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isPartOf:"Review of financial economics : RFE"
~subject:"Ankündigungseffekt"
~subject:"Asset pricing"
~subject:"Volatilität"
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Ankündigungseffekt
Asset pricing
Volatilität
Capital income
85
Kapitaleinkommen
85
Börsenkurs
33
Share price
33
USA
25
United States
25
Aktienmarkt
17
Stock market
17
Portfolio selection
16
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15
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22
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Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Alhenawi, Yasser
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
Khaksari, Shahriar
1
Konermann, Patrick
1
Lecarpentier-Moyal, Sylvie
1
Lutzenberger, Fabian
1
Marfatia, Hardik A.
1
Meinerding, Christoph
1
Moll, Cliff R.
1
Nam, Kiseok
1
Pati, Pratap Chandra
1
Prat, Georges
1
Prezas, Alexandros P.
1
Rajib, Prabina
1
Reiner, Uwe
1
Renou-Maissant, Patricia
1
Robinson, Kenneth J.
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Simet, Daniel P.
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Simonyan, Karen
1
Strobl, Sascha
1
Su, Dongwei
1
Switzer, Lorne N.
1
Tahaoglu, Cagdas
1
Tomljanovich, Marc
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Review of financial economics : RFE
Finance research letters
210
International review of financial analysis
169
Journal of banking & finance
159
Journal of empirical finance
135
International review of economics & finance : IREF
122
Journal of financial economics
119
The North American journal of economics and finance : a journal of financial economics studies
111
Applied economics
100
Research in international business and finance
96
Pacific-Basin finance journal
93
Energy economics
92
Applied financial economics
88
Journal of international financial markets, institutions & money
86
NBER working paper series
82
Economic modelling
78
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
75
Working paper / National Bureau of Economic Research, Inc.
74
Review of quantitative finance and accounting
73
Applied economics letters
72
Journal of econometrics
70
Journal of risk and financial management : JRFM
68
NBER Working Paper
64
The European journal of finance
60
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
43
Journal of forecasting
42
Cogent economics & finance
41
Journal of financial markets
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
The journal of corporate finance : contracting, governance and organization
41
International journal of economics and finance
40
International journal of finance & economics : IJFE
39
Working paper
39
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ECONIS (ZBW)
22
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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
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:
9
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:
10
IPO first-day returns : skewness preference, investor sentiment and uncertainty underlying factors
Ben Aissia, Dorsaf
- In:
Review of financial economics : RFE
23
(
2014
)
3
,
pp. 148-154
Persistent link: https://www.econbiz.de/10010442575
Saved in:
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