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isPartOf:"Review of financial economics : RFE"
~subject:"Ankündigungseffekt"
~subject:"Asset pricing"
~subject:"Stock index"
~subject:"Volatilität"
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Ankündigungseffekt
Asset pricing
Stock index
Volatilität
Capital income
86
Kapitaleinkommen
86
Börsenkurs
33
Share price
33
USA
25
United States
25
Aktienmarkt
17
Stock market
17
Portfolio selection
16
Portfolio-Management
16
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Volatility
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Behavioural finance
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Theory
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Aktienindex
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Announcement effect
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English
27
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Walkshäusl, Christian
2
Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Alhenawi, Yasser
1
Arize, Augustine Chuck
1
Arshad, Shaista
1
Bae, Suang C.
1
Barai, Parama
1
Bekiros, Stelios D.
1
Ben Aissia, Dorsaf
1
Chen, Andrew H.
1
Demirer, Rıza
1
Engel, Nico
1
Huffman, Stephen P.
1
Jain, Ajeet
1
Jategaonkar, Shrikant P.
1
Jubinskia, Daniel
1
Kang, Moonsoo
1
Karmakar, Madhusudan
1
Khaksari, Shahriar
1
Konermann, Patrick
1
Lecarpentier-Moyal, Sylvie
1
Lobe, Sebastian
1
Lutzenberger, Fabian
1
Marfatia, Hardik A.
1
McMillan, David G.
1
Meinerding, Christoph
1
Moll, Cliff R.
1
Nafis Alam
1
Nam, Kiseok
1
Nippani, Srinivas
1
Pati, Pratap Chandra
1
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1
Prezas, Alexandros P.
1
Rajib, Prabina
1
Reiner, Uwe
1
Renou-Maissant, Patricia
1
Rizvi, Syed Aun Raza
1
Robinson, Kenneth J.
1
Schulmeister, Stephan
1
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Review of financial economics : RFE
Finance research letters
240
International review of financial analysis
187
Journal of banking & finance
164
Journal of empirical finance
144
International review of economics & finance : IREF
138
Journal of financial economics
121
The North American journal of economics and finance : a journal of financial economics studies
117
Applied financial economics
106
Applied economics
103
Pacific-Basin finance journal
101
Research in international business and finance
100
Journal of international financial markets, institutions & money
97
Energy economics
93
NBER working paper series
85
Applied economics letters
82
Economic modelling
82
The journal of finance : the journal of the American Finance Association
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
81
Review of quantitative finance and accounting
77
Working paper / National Bureau of Economic Research, Inc.
76
Journal of risk and financial management : JRFM
73
The European journal of finance
72
Journal of econometrics
71
NBER Working Paper
65
Economics letters
56
Investment management and financial innovations
55
International journal of forecasting
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Journal of financial and quantitative analysis : JFQA
51
The review of financial studies
51
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
47
International journal of finance & economics : IJFE
47
Cogent economics & finance
45
Journal of forecasting
45
Journal of international money and finance
44
International journal of economics and finance
43
Journal of financial markets
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
The journal of corporate finance : contracting, governance and organization
41
Working paper
40
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ECONIS (ZBW)
27
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1
The effect of volatility persistence on excess returns
Jain, Ajeet
;
Strobl, Sascha
- In:
Review of financial economics : RFE
32
(
2017
),
pp. 58-63
Persistent link: https://www.econbiz.de/10011866259
Saved in:
2
A fresh look at integration of risks in the international stock markets: a wavelet approach
Marfatia, Hardik A.
- In:
Review of financial economics : RFE
34
(
2017
),
pp. 33-49
Persistent link: https://www.econbiz.de/10011876782
Saved in:
3
Volatility measures as predictors of extreme returns
Switzer, Lorne N.
;
Tahaoglu, Cagdas
;
Zhao, Yun Selina
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011959385
Saved in:
4
Trend in aggregate idiosyncratic volatility
Nam, Kiseok
;
Khaksari, Shahriar
;
Kang, Moonsoo
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 11-28
Persistent link: https://www.econbiz.de/10011959395
Saved in:
5
Persistence of announcement effects on the intraday volatility of stock returns : evidence from individual data
Uctum, Remzi
;
Renou-Maissant, Patricia
;
Prat, Georges
; …
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011959408
Saved in:
6
A behavioural explanation to the asymmetric volatility phenomenon : evidence from market volatility index
Pati, Pratap Chandra
;
Rajib, Prabina
;
Barai, Parama
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 66-81
Persistent link: https://www.econbiz.de/10011959411
Saved in:
7
The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R.
;
Huffman, Stephen P.
- In:
Review of financial economics : RFE
30
(
2016
),
pp. 33-44
Persistent link: https://www.econbiz.de/10011579946
Saved in:
8
Do Islamic stock indices perform better than conventional counterparts? : an empirical investigation of sectoral efficiency
Nafis Alam
;
Arshad, Shaista
;
Rizvi, Syed Aun Raza
- In:
Review of financial economics : RFE
31
(
2016
),
pp. 108-114
Persistent link: https://www.econbiz.de/10011636946
Saved in:
9
On the interaction between momentum effect and size effect
Alhenawi, Yasser
- In:
Review of financial economics : RFE
26
(
2015
),
pp. 36-46
Persistent link: https://www.econbiz.de/10011411959
Saved in:
10
An inverted U-shaped crude oil price return-implied volatility relationship
Agbeyegbe, Terence D.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 28-45
Persistent link: https://www.econbiz.de/10011498314
Saved in:
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