Stock Return Volatility - Articles - Scientific Research Publishing

Stock Price Information Content, Idiosyncratic Volatility and Expected Return (Articles)

Meimei Liang

Journal of Mathematical Finance Vol.5 No.4，November 25, 2015

DOI: 10.4236/jmf.2015.54034 5,203 Downloads 6,536 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 9,629 Downloads 11,567 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7，July 14, 2014

DOI: 10.4236/jss.2014.27006 4,106 Downloads 5,437 Views Citations
Returns and Return Premia of Size and Investment Portfolios in Japan—A Conspectus (Articles)

Chikashi Tsuji

Modern Economy Vol.12 No.4，April 27, 2021

DOI: 10.4236/me.2021.124043 360 Downloads 1,197 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 1,053 Downloads 2,200 Views Citations
This article belongs to the Special Issue on Financial Market Volatility
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45032 4,886 Downloads 6,872 Views Citations
The Effect of Money Supply on the Volatility of Korean Stock Market (Articles)

Ki-Hong Choi, Seong-Min Yoon

Modern Economy Vol.6 No.5，May 14, 2015

DOI: 10.4236/me.2015.65052 4,897 Downloads 6,519 Views Citations
An Analysis of Gold and US Equity (Articles)

Chikashi Tsuji

Modern Economy Vol.14 No.4，April 30, 2023

DOI: 10.4236/me.2023.144024 124 Downloads 491 Views Citations
Bitcoin and Stock Returns: An Empirical Study (Articles)

Chikashi Tsuji

iBusiness Vol.15 No.2，June 12, 2023

DOI: 10.4236/ib.2023.152011 149 Downloads 923 Views Citations
Do Sell-Side Security Analysts Act as Prophets? (Articles)

Dewundara Liyanage Prasath Manjula Rathnasingha, Nayomi Weerasinghe

Journal of Financial Risk Management Vol.10 No.1，March 19, 2021

DOI: 10.4236/jfrm.2021.101002 397 Downloads 966 Views Citations
Progress Made towards Consensus on Arbitrage Pricing Theory Macroeconomic Factors: A Brief Review of Literature (Articles)

Chimuka Nyanga, Abubaker Qutieshat

Open Journal of Business and Management Vol.10 No.2，March 17, 2022

DOI: 10.4236/ojbm.2022.102044 337 Downloads 1,748 Views Citations
Testing the Long-Memory Features in Return and Volatility of NSE Index (Articles)

Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari

Theoretical Economics Letters Vol.5 No.3，June 29, 2015

DOI: 10.4236/tel.2015.53050 3,001 Downloads 3,999 Views Citations
Review of Stock Markets’ Reaction to New Events: Evidence from Brexit (Articles)

Isaac Quaye, Yinping Mu, Braimah Abudu, Ramous Agyare

Journal of Financial Risk Management Vol.5 No.4，December 30, 2016

DOI: 10.4236/jfrm.2016.54025 4,699 Downloads 11,600 Views Citations
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 4,069 Downloads 6,493 Views Citations
Dynamic Linkages between Brics and Other Emerging Equity Markets (Articles)

Sanjay Sehgal, Arjun Mittal, Anand Mittal

Theoretical Economics Letters Vol.9 No.7，August 31, 2019

DOI: 10.4236/tel.2019.97166 734 Downloads 1,875 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 158 Downloads 759 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 1,729 Downloads 3,983 Views Citations
Monetary Policy Impact on Stock Return: Evidence from Growing Stock Markets (Articles)

Raksha Bissoon, Boopen Seetanah, Reena Bhattu-Babajee, Narvada Gopy-Ramdhany, Keshav Seetah

Theoretical Economics Letters Vol.6 No.5，October 21, 2016

DOI: 10.4236/tel.2016.65112 4,156 Downloads 11,935 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 1,186 Downloads 3,324 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 348 Downloads 1,585 Views Citations

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