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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chang, Chia-Lin"
~person:"Cho, Hoon"
~subject:"Conditional stock returns"
~subject:"Estimation"
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Kapitaleinkommen
Conditional stock returns
Estimation
Schätzung
4
Börsenkurs
3
Capital income
3
Share price
3
ARCH model
2
ARCH-Modell
2
Anlageverhalten
2
Behavioural finance
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Arbitrageur
1
Behavioral finance
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Earnings announcement return
1
Financial derivatives
1
Firm characteristics
1
Firm-specific investor sentiment
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Gewinn
1
Hedging
1
Inflation expectations
1
Inflationserwartung
1
Investor sentiment
1
Korrelation
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Chang, Chia-Lin
Cho, Hoon
Gupta, Rangan
12
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Pierdzioch, Christian
5
Chen, Mei-Ping
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Beckmann, Joscha
3
Belke, Ansgar
3
Ji, Qiang
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Ur Rehman, Mobeen
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Caporin, Massimiliano
2
Chen, Na
2
Chen, Qitong
2
Chen, Wen-Yi
2
Dash, Saumya Ranjan
2
Dong, Xiyong
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Jiang, Cuixia
2
Jiang, Yong
2
Jin, Xiu
2
Jung, Hojin
2
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
19
Working paper
14
Discussion paper / Tinbergen Institute
5
Energy economics
2
International review of economics & finance : IREF
2
Applied economics
1
International journal of forecasting
1
Nouvelle série
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
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1
Firm-specific investor sentiment and the stock market response to earnings news
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 221-240
Persistent link: https://www.econbiz.de/10012120234
Saved in:
2
Firm-specific investor sentiment and daily stock returns
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012204504
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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