Intraday and Overnight Causality in Time and Frequency Domains: Evidence From Stock Returns and Volatility

Documenti analoghi

• Economic Growth and Equity Returns Revisited—New Evidence in the Time and Frequency Domain
  di: Volker Seiler
  Pubblicazione: (2025)
• Manager‐Analyst Engagement and Stock Return Synchronicity
  di: Lifei Lei, et al.
  Pubblicazione: (2025)
• Stock Returns, ESG Performance and Divergence of Social Attention
  di: Tianyu Mu, et al.
  Pubblicazione: (2026)
• Kryptonite for Cryptocurrencies? What Are the Effects of Regulatory Controls on Bitcoin Returns and Volatility?
  di: Robert Mullings
  Pubblicazione: (2025)
• Time Varying Efficiency and Asymmetric Extreme Risk Spillover Effects: Evidence From the Chinese and US Stock Markets
  di: Wenhao Xie, et al.
  Pubblicazione: (2026)