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Liping Zhou, Haishan Wu

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

DOI: 10.4236/jss.2016.42011   3,841 Downloads  3,841 Views  Citations

Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model (Articles)

Geleta T. Mohammed, Jane A. Aduda, Ananda O. Kube

Journal of Mathematical Finance Vol.10 No.4，October 23, 2020

DOI: 10.4236/jmf.2020.104035   379 Downloads  654 Views  Citations

Exponential GARCH Modelling of the Inflation-Inflation Uncertainty Relationship for Ghana (Articles)

Alfred Barimah

Modern Economy Vol.5 No.5，May 20, 2014

DOI: 10.4236/me.2014.55048   4,268 Downloads  5,197 Views  Citations

The Role of Trading Volume in Forecasting Market Risk (Articles)

Skander Slim

Journal of Financial Risk Management Vol.5 No.1，March 11, 2016

DOI: 10.4236/jfrm.2016.51004   2,778 Downloads  3,814 Views  Citations

Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE) (Articles)

S. M. Abdullah, Mohammod Akbar Kabir, Kawsar Jahan, Salina Siddiqua

Theoretical Economics Letters Vol.8 No.14，October 26, 2018

DOI: 10.4236/tel.2018.814199   438 Downloads  955 Views  Citations

The Performance of Dividend ETFs: The Study of the Spillover and Leverage Effects (Articles)

Jo-Hui Chen, Dang Trung Kien

Theoretical Economics Letters Vol.9 No.3，March 15, 2019

DOI: 10.4236/tel.2019.93035   549 Downloads  804 Views  Citations
This article belongs to the Special Issue on Financial Economics

An Empirical Analysis of the Total Retail Sales of Consumer Goods by Using Time Series Model (Articles)

Shichang Shen, Xiaoyi Dong

Journal of Mathematical Finance Vol.9 No.2，May 10, 2019

DOI: 10.4236/jmf.2019.92009   493 Downloads  862 Views  Citations

Exploring the Priced Factors in ICAPM in Japan (Articles)

Chikashi TSUJI

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24078   4,808 Downloads  8,634 Views  Citations

Testing the CAPM Theory Based on a New Model for Fama-French 25 Portfolio Returns (Articles)

Liuling Li, Quan Gan, Ziyue Zhuo, Bruce Mizrach

Theoretical Economics Letters Vol.4 No.8，October 22, 2014

DOI: 10.4236/tel.2014.48085   3,812 Downloads  5,364 Views  Citations

Analysis of the Effect of Index Futures on Stock Market with a New Fama-French 3-Factor Model (Articles)

Xinyue Bei, Yanjia Yang, Liuling Li, Bruce Mizrach

Theoretical Economics Letters Vol.4 No.9，November 21, 2014

DOI: 10.4236/tel.2014.49095   3,780 Downloads  5,327 Views  Citations

Influence of Open-End Funds on Stock Market Volatility-Analysis Based on Shanghai Composite (Articles)

Na Zhu

American Journal of Industrial and Business Management Vol.6 No.4，April 22, 2016

DOI: 10.4236/ajibm.2016.64045   2,363 Downloads  2,866 Views  Citations

Analysis of the Sector of Software & Computer Services with a New Carhart 4-Factor Model (Articles)

Liuling Li, Qingyu Zhu, Yang Mu

Journal of Mathematical Finance Vol.7 No.1，January 20, 2017

DOI: 10.4236/jmf.2017.71004   1,385 Downloads  1,965 Views  Citations

Analysis of US Sector of Services with a New Fama-French 5-Factor Model (Articles)

Quan Yang, Liuling Li, Qingyu Zhu, Bruce Mizrach

Applied Mathematics Vol.8 No.9，September 21, 2017

DOI: 10.4236/am.2017.89096   971 Downloads  3,178 Views  Citations

Does Indian Spot Electricity Price Series Exhibit Inverse-Leverage Effect? (Articles)

G. P. Girish, S. Vijayalakshmi

Theoretical Economics Letters Vol.8 No.3，February 9, 2018

DOI: 10.4236/tel.2018.83017   667 Downloads  1,064 Views  Citations

Margin Trading and Securities Lending, Investor Sentiments and the Volatility of Chinese Securities Market (Articles)

Huiting Huang

American Journal of Industrial and Business Management Vol.9 No.3，March 20, 2019

DOI: 10.4236/ajibm.2019.93036   609 Downloads  945 Views  Citations