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The drivers of volume volatility: A big data analysis based on economic uncertainty measures for the Greek banking system
16 references·6 citing·47 second hop
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2011The World’s Technological Capacity to Store, Communicate, and Compute Information1,643 cited
  • 2015The Asset-Pricing Implications of Government Economic Policy Uncertainty1,352 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty553 cited
  • 2015Economic policy uncertainty and stock market volatility538 cited
  • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited
  • 2013Oil shocks, policy uncertainty and stock market return505 cited
  • 2018Economic policy uncertainty in the US and China and their impact on the global markets305 cited
  • 2015The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach261 cited
  • 2014International spillovers of policy uncertainty252 cited

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2014
Economic policy uncertainty, financial markets and probability of US recessions
247 cited
  • 2011Measuring economic uncertainty and its impact on the stock market239 cited
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    • 2023Big Data and Consumer Behavior: The Power and Pitfalls of Analytics in the Digital Age21 cited
    • 2025Enhancing Transparency and Efficiency in Auditing and Regulatory Compliance with Disruptive Technologies16 cited
    • 2024The role of Big Data Analytics in Financial Decision-Making and Strategic Accounting13 cited
    • 2024Women’s Tourism Entrepreneurship: Digital Approach and E-Skills in Travel Business Marketing10 cited