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source:"econis"
~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Börsenkurs"
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Börsenkurs
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Journal of financial economics
The journal of finance : the journal of the American Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
2
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Saved in:
3
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
4
State variables, macroeconomic activity, and the cross section of individual stocks
Boons, Martijn
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 489-511
Persistent link: https://www.econbiz.de/10011589914
Saved in:
5
Fact or friction : jumps at ultra high frequency
Christensen, Kimberly
;
Oomen, Roel C. A.
;
Podolskij, Mark
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 576-599
Persistent link: https://www.econbiz.de/10010532687
Saved in:
6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
7
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
8
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
9
Share issuance and cross-sectional returns
Pontiff, Jeffrey
;
Woodgate, Artemiza
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 921-945
Persistent link: https://www.econbiz.de/10003822783
Saved in:
10
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 178-212
Persistent link: https://www.econbiz.de/10003546307
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