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3 results for leverage effect.

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Keyword    leverage effect

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Modelling the Effects of Trading Volume on Stock Return Volatility Using Conditional Heteroskedastic Models
by Edwin Moyo, Antony Gichuhi Waititu and Antony Ngunyi
Journal of Finance and Economics. 2018, 6(5), 193-200. DOI: 10.12691/jfe-6-5-5
Pub. Date: September 09, 2018Views: 12537Downloads: 11702
stock return volatility volume asymmetric GARCH models leverage effect
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Does the Pandemic have Greater Impact on World’s Stock Markets?
by Swetadri Samadder and Amalendu Bhunia
Journal of Finance and Economics. 2021, 9(3), 152-160. DOI: 10.12691/jfe-9-3-6
Pub. Date: June 27, 2021Views: 3168Downloads: 4070
International stock markets memory analysis volatility leverage effect GARCH models
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Volatility Clustering, Leverage Effects and Risk-Return Trade-Off in the Nigerian Stock Market
by Wilson E. Herbert, Georgina O. Ugwuanyi and Ernest I. Nwaocha
Journal of Finance and Economics. 2019, 7(1), 1-13. DOI: 10.12691/jfe-7-1-1
Pub. Date: December 24, 2018Views: 10669Downloads: 9613
asymmetric volatility GARCH effect leverage effect persistent clustering volatility clustering
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