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isPartOf:"Review of financial economics : RFE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Ankündigungseffekt"
~subject:"Asset pricing"
~subject:"Volatilität"
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Ankündigungseffekt
Asset pricing
Volatilität
Capital income
335
Kapitaleinkommen
335
Börsenkurs
161
Share price
161
Volatility
110
Estimation
104
Schätzung
104
Aktienmarkt
96
Stock market
96
Portfolio selection
74
Portfolio-Management
74
Anlageverhalten
60
Behavioural finance
60
Forecasting model
60
Prognoseverfahren
60
USA
57
United States
57
CAPM
52
Theorie
52
Theory
52
ARCH model
51
ARCH-Modell
51
Welt
40
World
40
Risk
39
Risiko
38
Risikoprämie
29
Risk premium
29
Investment Fund
28
Investmentfonds
28
Risikomaß
24
Risk measure
24
China
23
Spillover effect
22
Spillover-Effekt
22
Time series analysis
22
Zeitreihenanalyse
22
Aktienindex
21
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Undetermined
105
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Article
133
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Article in journal
133
Aufsatz in Zeitschrift
133
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English
133
Author
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Gupta, Rangan
7
Wohar, Mark E.
4
Cho, Hoon
3
Jung, Hojin
3
Kang, Sang Hoon
3
Kim, Dong H.
3
Kim, Jong-Min
3
Mensi, Walid
3
Ryu, Doojin
3
Seok, Sang Ik
3
Xuan Vinh Vo
3
Zhou, Liyun
3
Bianconi, Marcelo
2
Chen, An-sing
2
Chiang, Thomas C.
2
Dai, Zhifeng
2
Demirer, Rıza
2
Gao, Yang
2
Nonejad, Nima
2
Pierdzioch, Christian
2
Qiao, Gaoxiu
2
Sensoy, Ahmet
2
Umutlu, Mehmet
2
Ur Rehman, Mobeen
2
Abuelfadl, Moustafa
1
Abuzayed, Bana
1
Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Fayoumi, Nedal
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Alhenawi, Yasser
1
Anwar, Sajid
1
Arellano, Miguel Ataurima
1
Asai, Manabu
1
Aslan, Aylin
1
Ayadi, Mohamed
1
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Review of financial economics : RFE
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
233
International review of financial analysis
180
Journal of banking & finance
159
Journal of empirical finance
137
International review of economics & finance : IREF
128
Journal of financial economics
119
Applied economics
101
Research in international business and finance
96
Pacific-Basin finance journal
95
Energy economics
93
Applied financial economics
88
Journal of international financial markets, institutions & money
87
NBER working paper series
82
Economic modelling
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
The journal of finance : the journal of the American Finance Association
76
Applied economics letters
74
Working paper / National Bureau of Economic Research, Inc.
74
Review of quantitative finance and accounting
73
Journal of econometrics
70
Journal of risk and financial management : JRFM
68
NBER Working Paper
64
The European journal of finance
62
International journal of forecasting
52
Economics letters
51
Journal of financial and quantitative analysis : JFQA
48
The review of financial studies
48
Investment management and financial innovations
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Journal of international money and finance
44
International journal of finance & economics : IJFE
42
Journal of forecasting
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Cogent economics & finance
41
Journal of financial markets
41
The journal of corporate finance : contracting, governance and organization
41
International journal of economics and finance
40
Working paper
40
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ECONIS (ZBW)
133
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1
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
2
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
3
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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6
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
7
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
Saved in:
8
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
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9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
10
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
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