THE EFFECTS OF EXTERNAL UNCERTAINTIES AGAINST MONETARY POLICY UNCERTAINTY ON IRANIAN STOCK RETURN VOLATILITY USING GARCH-MIDAS APPROACH

Predicting output growth at long horizons: stock return volatility and the monetary policy influence

International Journal of Portfolio Analysis and Management ◽

10.1504/ijpam.2015.077139 ◽

2015 ◽

Vol 2 (1) ◽

pp. 57

Author(s):

Christos Bouras ◽

Christina Christou ◽

Christis Hassapis

Keyword(s):

Monetary Policy ◽

Stock Return ◽

Output Growth ◽

Return Volatility ◽

Policy Influence ◽

Tax Policy Uncertainty and Stock Return Volatility

10.2139/ssrn.2348414 ◽

2017 ◽

Cited By ~ 1

Author(s):

Jennifer L. Brown ◽

KC Lin ◽

Laura Wellman

Keyword(s):

Tax Policy ◽

Stock Return ◽

Return Volatility ◽

Policy Uncertainty ◽

Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets

CFA Digest ◽

10.2469/dig.v42.n2.44 ◽

2012 ◽

Vol 42 (2) ◽

pp. 56-58

Author(s):

Johann U. de Villiers

Keyword(s):

Emerging Markets ◽

Stock Return ◽

Foreign Ownership ◽

Return Volatility ◽

Firm Level ◽

The Uncertainty of Non-Accounting Information in Analysts' Forecasts and Stock Return Volatility

10.2139/ssrn.1105632 ◽

2008 ◽

Author(s):

Yaowen Shan ◽

Stephen L. Taylor ◽

Terry Walter

Keyword(s):

Stock Return ◽

Accounting Information ◽

Return Volatility ◽

Ownership Determinants of Stock Return Volatility

10.2139/ssrn.2599488 ◽

2015 ◽

Author(s):

HHkan Jankensggrd ◽

Anders Wilhelmsson

Keyword(s):

Stock Return ◽

Return Volatility ◽

The Effects of Ownership on the Stock Return Volatility : Evidence from Korea

Journal of Industrial Economics and Business ◽

10.22558/jieb.2019.12.32.6.2109 ◽

2019 ◽

Vol 32 (6) ◽

pp. 2109-2132

Author(s):

Hee-Seog Kim ◽

Kyung-Shick Cho

Keyword(s):

Stock Return ◽

Return Volatility ◽

Hardening Soft Information: A Transformer-Based Approach to Forecasting Stock Return Volatility

2020 IEEE International Conference on Big Data (Big Data) ◽

10.1109/bigdata50022.2020.9378134 ◽

2020 ◽

Author(s):

Matthew Caron ◽

Oliver Muller

Keyword(s):

Stock Return ◽

Soft Information ◽

Return Volatility ◽

Investor Sentiment Sensitivity and Stock Return Volatility

The Korean Data Analysis Society ◽

10.37727/jkdas.2021.23.3.1097 ◽

2021 ◽

Vol 23 (3) ◽

pp. 1097-1108

Author(s):

Hyung Chu Lee

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Volatility ◽

Foreign Equity Trading and Average Stock-Return Volatility

10.2139/ssrn.2009920 ◽

2012 ◽

Author(s):

Mehmet Umutlu ◽

Levent Akdeniz ◽

Aslihan Altay Salih

Keyword(s):

Stock Return ◽

Return Volatility ◽

Stock Return Volatility ◽

Equity Trading

News, Trading, and Stock Return Volatility

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch20 ◽

2009 ◽

pp. 377-403 ◽

Cited By ~ 1

Author(s):

Vladimir Zdorovtsov

Keyword(s):

Stock Return ◽

Return Volatility ◽