Skip to main navigation
Skip to search
Skip to main content
Northern Arizona University Home
Home
Profiles
Departments and Centers
Scholarly Works
Activities
Grants
Datasets
Prizes
Search by expertise, name or affiliation
Estimating the impact of good news on stock market volatility
Farooq Malik
Research output
:
Contribution to journal
›
Article
›
peer-review
22
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Estimating the impact of good news on stock market volatility'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Good News
100%
Stock Market Volatility
100%
Volatility
75%
Structural Breaks
50%
Monte Carlo Simulation
25%
Asset Pricing Model
25%
Breaking Bad News
25%
Inconsistency
25%
Volatility Persistence
25%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
25%
Autoregressive Conditional Heteroscedasticity Model
25%
Intuitive Explanation
25%
Economics, Econometrics and Finance
Volatility
100%
Monte Carlo Simulation
14%
Financial Economics
14%