1. Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341.

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2. The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Grabowski, Wojciech ; Janus, Jakub ; Stawasz-Grabowska, Ewa.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x.

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3. Integration of the Baltic stock markets with developed European markets. (2022). Harkmann, Kersti.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:506-517.

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4. Multi-feature evaluation of financial contagion. (2022). Gurgul, Henryk ; Syrek, Robert ; Duda, Jarosaw.
   In: Central European Journal of Operations Research.
   RePEc:spr:cejnor:v:30:y:2022:i:4:d:10.1007_s10100-021-00756-3.

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5. Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Maghyereh, Aktham ; Abdoh, Hussein ; Awartani, Basel.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x.

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6. A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Cagliesi, Gabriella ; Guidi, Francesco.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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7. Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

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8. Firm survival in new EU member states. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Baumohl, Eduard ; Koenda, Even.
   In: Economic Systems.
   RePEc:eee:ecosys:v:44:y:2020:i:1:s093936251830075x.

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9. Multiscale Volatility Transmission and Portfolio Construction Between the Baltic Stock Markets. (2019). Živkov, Dejan ; Manic, Slavica ; Urakovic, Jasmina.
   In: Czech Journal of Economics and Finance (Finance a uver).
   RePEc:fau:fauart:v:69:y:2019:i:2:p:211-235.

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10. Regional and global integration of Asian stock markets. (2019). Vieira, Isabel ; Ferreira, Paulo ; Dionisio, Andreia ; Mohti, Wahbeeah.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:50:y:2019:i:c:p:357-368.

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11. Effects of Macroeconomic Indicators on the Financial Markets Interrelations. (2018). Jamer, Pawel ; Landmesser, Joanna ; Czapkiewicz, Anna.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:68:y:2018:i:3:p:268-293.

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12. Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Moravcova, Michala ; Kočenda, Evžen ; Koenda, Even.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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13. The impact of value added components of GDP and FDI on economic freedom in Europe. (2018). Sarı, Ramazan ; Hammoudeh, Shawkat ; Sari, Ramazan ; Sayari, Naz.
    In: Economic Systems.
    RePEc:eee:ecosys:v:42:y:2018:i:2:p:282-294.

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14. Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis. (2018). Moravcova, Michala ; Kočenda, Evžen.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7239.

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15. Correlation Dynamics between Southeast European Capital Markets. (2018). Paskaleva, Mariya ; Stoykova, Ani.
    In: Economic Studies journal.
    RePEc:bas:econst:y:2018:i:4:p:49-82.

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16. ARDL panel estimation of stock market indices and macroeconomic environment of CEE and SEE countries in the last decade of transition. (2017). Peša, Anita ; Bosna, Jurica ; Wroska-Bukalska, Elbieta ; Pea, Anita Radman.
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0134-0.

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17. Short-term and long-term Interconnectedness of stock returns in Western Europe and the global market. (2017). Nanda, Swagatika ; Panda, Ajaya Kumar.
    In: Financial Innovation.
    RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-016-0051-8.

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18. An international integration history of the Zagreb Stock Exchange. (2017). Sagovac, Mislav ; Sikic, Luka.
    In: Public Sector Economics.
    RePEc:ipf:psejou:v:41:y:2017:i:2:p:227-257.

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19. Firm Survival in New EU Member States. (2017). Kočenda, Evžen ; Iwasaki, Ichiro ; Baumohl, Eduard ; Koenda, Even.
    In: CEI Working Paper Series.
    RePEc:hit:hitcei:2017-5.

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20. Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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21. Diminishing Inter-Linkages of the South East European Stock Markets. (2017). Naumoski, Aleksandar ; Arsov, Sasho ; Gaber-Naumoska, Vasilka.
    In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
    RePEc:cys:ecocyb:v:50:y:2017:i:3:p:91-108.

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22. Detecting capital market convergence clubs. (2017). Yazgan, Ege ; Stengos, Thanasis ; Ege, Yazgan M ; Thanasis, Stengos ; Fuat, Beylunioglu .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:21:y:2017:i:3:p:14:n:4.

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23. The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: The Japanese Economic Review.
    RePEc:spr:jecrev:v:67:y:2016:i:3:d:10.1111_jere.12086.

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24. Socio-demographic characteristics of investors in the Warsaw Stock Exchange – How they influence the investment decision. (2016). Łęt, Blanka ; Kliber, Agata ; Let, Blanka ; Rutkowska, Aleksandra.
    In: Bank i Kredyt.
    RePEc:nbp:nbpbik:v:47:y:2016:i:2:p:91-118.

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25. Stock Market Co-Movement at the Disaggregated Level: Individual Stock Integration. (2016). Emin, Dogus.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:2:p:96-112.

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26. Real and Financial Sector Studies in Central and Eastern Europe: A Review. (2016). Kutan, Ali ; Kirci Cevik, Nuket ; Dibooglu, Selahattin.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:66:y:2016:i:1:p:2-31.

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27. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

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28. Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587.

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29. The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: The Japanese Economic Review.
    RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294.

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30. Intraday patterns in time-varying correlations among Central European stock markets. (2016). Wójtowicz, Tomasz.
    In: Managerial Economics.
    RePEc:agh:journl:v:17:y:2016:i:1:p:149-162.

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31. Testing The ‘Black Swan Effect’ on Croatian Stock Market Between 2000 and 2013. (2015). Peša, Anita ; Pea, Anita Radman ; Brajkovi, Ana .
    In: MPRA Paper.
    RePEc:pra:mprapa:69223.

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32. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Maghyereh, Aktham ; Awartani, Basel ; Al Hilu, Khalil .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:56:y:2015:i:c:p:123-138.

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33. Intraday return and volatility spillover mechanism from Chinese to Japanese stock market. (2015). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:35:y:2015:i:c:p:23-42.

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34. An analysis of dependence between Central and Eastern European stock markets. (2015). Tiwari, Aviral ; Reboredo, Juan ; Albulescu, Claudiu.
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:3:p:474-490.

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35. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

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36. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:14.

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37. Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis. (2014). Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Khalid, Saniya ; Zakaria, Muhammad ; Rehman, Mobeen ur .
    In: MPRA Paper.
    RePEc:pra:mprapa:60579.

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38. Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis. (2014). Shahzad, Syed Jawad Hussain ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Zakaria, Muhammad ; Rehman, Mobeen ur .
    In: MPRA Paper.
    RePEc:pra:mprapa:60398.

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39. An Investigation of Cointegration and Casualty Relationships between the PIIGS€™ Stock Markets. (2014). Papathanasiou, Spyros ; Katsikides, Savvas ; Kalantonis, Petros ; Christopoulos, Apostolos G. ; Chouliaras, Andreas .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xvii:y:2014:i:2:p:109-123.

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40. An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits. (2014). Ugur, Mehmet ; Guidi, Francesco.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:30:y:2014:i:c:p:119-136.

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41. Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

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42. Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

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43. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

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44. Extreme negative coexceedances in South Eastern European stock markets. (2014). Tevdovski, Dragan.
    In: CREATES Research Papers.
    RePEc:aah:create:2014-18.

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45. On international financial spillovers to frontier markets. (2013). Bidarkota, Prasad ; Todorov, Galin .
    In: International Journal of Economics and Business Research.
    RePEc:ids:ijecbr:v:5:y:2013:i:4:p:433-452.

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46. Contagion among Central and Eastern European Stock Markets during the Financial Crisis. (2013). Vacha, Lukas ; Baruník, Jozef.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:5:p:443-453.

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47. Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). Baruník, Jozef ; Avdulaj, Krenar.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442.

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48. Directional spillovers from the U.S. and the Saudi market to equities in the Gulf Cooperation Council countries. (2013). Maghyereh, Aktham ; Awartani, Basel ; Al Shiab, Mohammad .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:27:y:2013:i:c:p:224-242.

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49. International stock market integration: Central and South Eastern Europe compared. (2013). Horvath, Roman ; Petrovski, Dragan .
    In: Economic Systems.
    RePEc:eee:ecosys:v:37:y:2013:i:1:p:81-91.

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50. Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue. (2013). DE TRUCHIS, Gilles.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:98-105.

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51. Stock market comovements in Central Europe: Evidence from the asymmetric DCC model. (2013). Horvath, Roman ; Gjika, Dritan .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:55-64.

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52. Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory. (2013). Komarek, Lubos ; Komarkova, Zlatuse ; Hlaváček, Michal ; Kadlcakova, Narcisa ; Hlavacek, Michal.
    In: Working Papers.
    RePEc:cnb:wpaper:2013/14.

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53. Contagion among Central and Eastern European stock markets during the financial crisis. (2013). Vacha, Lukas ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1309.0491.

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54. Can we still benefit from international diversification? The case of the Czech and German stock markets. (2013). Baruník, Jozef ; Avdulaj, Krenar.
    In: Papers.
    RePEc:arx:papers:1308.6120.

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55. Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model. (2012). Horvath, Roman ; Gjika, Dritan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1035.

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56. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2012-1028.

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57. International Stock Market Integration: Central and South Eastern Europe Compared. (2012). Petrovski, Dragan .
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2011-1028.

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58. Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering. (2012). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: Working papers.
    RePEc:uct:uconnp:2010-33.

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59. Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE. (2012). Maghyereh, Aktham ; Awartani, Basel.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:22:y:2012:i:10:p:837-848.

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60. Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco.
    In: MPRA Paper.
    RePEc:pra:mprapa:44133.

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61. Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model. (2012). Horvath, Roman ; Gjika, Dritan .
    In: Working Papers.
    RePEc:ost:wpaper:322.

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62. International Stock Market Integration : Central and South Eastern Europe Compared. (2012). Horvath, Roman ; Petrovski, Dragan .
    In: Working Papers.
    RePEc:ost:wpaper:317.

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63. What Is the Degree of Convergence among Developed Equity Markets?. (2012). Dorodnykh, Ekaterina.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:3:y:2012:i:2:p:2-16.

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64. Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Gupta, Rakesh ; Guidi, Francesco.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:21:y:2012:i:c:p:10-22.

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65. Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue. (2012). DE TRUCHIS, Gilles.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1220.

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66. Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective. (2011). Fedorova, Elena.
    In: BOFIT Discussion Papers.
    RePEc:zbw:bofitp:bdp2011_024.

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67. The Random Walk Hypothesis and Correlation in the Visegrad Countries Emerging Stock Markets. (2011). Dritsaki, Chaido.
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:14:y:2011:i:40:p:25-56.

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68. Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering. (2011). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina.
    In: Working Papers.
    RePEc:nlv:wpaper:1105.

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69. Return and volatility spillovers: evidence from Indian exchange rates. (2011). Kumar, Manish.
    In: International Journal of Economics and Business Research.
    RePEc:ids:ijecbr:v:3:y:2011:i:4:p:371-387.

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70. Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul. (2011). Ülkü, Numan ; lku, Numan .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:61:y:2011:i:3:p:277-304.

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71. Time-varying Diversification Benefits: The Impact of Capital Market Integration on European Portfolio Holdings. (2011). Dumitrescu, Sorin ; Horobet, Alexandra.
    In: Chapters.
    RePEc:elg:eechap:14130_13.

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72. The Economic Crisis and European Integration. (2011). .
    In: Books.
    RePEc:elg:eebook:14130.

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73. Cointegration in Central and East European markets in light of EU accession. (2011). Demian, Calin-Vlad.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:1:p:144-155.

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74. Transfer of financial risk in emerging eastern European stock markets : A sectoral perspective. (2011). John (Fedorova), Elena.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2011_024.

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75. Foreign News and Spillovers in Emerging European Stock Markets. (2011). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even.
    In: Review of International Economics.
    RePEc:bla:reviec:v:19:y:2011:i:1:p:170-188.

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76. ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA. (2011). Savva, Christos ; Aslanidis, Nektarios.
    In: Manchester School.
    RePEc:bla:manchs:v:79:y:2011:i:6:p:1323-1352.

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77. Stock market integration and volatility spillover: India and its major Asian counterparts. (2010). Mukherjee, Kedar ; Mishra, Ram Kumar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:24:y:2010:i:2:p:235-251.

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78. News and correlations of CEEC-3 financial markets. (2010). Hayo, Bernd ; Buttner, David.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:27:y:2010:i:5:p:915-922.

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79. Stock Market Integration between three CEECs, Russia and the UK. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2978.

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80. Estimating expected loss given default in an emerging market: the case of Czech Republic. (2009). Seidler, Jakub ; Jakubík, Petr ; Horvath, Roman.
    In: Journal of Financial Transformation.
    RePEc:ris:jofitr:1390.

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81. Are the Central European Stock Markets Still Different? A Cointegration Analysis. (2009). Rousová, Linda ; Rousova, Linda.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:10993.

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82. The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data. (2009). Kutan, Ali ; Kočenda, Evžen ; Hanousek, Jan.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:5:y:2009:i:2:p:199-219.

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83. Intraday Price Discovery in Emerging European Stock Markets. (2009). Kočenda, Evžen ; Hanousek, Jan ; Kocenda, Evzen.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp382.

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84. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2008). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:849.

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85. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan ; Babetskii, Ian.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:57:y:2007:i:7-8:p:341-362.

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86. Financial Integration of Stock Markets among New EU Member States and the Euro Area. (2007). Komarek, Lubos ; Komarkova, Zlatuse ; Babecký, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2007/7.

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1. Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis. (2025). Xiong, Xiong ; Ma, Junjun ; Zhang, Yuzhao ; Zhao, Ruwei.
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2. Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab.
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3. Which liquidity indicator is more informative to market volatility? Spectrum analysis of China’s base metal futures market. (2023). Tongurai, Jittima ; Chen, Xiangyu.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000852.

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4. Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu.
   In: Resources Policy.
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5. Sentiment‐Apt investors and UK sector returns. (2021). Sakariyahu, Rilwan ; Sherif, Mohamed ; Chatzivgeri, Eleni ; Paterson, Audrey.
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6. Volume decomposition and volatility in dual-listing H-shares. (2021). Dey, Malay K ; Wang, Chaoyan.
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7. Measuring liquidity in Indian stock market: A dimensional perspective. (2020). Reddy, Y V ; Naik, Priyanka ; Poornima, B G.
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8. The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures. (2020). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Chuang, Hwei-Lin.
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9. Predicting the volatility in stock return of emerging economy: An empirical approach. (2020). Yadav, Miklesh Prasad ; Khera, Aastha.
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10. Agricultural Commodity Trading: Is it Destabilizing Spot Markets?. (2018). Sehgal, Sanjay ; Wadhwa, Sahaj ; Gupta, C P.
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11. Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange. (2018). Slim, Skander ; Karaa, Rabaa ; Hmaied, Dorra Mezzez.
    In: Research in International Business and Finance.
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12. Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis. (2018). Shen, Dehua ; Li, Xiao ; Zhang, Wei.
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13. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi.
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14. On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi.
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15. Investigating Impact of Volatility Persistence and Information Inflow on Volatility of Stock Indices Using Bivarite GJR-GARCH. (2016). Sinha, Pankaj.
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16. The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa. (2016). Naik, Pramod ; GUPTA, RANGAN ; Padhi, Puja.
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17. Testing for bubbles in the BRICS stock markets. (2016). Ranjbar, Omid ; GUPTA, RANGAN ; Gil-Alana, Luis ; Chang, Tsangyao ; Aye, Goodness C.
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18. On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi.
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19. Examining the relationship between stock return volatility and trading volume: new evidence from an emerging economy. (2015). Bose, Shekar ; Rahman, Hafizur.
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20. Stock Market Volatility and Equity Trading Volume: Empirical Examination from Brazil, Russia, India and China (BRIC). (2015). Naik, Pramod.
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21. Sensitivity, Persistence and Asymmetric Effects in International Stock Market Volatility during the Global Financial Crisis || Efectos de sensibilidad, persistencia y asimetría en la volatilidad de lo. (2015). Gabriel, Vitor.
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22. Information-driven trade and price–volume relationship in artificial stock markets. (2015). Liu, Xin ; Liang, Xiaobei.
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23. Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis. (2015). BABALOS, VASSILIOS ; Papasyriopoulos, Nicholas ; Koulakiotis, Athanasios.
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24. Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH. (2014). Sinha, Pankaj ; Agnihotri, Shalini .
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25. Testing for Multiple Bubbles in the BRICS Stock Markets. (2014). Chang, Tsangyao ; Aye, Goodness C..
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26. EARLY WARNING SYSTEMS: ANÁLISE DE UMMODELO PROBIT DE CONTÁGIO DE CRISE DOS ESTADOS UNIDOS PARA O BRASIL(2000-2010). (2014). Couto, Joaquim Miguel ; MURILLO, HUGO AGUDELO ; da Silva, Claudeci.
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27. Is there a volatility effect in the Hong Kong stock market?. (2013). Wu, Ji ; Nartea, Gilbert.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:25:y:2013:i:c:p:119-135.

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28. Volume, volatility and information linkages in the stock and option markets. (2012). Zhang, Zhaoyong ; Zheng, Lin ; Ho, Kinyip.
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29. Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements. (2012). Malhotra, Madhuri ; Thenmozhi, M ; Gopalaswamy, Arun Kumar.
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30. Volume, volatility and information linkages in the stock and option markets. (2012). Zhang, Zhaoyong ; Zheng, Lin ; Ho, Kin-Yip.
    In: Review of Financial Economics.
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31. Does it take volume to move fx rates? Evidence from quantile regressions. (2012). Bień-Barkowska, Katarzyna ; Bien-Barkowska, Katarzyna .
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32. An exploration on volatility across India and some developed and emerging equity markets. (2011). Mukherjee, Paramita.
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33. Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework. (2011). Aloui, Chaker.
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34. Evidence on Changes in Time Varying Volatility around Bonus and Rights Issue Announcements. (2011). Malhotra, Madhuri ; Thenmozhi, M. ; Gopalaswamy, Arun Kumar.
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35. Do regulatory policies affect the flow of information in emerging markets?. (2011). Cressy, Robert ; Farag, Hisham.
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36. Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis. (2011). MOUGOUE, Mbodja ; Aggarwal, Raj.
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37. What drives the volume-volatility relationship on Euronext Paris?. (2011). Louhichi, Wael.
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38. The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market. (2010). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
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39. Price and volatility spillovers across North American, European and Asian stock markets. (2010). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

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40. Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). Hakim, Abdul.
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41. The Dynamic Relationship between Price and Trading Volume:Evidence from Indian Stock Market. (2009). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
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42. On the relationship between trading volume and stock price volatility in CASE. (2009). Omran, Mohammed ; Girard, Eric.
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43. Trading volume, time-varying conditional volatility, and asymmetric volatility spillover in the Saudi stock market. (2009). Najand, Mohammad ; Alsubaie, Abdullah.
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44. Informed trading and liquidity in the Shanghai Stock Exchange. (2009). Wong, Woon ; Tian, Yixiang ; Tan, Dijun .
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45. Comparing Garman-Klass and DU Volatility and Symmetry Measures in Intraday Futures Returns and Volumes: A Vector Autoregression Analysis. (2008). lucey, brian ; Eastman, Alexander.
    In: The Institute for International Integration Studies Discussion Paper Series.
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46. Price and Volatility Spillovers across North American, European and Asian Stock Markets: With Special Focus on Indian Stock Market. (2008). Singh, Priyanka ; Kumar, Brajesh ; Pandey, Ajay.
    In: IIMA Working Papers.
    RePEc:iim:iimawp:wp02124.

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47. Using volume to forecast stock market volatility around the time of the 1929 crash. (2007). Ewing, Bradley ; Yanochik, Mark ; Thompson, Mark.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:14:p:1123-1128.

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48. Interdependence between Eastern and Western European stock markets: Evidence from intraday data. (2007). Kočenda, Evžen ; Égert, Balázs ; Egert, Balazs.
    In: Economic Systems.
    RePEc:eee:ecosys:v:31:y:2007:i:2:p:184-203.

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49. An Empirical Analysis of Trading Volume and Return Volatility Relationship in The Turkish Stock Market. (2006). BAKLACI, Hasan ; Kasman, Adnan.
    In: Ege Academic Review.
    RePEc:ege:journl:v:6:y:2006:i:2:p:115-125.

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50. Asymmetric responses of international stock markets to trading volume. (2006). Chen, Cathy W. S. ; Gerlach, Richard ; Huang, Ming-Hsiang ; Lin, Doris S. Y., ; Chen, Cathy W. S., .
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:360:y:2006:i:2:p:422-444.

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51. Stock return volatility and trading volume: evidence from the chinese stock market. (2005). Wang, Peijie ; Liu, Aying.
    In: Journal of Chinese Economic and Business Studies.
    RePEc:taf:jocebs:v:3:y:2005:i:1:p:39-54.

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52. Survey of Volatility and Spillovers on Financial Markets. (). Koenda, Even.
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:preprint:id:650:p:1-13.

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