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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of financial markets"
~subject:"Announcement effect"
~subject:"Forecasting model"
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Kapitaleinkommen
Announcement effect
Forecasting model
Estimation
75
Schätzung
75
Capital income
39
Börsenkurs
35
Share price
35
Volatility
27
Volatilität
27
Theorie
21
Theory
21
Aktienmarkt
20
Prognoseverfahren
20
Stock market
20
Risikoprämie
19
Risk premium
19
Handelsvolumen der Börse
12
Trading volume
12
CAPM
11
Anlageverhalten
9
Behavioural finance
9
Portfolio selection
9
Portfolio-Management
9
Securities trading
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Wertpapierhandel
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Equity premium
7
Exchange rate
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USA
7
United States
7
Wechselkurs
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Ankündigungseffekt
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Liquidity
6
Liquidität
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Risiko
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Risk
6
ARCH model
5
ARCH-Modell
5
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English
45
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Baruník, Jozef
2
Lee, Suzanne S.
2
Aboura, Sofiane
1
Alexandridis, Antonios K.
1
An, Li
1
Andersen, Torben
1
Apergis, Iraklis
1
Argyle, Bronson
1
Ashour, Samar
1
Ashwin, Julian
1
Avramov, Doron
1
Baltas, Nick
1
Baltzer, Markus
1
Bansal, Naresh K.
1
Bernales, Alejandro
1
Bonato, Matteo
1
Bondarenko, Oleg
1
Boudt, Kris
1
Cannavan, Damien
1
Cao, Charles Q.
1
Carrion, Allen
1
Carverhill, Andrew
1
Cepni, Oguzhan
1
Cheffou, Abdoulkarim Idi
1
Chen, Xi
1
Choi, Jung Ho
1
Demirovic, Amer
1
Diachenko, Daria
1
Doukas, John A.
1
Easley, David
1
Faias, José Afonso
1
Faria, Gonçalo
1
Fatullayev, Sabutay
1
Finta, Marinela Adriana
1
Giannini, Robert
1
Glaser, Markus
1
Goetzmann, William N.
1
Guermat, Cherif
1
Guidolin, Massimo
1
Gupta, Rangan
1
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Journal of financial markets
Finance research letters
200
Journal of banking & finance
168
Applied economics
163
International journal of forecasting
163
International review of financial analysis
161
Journal of empirical finance
144
International review of economics & finance : IREF
139
Working paper / National Bureau of Economic Research, Inc.
139
NBER working paper series
138
Journal of financial economics
136
Applied economics letters
134
Economic modelling
128
The North American journal of economics and finance : a journal of financial economics studies
114
Journal of forecasting
112
NBER Working Paper
112
Applied financial economics
109
Journal of international financial markets, institutions & money
97
Energy economics
93
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
89
The European journal of finance
89
Journal of international money and finance
84
Discussion paper / Centre for Economic Policy Research
82
Research in international business and finance
82
Working paper
82
Pacific-Basin finance journal
80
CESifo working papers
78
Economics letters
75
Review of quantitative finance and accounting
67
International journal of finance & economics : IJFE
61
Finance and economics discussion series
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Journal of risk and financial management : JRFM
54
Discussion papers / CEPR
53
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
International journal of economics and finance
49
Research paper series / Swiss Finance Institute
49
Journal of financial and quantitative analysis : JFQA
46
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ECONIS (ZBW)
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1
Financial news media and volatility : Is there more to newspapers than news?
Ashwin, Julian
- In:
Journal of financial markets
69
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014574350
Saved in:
2
Extreme illiquidity and cross-sectional corporate bond returns
Chen, Xi
;
Wang, Junbo
;
Wu, Chunchi
;
Wu, Di
- In:
Journal of financial markets
68
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014491074
Saved in:
3
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
4
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
Saved in:
5
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
6
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
Saved in:
7
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
8
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
9
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
10
Option trading volume by moneyness, firm fundamentals, and expected stock returns
Zhou, Yi
- In:
Journal of financial markets
58
(
2022
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013254032
Saved in:
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