Bad news and Dow Jones make the Spanish stocks go round
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Publication:704092
DOI10.1016/J.EJOR.2004.01.001zbMATH Open1067.90098OpenAlexW2080684358MaRDI QIDQ704092FDOQ704092
Authors: Natividad Blasco, Pilar Corredor, Cristina Del Rio, Rafael Santamaría 
Publication date: 12 January 2005
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2004.01.001
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Cites Work
- A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
- The Price Variability-Volume Relationship on Speculative Markets
- The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
- Volume and the nonlinear dynamics of stock returns
Cited In (4)
- On the risk prediction and analysis of soft information in finance reports
- The interconnectedness of the economic content in the speeches of the US presidents
- The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach
- An empirical method for assessing the research relevance gap
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