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isPartOf:"Review of financial economics : RFE"
~isPartOf:"The European journal of finance"
~subject:"Ankündigungseffekt"
~subject:"Volatilität"
~type:"article"
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Ankündigungseffekt
Volatilität
Capital income
329
Kapitaleinkommen
329
Börsenkurs
113
Share price
113
Estimation
81
Schätzung
81
Theorie
71
Theory
71
Aktienmarkt
68
Stock market
68
Portfolio selection
64
Portfolio-Management
64
Volatility
61
USA
48
United States
48
CAPM
47
Forecasting model
45
Prognoseverfahren
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Anlageverhalten
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Behavioural finance
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Investmentfonds
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ARCH model
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Großbritannien
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Risiko
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Risk
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Welt
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World
25
Announcement effect
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22
Risk premium
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Efficient market hypothesis
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Effizienzmarkthypothese
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Aktienindex
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English
79
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Gupta, Rangan
4
Bekiros, Stelios D.
2
Copeland, Laurence S.
2
Gillas, Konstantinos Gkillas
2
Koutmos, Gregory
2
McMillan, David G.
2
Pierdzioch, Christian
2
Wohar, Mark E.
2
Acar, Emmanuel
1
Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Ahmed, Rashad
1
Alegria, Carlos
1
Algaba, Andres
1
Alireza Zarei
1
Alsubaiei, Bader Jawid
1
Ap Gwilym, Owain
1
Armitage, Seth
1
Bae, Suang C.
1
Balcilar, Mehmet
1
Barai, Parama
1
Bauer, Christian
1
Baumöhl, Eduard
1
Bazrafshan, Ebrahim
1
Bell, Adrian R.
1
Ben Aissia, Dorsaf
1
Bhatti, Muhammad Ishaq
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1
Cao, Jia
1
Caporale, Guglielmo Maria
1
Catania, Leopoldo
1
Chen, Andrew H.
1
Chen, Ren-Raw
1
Chen, Shuning
1
Corbet, Shaen
1
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Review of financial economics : RFE
The European journal of finance
Finance research letters
203
International review of financial analysis
166
Journal of banking & finance
142
International review of economics & finance : IREF
121
Journal of empirical finance
120
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of financial economics
102
Applied economics
97
Research in international business and finance
94
Energy economics
91
Applied financial economics
88
Pacific-Basin finance journal
82
Journal of international financial markets, institutions & money
78
Economic modelling
77
The journal of finance : the journal of the American Finance Association
76
Applied economics letters
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Review of quantitative finance and accounting
71
Journal of econometrics
69
Journal of risk and financial management : JRFM
68
International journal of forecasting
51
The review of financial studies
48
Investment management and financial innovations
47
Journal of financial and quantitative analysis : JFQA
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Economics letters
43
Journal of forecasting
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Journal of international money and finance
41
Cogent economics & finance
40
International journal of economics and finance
40
International journal of finance & economics : IJFE
40
The journal of corporate finance : contracting, governance and organization
40
Journal of economics and finance
36
Journal of financial markets
36
Global finance journal
34
The journal of futures markets
34
International journal of economics and financial issues : IJEFI
33
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ECONIS (ZBW)
79
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
3
A new channel for global volatility propagation
Chen, Shuning
;
Wang, Jian-xin
- In:
The European journal of finance
30
(
2024
)
5
,
pp. 481-502
Persistent link: https://www.econbiz.de/10014547893
Saved in:
4
How does mutual fund flow respond to oil market volatility?
Alsubaiei, Bader Jawid
;
Calice, Giovanni
;
Vivian, Andrew
- In:
The European journal of finance
30
(
2024
)
1
,
pp. 28-52
Persistent link: https://www.econbiz.de/10014547298
Saved in:
5
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
6
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
7
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
8
Social media coverage and post-earnings announcement drift : evidence from seeking alpha
Ding, Rong
;
Shi, Yukun
;
Zhou, Hang
- In:
The European journal of finance
29
(
2023
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10014322497
Saved in:
9
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
10
Cash shortfall, SEO offer size, and SEO announcement returns
Bazrafshan, Ebrahim
;
Tarazi, Amine
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014322543
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