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The leverage effect without leverage. (2009). Steude, Sven C. ; Hens, Thorsten.
In: Finance Research Letters.
RePEc:eee:finlet:v:6:y:2009:i:2:p:83-94.

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  1. Do investors in dirty and clean cryptocurrencies care about energy efficiency in the same way?. (2024). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara ; Kliber, Agata.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008821.

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  2. The role of the end time in experimental asset markets. (2024). Kopányi-Peuker, Anita ; Weber, Matthias ; Kopanyi-Peuker, Anita.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924001093.

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  3. Pricing Indefinitely Lived Assets: Experimental Evidence. (2023). Duffy, John ; Xie, Huan ; Jiang, Janet Hua.
    In: Staff Working Papers.
    RePEc:bca:bocawp:23-25.

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  4. Do ESG Ratings Reduce the Asymmetry Behavior in Volatility?. (2022). Eratalay, Mustafa Hakan ; Liebhardt, Sascha ; Zarafat, Hashem.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:320-:d:869529.

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  5. Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales. (2022). Umeno, Ken ; Kakinaka, Shinji.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001404.

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  6. Leverage effect in cryptocurrency markets. (2022). Huang, Jingzhi ; Xu, LI ; Ni, Jun.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000683.

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  7. Impact of COVID-19 on sovereign risk: Latin America versus Asia. (2022). Kliber, Agata ; Bedowska-Sojka, Barbara .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005328.

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  8. .

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  9. Pricing Indefinitely Lived Assets: Experimental Evidence. (2021). Jiang, Janet Hua ; Duffy, John ; Xie, Huan.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2021s-32.

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  10. Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China. (2020). Xiong, Xiong ; Feng, XU ; Zhang, Wei ; Chen, Shuning.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319309353.

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  11. A THRESHOLD MODEL FOR LOCAL VOLATILITY: EVIDENCE OF LEVERAGE AND MEAN REVERSION EFFECTS ON HISTORICAL DATA. (2019). Pigato, Paolo ; Lejay, Antoine.
    In: International Journal of Theoretical and Applied Finance (IJTAF).
    RePEc:wsi:ijtafx:v:22:y:2019:i:04:n:s0219024919500171.

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  12. A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2019). Pigato, Paolo ; Lejay, Antoine.
    In: Post-Print.
    RePEc:hal:journl:hal-01669082.

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  13. A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2019). Pigato, Paolo ; Lejay, Antoine.
    In: Papers.
    RePEc:arx:papers:1712.08329.

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  14. Asymmetric attention and volatility asymmetry. (2018). Dzieliski, Micha ; Talpsepp, Tnn ; Rieger, Marc Oliver.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:45:y:2018:i:c:p:59-67.

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  15. A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. (2017). Pigato, Paolo ; Lejay, Antoine.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01669082.

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  16. Optimal delta hedging for options. (2017). White, Alan ; Hull, John.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:180-190.

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  17. The leverage effect puzzle: the case of European sovereign credit default swap market. (2016). Kliber, Agata.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:19:y:2016:i:3:d:10.1007_s11147-016-9121-3.

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  18. Examining Volatility Persistence and News Asymmetry in Soybeans Futures Returns. (2016). Musunuru, Naveen .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:44:y:2016:i:4:d:10.1007_s11293-016-9517-3.

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  19. Does Financial Leverage Influence Investment Decisions? Empirical Evidence From KSE-30 Index of Pakistan. (2016). Sajid, Muhammad ; Sabir, Hazoor Muhammad ; Mahmood, Amir.
    In: Asian Journal of Economic Modelling.
    RePEc:asi:ajemod:2016:p:82-89.

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  20. An information theoretic analysis of stock returns, volatility and trading volumes. (2015). Ong, Marcus Alexander .
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:36:p:3891-3906.

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  21. Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets. (2014). Jiang, Janet Hua ; Giusti, Giovanni ; Xu, Yiping .
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-18.

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  22. Time-varying mixture GARCH models and asymmetric volatility. (2013). Haas, Markus ; Krause, Jochen ; Steude, Sven C. ; Paolella, Marc S..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:26:y:2013:i:c:p:602-623.

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  23. Explaining asymmetric volatility around the world. (2010). Rieger, Marc Oliver ; Talpsepp, Tõnn, .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:938-956.

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References

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  3. Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
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  4. On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. (2014). Boubaker, Heni ; Sghaier, Nadia .
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  10. Correlations between oil and stock markets : a wavelet-based approach. (2013). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
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  11. Systemic Risk Analysis using Forward-Looking Distance-to-Default Series. (2012). Saldias, Martin.
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