Browsing Financial Management by Subject "Volatility"

Browsing Financial Management by Subject "Volatility"

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  • The day-of-the-week effect : South African stock market indices 
    Du Toit, Elda; Hall, J.H. (John Henry); Pradhan, Rudra Prakash (Emerald, 2018)
    PURPOSE : The presence of a day-of-the-week effect has been investigated by many researchers over many years, using a variety of financial data and methods. However, differences in methodology between studies could have ...
  • Google search trends and stock markets : sentiment, attention or uncertainty? 
    Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, Princess Rutendo; Brzeszczynski, Janusz (Elsevier, 2024-01)
    Keyword-based measures purporting to reflect investor sentiment, attention or uncertainty have increasingly been used to model stock market behaviour. We investigate and shed light on the narrative reflected by Google ...