Study of “Ultra-Retail” Russian Stock Market Volatility in the National Economic Security Context
Author:
Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-56677-6_12
Reference11 articles.
1. Caporale GM, Karanasos M, Yfanti S, Kartsaklas A (2020) Investors’ trading behaviour and stock market volatility during crisis periods: a dual long-memory model for the Korean Stock Exchange. Int J Financ Econ 26(3):4441–4461. https://doi.org/10.1002/ijfe.2024
2. Chung ChY, Wang K (2016) The impact of individual investor trading on information asymmetry in the Korean stock market. North Am J Econ Finan 37:472–484. https://doi.org/10.1016/j.najef.2016.05.005
3. Semenkova EV, Zekokh TA (2021) The changing nature of Russian stock market volatility. Bank Serv 3:15–23. https://doi.org/10.36992/2075-1915_2021_3_15
4. Chen Y, Zhao H, Li Z, Lu J (2020) A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: evidence from China. PLoS ONE 15(12). https://doi.org/10.1371/journal.pone.0243080
5. Teplova TV, Sokolova TV, Fajzulin MS, Kurkin AV (2022) Sentiment of investors and anomalies in the behavior of exchange characteristics of investment assets: monograph. INFRA-M, Moscow
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