scholarly journals Gauging Stock Price Volatility during the Financial Crisis using a Multivariate Cointegration Analysis

2019 ◽  
Author(s):  
Zuriyati Ahmad ◽  
Tuan Nadiah Tuan Razilah
Keyword(s):  
Financial Crisis ◽  
Stock Price ◽  
Price Volatility ◽  
Cointegration Analysis ◽  
Stock Price Volatility ◽  
Multivariate Cointegration

Accentuated Intraday Stock Price Volatility

Volatility ◽  
2010 ◽  
pp. 111-126 ◽  
Author(s):  
Deniz Ozenbas ◽  
Michael S. Pagano ◽  
Robert A. Schwartz
Keyword(s):  
Stock Price ◽  
Price Volatility ◽  
Stock Price Volatility

scholarly journals Institutional Weakness and Stock Price Volatility

2006 ◽  
Author(s):  
Galina Hale ◽  
Assaf Razin ◽  
Hui Tong
Keyword(s):  
Stock Price ◽  
Price Volatility ◽  
Stock Price Volatility
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