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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~isPartOf:"The European journal of finance"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Share price
Zeitreihenanalyse
Estimation
643
Schätzung
643
Theorie
165
Theory
165
Capital income
157
Börsenkurs
135
Volatility
123
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USA
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Gupta, Rangan
4
McMillan, David G.
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Pierdzioch, Christian
4
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3
Fraser, Patricia
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Knif, Johan
3
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Muradoğlu, Gülnur
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Baum, Christopher F.
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2
Harris, Richard D. F.
2
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2
Kanas, Angelos
2
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Lee, Kiseok
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2
Nyholm, Ken
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Zalewska-Mitura, Anna
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Zheng, Yijuan
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Aabo, Tom
1
Abdymomunov, Azamat
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Applied financial economics
The European journal of finance
Applied economics
226
Finance research letters
225
Applied economics letters
218
Economic modelling
207
International review of economics & finance : IREF
189
Journal of banking & finance
184
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
175
International review of financial analysis
173
Journal of econometrics
159
Journal of empirical finance
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NBER Working Paper
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Journal of financial economics
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The North American journal of economics and finance : a journal of financial economics studies
142
Energy economics
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
133
CESifo working papers
126
Journal of international financial markets, institutions & money
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Economics letters
108
Research in international business and finance
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International journal of forecasting
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Journal of international money and finance
95
Pacific-Basin finance journal
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Discussion paper / Tinbergen Institute
90
Discussion paper / Centre for Economic Policy Research
87
International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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Journal of forecasting
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Review of quantitative finance and accounting
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International journal of economics and finance
72
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
International journal of economics and financial issues : IJEFI
65
Cogent economics & finance
64
Management science : journal of the Institute for Operations Research and the Management Sciences
62
The journal of finance : the journal of the American Finance Association
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1
Investor sentiment and stock market returns : a story of night and day
Wang, Wenzhao
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1437-1469
Persistent link: https://www.econbiz.de/10014636567
Saved in:
2
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
3
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
4
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
5
A Hawkes process analysis of high-frequency price endogeneity and market efficiency
Zhuo, Jingbin
;
Chen, Yufan
;
Zhou, Bang
;
Lang, Baiming
; …
- In:
The European journal of finance
30
(
2024
)
9
,
pp. 949-979
Persistent link: https://www.econbiz.de/10014548011
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6
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
7
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
8
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
9
The relevance of banks to the European stock market
Kick, Andreas
;
Rottmann, Horst
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1432-1459
Persistent link: https://www.econbiz.de/10014323021
Saved in:
10
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
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