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Showing results 4 to 7 of 7
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Issue Date
Title
Author(s)
2014-10-01
How does trading volume affect financial return distributions?
Do, HX
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
2012-01
Modelling sovereign ratings impacts on stock return distributions within a multivariate regime switching long memory framework
Do, H
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
;
al, FME
2016-03-01
Stock and currency market linkages: New evidence from realized spillovers in higher moments
Do, HX
;
Brooks, R
;
Treepongkaruna, S
;
Wu, E
2018-05-01
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, E
;
Brooks, R
;
Chi, W
;
Do, HX