Michael Soucek
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First Name: | Michael |
Middle Name: | |
Last Name: | Soucek |
Suffix: | |
RePEc Short-ID: | pso404 |
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http://www.wiwi.europa-uni.de/de/lehrstuhl/fact/fiwi/team/soucek/index.html | |
Affiliation
Wirtschaftswissenschaftliche Fakultät
Europa-Universität Viadrina Frankfurt (Oder)
Frankfurt an der Oder, Germanyhttps://www.wiwi.europa-uni.de/
RePEc:edi:fwffode (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Neda Todorova & Michael Soucek & Eduardo Roca, 2015. "Volatility spillovers from international commodity markets to the Australian equity market," Discussion Papers in Finance finance:201505, Griffith University, Department of Accounting, Finance and Economics.
- Souček, Michael & Wasserek, Thomas, 2014. "Impact of analyst recommendations on stock returns: Evidence from the German stock market," Discussion Papers 358, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
Articles
- Souček, Michael & Todorova, Neda, 2014. "Realized volatility transmission: The role of jumps and leverage effects," Economics Letters, Elsevier, vol. 122(2), pages 111-115.
- Todorova, Neda & Souček, Michael, 2014. "Overnight information flow and realized volatility forecasting," Finance Research Letters, Elsevier, vol. 11(4), pages 420-428.
- Todorova, Neda & Souček, Michael, 2014. "The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range," Economic Modelling, Elsevier, vol. 36(C), pages 332-340.
- Todorova, Neda & Worthington, Andrew & Souček, Michael, 2014. "Realized volatility spillovers in the non-ferrous metal futures market," Resources Policy, Elsevier, vol. 39(C), pages 21-31.
- Souček, Michael, 2013. "Crude oil, equity and gold futures open interest co-movements," Energy Economics, Elsevier, vol. 40(C), pages 306-315.
- Souček, Michael & Todorova, Neda, 2013. "Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach," Energy Economics, Elsevier, vol. 40(C), pages 586-597.
- Michael Soucek & Neda Todorova, 2013. "Economic significance of oil price changes on Russian and Chinese stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 23(7), pages 561-571, April.
More information
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