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isPartOf:"Economic notes : economic review of Banca Monte dei Paschi di Siena"
~isPartOf:"The journal of futures markets"
~subject:"1986-2010"
~subject:"Börsenkurs"
~subject:"Italy"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Aktienrendite"
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1986-2010
Börsenkurs
Italy
Prognoseverfahren
Capital market returns
58
Kapitalmarktrendite
58
Volatility
20
Volatilität
20
USA
19
United States
19
Option trading
18
Optionsgeschäft
18
Commodity derivative
11
Estimation
11
Rohstoffderivat
11
Schätzung
11
Share price
11
Anlageverhalten
8
Behavioural finance
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Welt
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World
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Forecasting model
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Option pricing theory
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Optionspreistheorie
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Futures
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ARCH model
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ARCH-Modell
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Credit derivative
4
Currency speculation
4
Futures exchange
4
Index futures
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Index-Futures
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Kreditderivat
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Portfolio selection
4
Portfolio-Management
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Risikoprämie
4
Risk premium
4
Spot market
4
Spotmarkt
4
Statistical distribution
4
Statistische Verteilung
4
Terminbörse
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English
17
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Alexiou, Lykourgos
1
Alsakka, Rasha
1
Ap Gwilym, Owain
1
Asai, Manabu
1
Brighi, Paola
1
Byun, Suk Joon
1
Caiffa, Marco
1
Chang, Chiao-yi
1
Chen, Qiang
1
Chou, Robin K.
1
Chung, San-Lin
1
D'Addona, Stefano
1
Daigler, Robert T.
1
Della Bina, Antonio Carlo Francesco
1
Dotsis, George
1
Fattobene, Lucrezia
1
Fung, Joseph K. W.
1
Guo, Biao
1
Han, Joongho
1
Han, Yu
1
Hong, Lu
1
Huang, Ying
1
Jiang, Huayun
1
Kim, Da-Hea
1
Klusak, Patrycja
1
Kuo, Wen-Hsiu
1
Lau, Francis
1
Lee, Eun Jung
1
Lei, Adrian C. H.
1
McAleer, Michael
1
Nohel, Tom
1
Parhizgari, Ali M.
1
Roca, Eduardo
1
Rompolis, Leonidas S.
1
Su, Jen-je
1
Talukdar, Bakhtear
1
Todd, Steven
1
Todorova, Neda
1
Tran, Vu
1
Tse, Yiuman
1
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Economic notes : economic review of Banca Monte dei Paschi di Siena
The journal of futures markets
The review of financial studies
34
Journal of financial and quantitative analysis : JFQA
32
Working paper / National Bureau of Economic Research, Inc.
30
Finance research letters
29
NBER working paper series
29
Journal of banking & finance
26
NBER Working Paper
25
International review of financial analysis
23
Journal of financial economics
22
Discussion paper / Centre for Economic Policy Research
21
Energy economics
19
Pacific-Basin finance journal
17
Journal of international financial markets, institutions & money
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The journal of finance : the journal of the American Finance Association
15
Applied economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Journal of empirical finance
11
Economics letters
10
International review of economics & finance : IREF
10
International review of finance
10
The journal of financial research
10
Working paper
10
CESifo working papers
8
Financial management
8
International Journal of Energy Economics and Policy : IJEEP
8
Econometric Institute research papers
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
7
Emerging markets, finance and trade : EMFT
7
Journal of risk and financial management : JRFM
7
SpringerLink / Bücher
7
Discussion paper / Tinbergen Institute
6
Discussion papers / CEPR
6
Economic modelling
6
Finance India : the quarterly journal of Indian Institute of Finance
6
Journal of econometrics
6
Research paper series / Swiss Finance Institute
6
Review of asset pricing studies
6
Applied economics letters
5
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ECONIS (ZBW)
17
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1
Market-wide overconfidence and stock returns
Chen, Qiang
;
Han, Yu
;
Huang, Ying
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 3-26
Persistent link: https://www.econbiz.de/10014475421
Saved in:
2
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
Saved in:
3
Expanding the explanations for the return-volatility relation
Talukdar, Bakhtear
;
Daigler, Robert T.
;
Parhizgari, Ali M.
- In:
The journal of futures markets
37
(
2017
)
7
,
pp. 689-716
Persistent link: https://www.econbiz.de/10011950866
Saved in:
4
Informed trading in the options market and stock return predictability
Han, Joongho
;
Kim, Da-Hea
;
Byun, Suk Joon
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1053-1093
Persistent link: https://www.econbiz.de/10011950947
Saved in:
5
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
Saved in:
6
Corridor volatility risk and expected returns
Dotsis, George
;
Vlastakis, Nikolaos
- In:
The journal of futures markets
36
(
2016
)
5
,
pp. 488-505
Persistent link: https://www.econbiz.de/10011568446
Saved in:
7
CDS inferred stock volatility
Guo, Biao
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 745-757
Persistent link: https://www.econbiz.de/10011568556
Saved in:
8
Spillovers and directional predictability with a cross-quantilogram analysis : the case of U.S. and Chinese agricultural futures
Jiang, Huayun
;
Su, Jen-je
;
Todorova, Neda
;
Roca, Eduardo
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1231-1255
Persistent link: https://www.econbiz.de/10011665641
Saved in:
9
Sitting on the board or sitting on the throne? : evidence of boards' overconfidence from the Italian market
Fattobene, Lucrezia
;
Caiffa, Marco
- In:
Economic notes : economic review of Banca Monte dei …
45
(
2016
)
2
,
pp. 235-269
Persistent link: https://www.econbiz.de/10011667865
Saved in:
10
Forecasting volatility in the presence of limits to arbitrage
Hong, Lu
;
Nohel, Tom
;
Todd, Steven
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 987-1002
Persistent link: https://www.econbiz.de/10011546208
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