Analyst recommendations and volatility in a rising, falling, and crisis equity market
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DOI: 10.1016/j.frl.2015.09.009
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Cited by:
- Corbet, Shaen & Hou, Yang & Hu, Yang & Lucey, Brian & Oxley, Les, 2021.
"Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic,"
Finance Research Letters, Elsevier, vol. 38(C).
- Shaen Corbet & Yang (Greg) Hou & Yang Hu & Brian Lucey & Les Oxley, 2020. "Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic," Working Papers in Economics 20/04, University of Waikato.
- Lian, Yu-Min & Chen, Jun-Home, 2021. "Pricing virtual currency-linked derivatives with time-inhomogeneity," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 424-439.
- Vera Ivanyuk, 2021. "Modeling of Crisis Processes in the Financial Market," Economies, MDPI, vol. 9(4), pages 1-17, October.
- Corbet, Shaen & Larkin, Charles & Lucey, Brian, 2020. "The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies," Finance Research Letters, Elsevier, vol. 35(C).
- Liyan Han & Xinbei Wei & Sen Yan & Qunzi Zhang, 2022. "Analyst rating matters for index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(11), pages 2084-2100, November.
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More about this item
Keywords
Analyst recommendations; Stock market volatility; Threshold GARCH; Greece; Germany;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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