Jumps and Earnings Announcement: Empirical Evidence from An Emerging Market Using High Frequency Data

Contributions to Management Science - Digital Business Strategies in Blockchain Ecosystems ◽

Bitcoin Jumps and Speculations: Empirical Evidence from High-Frequency Data

10.1007/978-3-030-29739-8_29 ◽

2019 ◽

pp. 617-629

Author(s):

Abdullah Yalaman

Keyword(s):

Empirical Evidence ◽

High Frequency ◽

High Frequency Data ◽

How efficient are FX markets? Empirical evidence of arbitrage opportunities using high-frequency data

Applied Financial Economics ◽

10.1080/096031001300313992 ◽

2001 ◽

Vol 11 (4) ◽

pp. 435-444 ◽

Cited By ~ 2

Author(s):

Christos Kollias ◽

Kostantinos Metaxas

Keyword(s):

Empirical Evidence ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Arbitrage Opportunities

Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data

10.2139/ssrn.3677842 ◽

2020 ◽

Author(s):

Shabir A. A. Saleem ◽

Peter N. Smith ◽

Abdullah Yalaman

Keyword(s):

High Frequency ◽

Emerging Market ◽

Systematic Risk ◽

High Frequency Data ◽

Analysis of systematic risk around firm-specific news in an emerging market using high frequency data

10.2139/ssrn.3814505 ◽

2021 ◽

Author(s):

Shabir A. A. Saleem ◽

Peter N. Smith ◽

Abdullah Yalaman

Keyword(s):

High Frequency ◽

Emerging Market ◽

Systematic Risk ◽

High Frequency Data ◽

Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–2009

European Journal of Finance ◽

10.1080/1351847x.2021.1957698 ◽

2021 ◽

pp. 1-33

Author(s):

Abdullah Yalaman ◽

Viktor Manahov

Keyword(s):

Financial Crisis ◽

High Frequency ◽

Global Financial Crisis ◽

Emerging Market ◽

High Frequency Data ◽

Frequency Data ◽

Market Returns ◽

The Global Financial Crisis

Impact of the Introduction of Call Auction on Price Discovery: Evidence from the Indian Stock Market Using High-Frequency Data

10.2139/ssrn.2188542 ◽

2012 ◽

Author(s):

Sobhesh Kumar Agarwalla ◽

Joshy Jacob ◽

Ajay Pandey

Keyword(s):

Stock Market ◽

High Frequency ◽

Price Discovery ◽

High Frequency Data ◽

Frequency Data ◽

Call Auction ◽

Indian Stock Market

High Frequency Data in Finance: A Study of the Indian Equity Markets

10.2139/ssrn.300343 ◽

2003 ◽

Author(s):

Susan Thomas

Keyword(s):

High Frequency ◽

Equity Markets ◽

High Frequency Data ◽

Efficient Estimation of Volatility using High Frequency Data

10.2139/ssrn.306002 ◽

2002 ◽

Cited By ~ 12

Author(s):

Gilles O. Zumbach ◽

Fulvio Corsi ◽

Adrian Trapletti

Keyword(s):

High Frequency ◽

Efficient Estimation ◽

High Frequency Data ◽

Forecasting Exchange Rate Realized Volatility Through Decomposition Using High-Frequency Data

10.2139/ssrn.3099650 ◽

2017 ◽

Author(s):

Rim mname Lamouchi ◽

Russell mname Davidson ◽

Ibrahim mname Fatnassi ◽

Abderazak Ben mname Maatoug

Keyword(s):

Exchange Rate ◽

High Frequency ◽

Realized Volatility ◽

High Frequency Data ◽

Supplementary Material for "Dependent Microstructure Noise and Integrated Volatility Estimation from High-Frequency Data''

10.2139/ssrn.3472122 ◽

2019 ◽

Author(s):

Z. Merrick Li ◽

Michel Vellekoop ◽

Roger Jean Auguste Laeven

Keyword(s):

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Microstructure Noise ◽

Volatility Estimation ◽

Integrated Volatility ◽

Supplementary Material