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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Share price"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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Share price
Stock market
Volatility
951
Volatilität
945
Estimation
270
Schätzung
270
Theorie
240
Theory
240
Börsenkurs
231
Capital income
209
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209
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195
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195
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147
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141
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141
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Tauchen, George Eugene
9
Ma, Feng
8
Todorov, Viktor
8
Bollerslev, Tim
5
Gupta, Rangan
5
Li, Jia
5
Kim, Donggyu
4
Liang, Chao
4
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4
Brooks, Robert
3
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3
Ghysels, Eric
3
Hammoudeh, Shawkat
3
Lu, Xinjie
3
McAleer, Michael
3
Salisu, Afees A.
3
Wang, Yazhen
3
Wang, Yudong
3
Wu, Chunchi
3
Yang, Xiye
3
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2
Aït-Sahalia, Yacine
2
Banerjee, Anindya
2
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2
Cheung, Yin-Wong
2
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2
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2
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2
Do, Hung Xuan
2
Drakos, Anastassios A.
2
Francq, Christian
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2
Ho, Kin-Yip
2
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2
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2
Kang, Sang Hoon
2
Kouretas, Georgios P.
2
Lewis, Kurt F.
2
Li, Yingying
2
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2
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Journal of econometrics
IMF working papers
International journal of finance & economics : IJFE
International review of economics & finance : IREF
Finance research letters
234
International review of financial analysis
188
Energy economics
171
The North American journal of economics and finance : a journal of financial economics studies
150
NBER working paper series
141
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134
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133
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127
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126
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123
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118
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111
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107
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104
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101
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99
Journal of risk and financial management : JRFM
93
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88
Journal of financial economics
82
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81
International Journal of Energy Economics and Policy : IJEEP
73
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65
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50
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Review of quantitative finance and accounting
48
CESifo working papers
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
45
International journal of economics and finance
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ECONIS (ZBW)
295
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1
Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1) : new evidence from cross-quantilogram approach
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
;
Khalfaoui, Rabeh
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 719-789
Persistent link: https://www.econbiz.de/10014469052
Saved in:
2
A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans
;
Rodriguez, Gabriel
;
Stöckler, Florian
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1385-1403
Persistent link: https://www.econbiz.de/10014446630
Saved in:
3
How does oil market volatility impact mutual fund performance?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 1601-1621
Persistent link: https://www.econbiz.de/10014446642
Saved in:
4
On the effect of oil price in the context of Covid-19
Jawadi, Fredj
;
Sellami, Mohamed
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3924-3933
Persistent link: https://www.econbiz.de/10013461287
Saved in:
5
Crude oil market and Nigerian stocks : an asymmetric information spillover approach
Okorie, David Iheke
;
Lin, Boqiang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4002-4017
Persistent link: https://www.econbiz.de/10013461304
Saved in:
6
Implications of the overconfidence bias in presence of private information : evidence from MENA stock markets
Boussaidi, Ramzi
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3660-3678
Persistent link: https://www.econbiz.de/10013330733
Saved in:
7
Connectedness between (un)conventional monetary policy and Islamic and advanced equity markets : a returns and volatility spillover analysis
Choi, Sun-Yong
;
Phiri, Andrew
;
Teplova, Tamara V.
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 348-363
Persistent link: https://www.econbiz.de/10014492157
Saved in:
8
Mechanisms of overpricing : An investigation on momentum crashes
Huang, Alex
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 118-142
Persistent link: https://www.econbiz.de/10014446417
Saved in:
9
On the conditional performance of the IVOL anomaly
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 337-350
Persistent link: https://www.econbiz.de/10014446453
Saved in:
10
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
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