chinwe Urama
,
Mahmoud A. Taib Omar
Journal of Mathematical Finance
Vol.9 No.2
,April 8, 2019
DOI:
10.4236/jmf.2019.92007
464
Downloads
848
Views
Citations
Time-Varying Volatility Connectedness of Asset Markets: Evidence from Century-Long Data
(Articles)
Ting Huang
American Journal of Industrial and Business Management
Vol.10 No.2
,February 20, 2020
DOI:
10.4236/ajibm.2020.102027
239
Downloads
412
Views
Citations
<
1
2
3
...
>
Follow SCIRP
Contact us
customer@scirp.org
+86 18163351462(WhatsApp)
1655362766
Paper Publishing WeChat
Free SCIRP Newsletters
Home
Journals A-Z
Subject
Books
Sitemap
Contact Us
About SCIRP
Publication Fees
For Authors
Peer-Review Issues
Special Issues
News
Service
Manuscript Tracking System
Subscription
Translation & Proofreading
FAQ
Volume & Issue
Policies
Open Access
Publication Ethics
Preservation
Retraction
Privacy Policy
Copyright © 2006-2023 Scientific Research Publishing Inc. All Rights Reserved.
Top