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isPartOf:"Review of financial economics : RFE"
~subject:"Efficient market hypothesis"
~subject:"Risiko"
~subject:"Stock index"
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Efficient market hypothesis
Risiko
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Capital income
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33
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33
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Huffman, Stephen P.
2
Moll, Cliff R.
2
Appiah-Kusi, Joe
1
Arize, Augustine Chuck
1
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1
Barai, Parama
1
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1
Tah, Kenneth A.
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Review of financial economics : RFE
Finance research letters
89
Journal of financial economics
83
International review of financial analysis
74
NBER working paper series
72
Journal of banking & finance
70
International review of economics & finance : IREF
65
Journal of empirical finance
62
NBER Working Paper
55
Working paper / National Bureau of Economic Research, Inc.
54
The North American journal of economics and finance : a journal of financial economics studies
51
Pacific-Basin finance journal
49
Applied economics
46
Applied financial economics
45
Applied economics letters
44
The European journal of finance
44
Research in international business and finance
43
Journal of international financial markets, institutions & money
40
The journal of finance : the journal of the American Finance Association
38
Review of quantitative finance and accounting
36
The review of financial studies
36
Journal of risk and financial management : JRFM
35
International journal of economics and finance
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
31
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of real estate finance and economics
29
Energy economics
27
Investment management and financial innovations
26
Economics letters
25
Journal of financial and quantitative analysis : JFQA
25
Discussion paper / Centre for Economic Policy Research
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
International journal of finance & economics : IJFE
23
Journal of financial markets
23
Cogent economics & finance
21
European financial management : the journal of the European Financial Management Association
21
The journal of asset management
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CESifo working papers
20
Economic modelling
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Journal of international money and finance
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ECONIS (ZBW)
17
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1
Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya
;
Nam, Kiseok
;
Wang, Xuewu
- In:
Review of financial economics : RFE
41
(
2023
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10014278645
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Predictability of the simple technical trading rules : an out-of-sample test
Fang, Jiali
;
Jacobsen, Ben
;
Qin, Yafeng
- In:
Review of financial economics : RFE
23
(
2014
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10010442638
Saved in:
8
The conditional relation between dispersion and return
Demirer, Rıza
;
Jategaonkar, Shrikant P.
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 125-134
Persistent link: https://www.econbiz.de/10010221362
Saved in:
9
An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
Huffman, Stephen P.
;
Moll, Cliff R.
- In:
Review of financial economics : RFE
22
(
2013
)
1
,
pp. 8-19
Persistent link: https://www.econbiz.de/10009717860
Saved in:
10
Do FOMC minutes matter to markets? : an intraday analysis of FOMC minutes releases on individual equity volatility and returns
Jubinskia, Daniel
;
Tomljanovich, Marc
- In:
Review of financial economics : RFE
22
(
2013
)
3
,
pp. 86-97
Persistent link: https://www.econbiz.de/10010213377
Saved in:
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