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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:"Stock market"
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Search: subject_exact:"Volatility"
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Stock market
Volatility
983
Volatilität
982
Estimation
278
Schätzung
278
Theorie
242
Theory
242
Börsenkurs
234
Share price
234
Capital income
213
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210
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153
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Option pricing theory
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Ma, Feng
7
Gupta, Rangan
4
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3
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3
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Lu, Xinjie
3
Salisu, Afees A.
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2
Banerjee, Anindya
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Brooks, Robert
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Do, Hung Xuan
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Drakos, Anastassios A.
2
Ghani, Maria
2
Jin, Xiaoye
2
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2
Mensi, Walid
2
Pierdzioch, Christian
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1
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1
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1
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1
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1
Albrecht, Peter
1
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1
Aman, Hiroyuki
1
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1
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1
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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
163
International review of financial analysis
119
Energy economics
104
The North American journal of economics and finance : a journal of financial economics studies
99
Research in international business and finance
87
Applied economics
81
Journal of international financial markets, institutions & money
75
Economic modelling
72
Pacific-Basin finance journal
66
Applied financial economics
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Applied economics letters
57
Journal of risk and financial management : JRFM
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
NBER working paper series
49
Journal of banking & finance
48
Journal of empirical finance
47
Global finance journal
44
Working paper / National Bureau of Economic Research, Inc.
44
Emerging markets, finance and trade : EMFT
35
Finance India : the quarterly journal of Indian Institute of Finance
35
International Journal of Energy Economics and Policy : IJEEP
34
NBER Working Paper
34
International journal of economics and finance
33
Emerging markets review
30
Cogent economics & finance
29
Investment management and financial innovations
29
Journal of international money and finance
29
International journal of economics and financial issues : IJEFI
28
Economics letters
27
The European journal of finance
27
Journal of forecasting
25
Review of quantitative finance and accounting
25
International journal of emerging markets
24
CESifo working papers
23
Department of Economics working paper series
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Discussion paper / Centre for Economic Policy Research
23
Journal of emerging market finance
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ECONIS (ZBW)
153
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91
Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? : evidence from the Chinese stock market
Wan, Xiaoyuan
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011791689
Saved in:
92
Idiosyncratic volatility, conditional liquidity and stock returns
Malagon, Juliana
;
Moreno, David
;
Rodríguez, Rosa
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 118-132
Persistent link: https://www.econbiz.de/10011791727
Saved in:
93
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
94
Measuring uncertainty in the stock market
Chuliá, Helena
;
Guillén, Montserrat
;
Uribe, Jorge
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 18-33
Persistent link: https://www.econbiz.de/10011747070
Saved in:
95
Financial crises and the nature of correlation between commodity and stock markets
Öztek, Mehmet Fatih
;
Öcal, Nadir
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 56-68
Persistent link: https://www.econbiz.de/10011747083
Saved in:
96
Asymmetric adjustment and smooth breaks in dividend yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
97
Impacts of oil price shocks on Chinese stock market liquidity
Zheng, Xinwei
;
Su, Dan
- In:
International review of economics & finance : IREF
50
(
2017
),
pp. 136-174
Persistent link: https://www.econbiz.de/10011754117
Saved in:
98
Time-varying return-volatility relation in international stock markets
Jin, Xiaoye
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 157-173
Persistent link: https://www.econbiz.de/10011754147
Saved in:
99
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul
;
Seung Mo Cho
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
Saved in:
100
Volatility and public information flows : evidence from disclosure and media coverage in the Japanese stock market
Aman, Hiroyuki
;
Moriyasu, Hiroshi
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 660-676
Persistent link: https://www.econbiz.de/10011754675
Saved in:
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