Hooman Abdollahi,
Sturla Lyngnes Fjesme,
Espen Sirnes
:
Measuring market volatility connectedness to media sentiment
The North American journal of economics and finance 2024
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Farid Bagheri,
Diego Reforgiato Recupero,
Espen Sirnes
:
Leveraging Return Prediction Approaches for Improved Value-at-Risk Estimation
Espen Sirnes
:
Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy
Jahrbuch für Wirtschaftswissenschaften 2022
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Espen Sirnes,
Minh Thi Hong Dinh
:
Tick Size and Price Reversal after Order Imbalance
International Journal of Financial Studies (IJFS) 2021
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