Work

Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks

Year: 2011

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2011.04.005

Authors: Chun-Hung Chen, Wei-Choun Yu, Eric Zivot

Institutions: Office of the Comptroller of the Currency, Winona State University, University of Washington

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Central University

OpenAlex ID: W2013803992

FWCI: 2.964

Cites: 43

Cited by: 36

Related to: 10