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isPartOf:"Review of financial economics : RFE"
~subject:"Ankündigungseffekt"
~subject:"Stock returns"
~subject:"Volatilität"
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Ankündigungseffekt
Stock returns
Volatilität
Capital income
86
Kapitaleinkommen
86
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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15
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English
23
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Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Apergēs, Nikolaos
1
Atanasov, Victoria
1
Bae, Suang C.
1
Barai, Parama
1
Bekiros, Stelios D.
1
Ben Aissia, Dorsaf
1
Chen, Andrew H.
1
Ciner, Cetin
1
Darrat, Ali F.
1
Engel, Nico
1
Huffman, Stephen P.
1
Jain, Ajeet
1
Jubinskia, Daniel
1
Kang, Moonsoo
1
Khaksari, Shahriar
1
Konermann, Patrick
1
Lecarpentier-Moyal, Sylvie
1
Marfatia, Hardik A.
1
Meinerding, Christoph
1
Moll, Cliff R.
1
Nam, Kiseok
1
Ngene, Geoffrey
1
Pati, Pratap Chandra
1
Payne, James E.
1
Prat, Georges
1
Prezas, Alexandros P.
1
Rajib, Prabina
1
Reiner, Uwe
1
Renou-Maissant, Patricia
1
Robinson, Kenneth J.
1
Schulmeister, Stephan
1
Sedova, Olga
1
Siems, Thomas F.
1
Simet, Daniel P.
1
Simonyan, Karen
1
Strobl, Sascha
1
Su, Dongwei
1
Switzer, Lorne N.
1
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Review of financial economics : RFE
Finance research letters
224
International review of financial analysis
194
Journal of banking & finance
158
International review of economics & finance : IREF
142
Journal of empirical finance
133
Journal of financial economics
115
The North American journal of economics and finance : a journal of financial economics studies
112
Pacific-Basin finance journal
105
Research in international business and finance
105
Energy economics
104
Applied economics
99
Journal of international financial markets, institutions & money
93
Applied financial economics
88
Economic modelling
87
NBER working paper series
83
Review of quantitative finance and accounting
81
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
Journal of econometrics
73
Journal of risk and financial management : JRFM
68
NBER Working Paper
64
The European journal of finance
63
International journal of forecasting
52
Economics letters
50
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
46
Journal of international money and finance
46
The journal of corporate finance : contracting, governance and organization
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
International journal of finance & economics : IJFE
42
Journal of financial markets
42
Journal of forecasting
42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
Cogent economics & finance
40
International journal of economics and finance
40
Working paper
39
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ECONIS (ZBW)
23
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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
Long memory or structural breaks : some evidence for African stock markets
Ngene, Geoffrey
;
Tah, Kenneth A.
;
Darrat, Ali F.
- In:
Review of financial economics : RFE
34
(
2017
),
pp. 61-73
Persistent link: https://www.econbiz.de/10011876790
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Conditional interest rate risk and the cross-section of excess stock returns
Atanasov, Victoria
- In:
Review of financial economics : RFE
30
(
2016
),
pp. 23-32
Persistent link: https://www.econbiz.de/10011579921
Saved in:
9
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:
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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