Speed of Adjustment and Infraday/Intraday Volatility in the Italian Stock and Futures Markets

Journals Menu

Follow SCIRP

ISSN Print: 2152-7245
ISSN Online: 2152-7261
www.scirp.org/journal/me
E-mail: me@scirp.org

"Speed of Adjustment and Infraday/Intraday Volatility in the Italian Stock and Futures Markets"
written by Pietro Gottardo,
published by Modern Economy, Vol.2 No.5, 2011

has been cited by the following article(s):

[1]	Insurers' and banks' market connectedness: generalized event study estimates from random forest residuals regression
	The Geneva Papers on Risk and Insurance …, 2023

[2]	价格跳跃对流动性, 波动率和交易活跃度的影响研究——基于沪深 300 指数期货实证研究
	Finance, 2021

[3]	Evaluation of Investor Reactions by Security Speeds of Price Adjustment towards the Intrinsic Values between different Industries in TSE
	Journal of Investment …, 2020

[4]	Assessing the behavioral reaction of investors to the price change using the speed of price adjustment approach to the general information and its relation with future …
	International Journal of …, 2019

[5]	Assessing the Behavioral Reaction of Investors to the Price Change Using the Speed of Price Adjustment Approach to the General Information and Its Relation …
	2019

[6]	Assessing the Behavioral Reaction of Investors to the Price Change Using the Speed of Price Adjustment Approach to the General Information and Its Relation with …
	2019

[7]	An analysis of speed of stock price adjustment to market wide information
	2015

[8]	Unveiling the Global Market Puzzle: Examining Stock Price Information Speed

Follow SCIRP

[1]	Insurers’ and banks’ market connectedness: generalized event study estimates from random forest residuals regression The Geneva Papers on Risk and Insurance - Issues and Practice, 2023 DOI:10.1057/s41288-023-00307-8

[2]	A Study on the Impact of Price Jumps on Liquidity, Volatility and Trading Activity—Based on an Empirical Study of CSI 300 Index Futures Finance, 2021 DOI:10.12677/FIN.2021.115047