Details about Michael Soucek

Access statistics for papers by Michael Soucek.

Last updated 2014-08-15. Update your information in the RePEc Author Service.

Short-id: pso404

Working Papers

2015

1. Volatility spillovers from international commodity markets to the Australian equity market
   Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics

2014

2. Impact of analyst recommendations on stock returns: Evidence from the German stock market
   Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics

Journal Articles

2014

1. Overnight information flow and realized volatility forecasting
   Finance Research Letters, 2014, 11, (4), 420-428 View citations (22)
2. Realized volatility spillovers in the non-ferrous metal futures market
   Resources Policy, 2014, 39, (C), 21-31 View citations (44)
3. Realized volatility transmission: The role of jumps and leverage effects
   Economics Letters, 2014, 122, (2), 111-115 View citations (23)
4. The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
   Economic Modelling, 2014, 36, (C), 332-340 View citations (14)

2013

5. Crude oil, equity and gold futures open interest co-movements
   Energy Economics, 2013, 40, (C), 306-315 View citations (8)
6. Economic significance of oil price changes on Russian and Chinese stock markets
   Applied Financial Economics, 2013, 23, (7), 561-571 View citations (13)
7. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach
   Energy Economics, 2013, 40, (C), 586-597 View citations (63)