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isPartOf:"Journal of banking & finance"
~subject:"CAPM"
~subject:"Financial crisis"
~subject:"Volatility"
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CAPM
Financial crisis
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Aktienmarkt
223
Stock market
223
Börsenkurs
96
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96
Capital income
75
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75
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48
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Cakici, Nusret
2
Frijns, Bart
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Guo, Hui
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Indriawan, Ivan
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Markellos, Raphaēl N.
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Ahn, Seryoong
1
Anderson, Hamish D.
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1
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1
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Journal of banking & finance
Finance research letters
220
International review of financial analysis
159
International review of economics & finance : IREF
126
The North American journal of economics and finance : a journal of financial economics studies
118
Pacific-Basin finance journal
115
Applied economics
114
Journal of international financial markets, institutions & money
113
Energy economics
111
Research in international business and finance
108
Economic modelling
99
NBER working paper series
99
Working paper / National Bureau of Economic Research, Inc.
90
Applied economics letters
79
Applied financial economics
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
76
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
75
NBER Working Paper
73
Journal of risk and financial management : JRFM
69
Journal of empirical finance
62
International journal of economics and finance
61
Global finance journal
57
International journal of finance & economics : IJFE
57
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
55
Emerging markets review
54
Journal of international money and finance
50
The European journal of finance
42
Finance India : the quarterly journal of Indian Institute of Finance
41
International journal of economics and financial issues : IJEFI
41
Investment management and financial innovations
40
Cogent economics & finance
39
Economics letters
37
Review of quantitative finance and accounting
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International Journal of Energy Economics and Policy : IJEEP
34
Discussion paper / Centre for Economic Policy Research
33
International Journal of Financial Studies : open access journal
33
The empirical economics letters : a monthly international journal of economics
32
International journal of emerging markets
31
Journal of emerging market finance
31
Journal of multinational financial management
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ECONIS (ZBW)
80
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1
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
2
Enhanced momentum strategies
Hanauer, Matthias
;
Windmüller, Steffen
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248250
Saved in:
3
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
4
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
5
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
6
Does it pay to invest? : the personal equity risk premium and stock market participation
Veld- Merkoulova, Yulia
;
Veld, Chris H.
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013449403
Saved in:
7
Concept links and return momentum
Du, Qianqian
;
Liang, Dawei
;
Chen, Zilin
;
Tu, Jun
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013400091
Saved in:
8
Partial moment momentum
Gao, Yang
;
Leung, Henry
;
Satchell, Stephen
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401726
Saved in:
9
Herding and China's market-wide circuit breaker
Wang, Xinru
;
Kim, Maria H.
;
Suardi, Sandy
- In:
Journal of banking & finance
141
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013473058
Saved in:
10
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
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