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Neoclassical and behavioral finance: a synergy of approaches in current debates and in contemporary financial research. (2016)
Journal Article
GAJDKA, J. and BRZESZCZYNSK, J. 2016. Neoclassical and behavioral finance: a synergy of approaches in current debates and in contemporary financial research. Emerging markets finance and trade [online], 52(12), pages 2685-2686. Available from: https://doi.org/10.1080/1540496X.2016.1246331

One of the most prominent changes in the development of finance as a scientific discipline at the turn of the 21st century has been a rapidly increasing interest in behavioral finance: the field of study that combines the knowledge of finance with ps... Read More about Neoclassical and behavioral finance: a synergy of approaches in current debates and in contemporary financial research..

Volatility spillovers across stock index futures in Asian markets: evidence from range volatility estimators. (2016)
Journal Article
YAROVAYA, L., BRZESZCZYNSKI, J. and LAU, C.K.M. 2016. Volatility spillovers across stock index futures in Asian markets: evidence from range volatility estimators. Finance research letters [online], 17, pages 158-166. Available from: https://doi.org/10.1016/j.frl.2016.03.005

This paper investigates the channels of volatility transmission across stock index futures in 6 major developed and emerging markets in Asia. We analyse whether the popular volatility spillovers tests are susceptible to the choice of range volatility... Read More about Volatility spillovers across stock index futures in Asian markets: evidence from range volatility estimators..