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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Finance research letters"
~isPartOf:"Research in international business and finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Kointegration"
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Capital income
Kointegration
Estimation
858
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858
Kapitaleinkommen
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265
Share price
265
Volatility
228
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Bohl, Martin T.
14
Gupta, Rangan
14
Gil-Alaña, Luis A.
12
Caporale, Guglielmo Maria
9
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6
Wohar, Mark E.
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Finance research letters
Research in international business and finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
221
Economic modelling
190
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176
International review of economics & finance : IREF
162
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Working paper / National Bureau of Economic Research, Inc.
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The empirical economics letters : a monthly international journal of economics
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Cogent economics & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Theoretical and applied economics : GAER review
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
Journal of financial markets
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81
Asset pricing models in emerging markets : factorial approaches vs. information stochastic discount factor
González Sánchez, Mariano
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341609
Saved in:
82
Investor sentiment and mean-variance relation : evidence from emerging futures markets
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013341767
Saved in:
83
Photo sentiment and stock returns around the world
Chiah, Mardy
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013341825
Saved in:
84
Terrorism, investor sentiment, and stock market reaction : evidence from the British and the French markets
Arfaoui, Nadia
;
Naoui, Kamel
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013342660
Saved in:
85
Fear in commodity return prediction
Cao, Zhen
;
Han, Liyan
;
Wei, Xinbei
;
Zhang, Qunzi
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10013342809
Saved in:
86
Non-linear cointegration between oil and stock prices : the role of interest rates
Martínez Cañete, Ana Rosa
;
Márquez De la Cruz, Elena
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013402061
Saved in:
87
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
88
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
Saved in:
89
Further evidence on long-run abnormal returns after corporate events
Kolari, James W.
;
Pynnönen, Seppo
;
Tuncez, Ahmet M.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 421-439
Persistent link: https://www.econbiz.de/10012656438
Saved in:
90
Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng
;
Liu, Yuzheng
;
Yan, Shu
- In:
Finance research letters
39
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
Saved in:
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