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isPartOf:"Journal of banking & finance"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"USA"
~subject:"Volatilität"
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Search: subject_exact:"Ankündigungseffekt"
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USA
Volatilität
Ankündigungseffekt
213
Announcement effect
213
Börsenkurs
132
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132
United States
68
Capital income
65
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35
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Jiang, George J.
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Mullineaux, Donald J.
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Journal of banking & finance
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
The journal of finance : the journal of the American Finance Association
116
The review of financial studies
86
Journal of financial and quantitative analysis : JFQA
64
Working paper / National Bureau of Economic Research, Inc.
58
Journal of financial economics
42
Quarterly journal of business and economics : QJBE
41
The journal of futures markets
39
Journal of economics and finance
38
Journal of economics & business
36
The journal of business : B
35
Journal of international money and finance
34
Review of quantitative finance and accounting
34
International review of financial analysis
32
The financial review : the official publication of the Eastern Finance Association
30
Finance research letters
27
Journal of money, credit and banking : JMCB
23
Applied financial economics
22
The journal of applied business research
22
The journal of financial research
21
The journal of law & economics
20
Global finance journal
19
International review of economics & finance : IREF
19
The journal of real estate finance and economics
19
Applied economics
18
CESifo working papers
18
Journal of empirical finance
18
Journal of international financial markets, institutions & money
18
Research in international business and finance
18
Review of financial economics : RFE
18
Finance and economics discussion series
17
Journal of accounting & economics
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NBER working paper series
17
Working paper
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Financial management
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Economics letters
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International finance discussion papers
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Journal of financial services research : JFSR
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Pacific-Basin finance journal
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ECONIS (ZBW)
88
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1
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88
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date (oldest first)
1
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
2
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
3
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
4
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
Saved in:
5
Informed trading in foreign exchange futures : payroll news timing
Park, Yang-Ho
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013401849
Saved in:
6
U.S. bank M&As in the post-Dodd-Frank Act era : do they create value?
Leledakis, George N.
;
Pyrgiotakis, Emmanouil G.
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013401956
Saved in:
7
The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Journal of banking & finance
123
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
Saved in:
8
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing
;
Jiang, George J.
;
Yuan, Chaowen
;
Zhu, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
Saved in:
9
Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai
;
Lo, Ingrid
;
Qiao, Rui
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
Saved in:
10
Examining the effects of news and media sentiments on volatility and correlation : evidence from the UK
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
El-Nader, …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 280-297
Persistent link: https://www.econbiz.de/10013258478
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