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subject:"Announcement effect"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~subject:"Portfolio-Management"
~subject:"Risk premium"
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Announcement effect
Portfolio-Management
Risk premium
Capital income
593
Kapitaleinkommen
593
Börsenkurs
288
Share price
288
Estimation
187
Schätzung
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Grobys, Klaus
6
Schaub, Mark
6
Zaremba, Adam
5
Atilgan, Yigit
3
Hernandez, Jose Arreola
3
Nartea, Gilbert V.
3
Van Vuuren, Gary
3
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2
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2
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2
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2
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Li, Zhongtai
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1
Aboualhasan, Husain
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1
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Applied economics letters
Applied economics
Journal of banking & finance
226
Finance research letters
218
Journal of financial economics
201
International review of financial analysis
173
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
153
Journal of empirical finance
145
NBER Working Paper
122
Pacific-Basin finance journal
103
International review of economics & finance : IREF
96
The North American journal of economics and finance : a journal of financial economics studies
91
The journal of finance : the journal of the American Finance Association
91
Review of quantitative finance and accounting
90
The journal of asset management
85
The review of financial studies
85
The European journal of finance
83
Research in international business and finance
80
Management science : journal of the Institute for Operations Research and the Management Sciences
76
Journal of international financial markets, institutions & money
73
Journal of financial and quantitative analysis : JFQA
70
Journal of risk and financial management : JRFM
70
Research paper series / Swiss Finance Institute
66
Journal of financial markets
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Financial markets and portfolio management
54
Journal of international money and finance
54
Applied financial economics
53
Investment management and financial innovations
51
The journal of portfolio management : a publication of Institutional Investor
49
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
48
Journal of investment management : JOIM
47
International journal of economics and finance
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Economics letters
45
Economic modelling
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Discussion papers / CEPR
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Journal of economic dynamics & control
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The journal of real estate finance and economics
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ECONIS (ZBW)
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81
Portfolio selection based on predictive joint return distribution
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Liu, Yezheng
- In:
Applied economics
51
(
2019
)
2
,
pp. 196-206
Persistent link: https://www.econbiz.de/10012160468
Saved in:
82
Are Islamic bonds a good safe haven for stocks? : implications for portfolio management in a time-varying regime-switching copula framework
Shahzad, Syed Jawad Hussain
;
Aloui, Chaker
;
Jammazi, Rania
- In:
Applied economics
51
(
2019
)
3
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012160482
Saved in:
83
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
Saved in:
84
Seasoned equity offering announcements and the returns on European bank stocks and bonds
Botta, Marco
;
Colombo, Luca
- In:
Applied economics
51
(
2019
)
13
,
pp. 1339-1359
Persistent link: https://www.econbiz.de/10012196542
Saved in:
85
Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Riaz, Yasir
;
Shehzad, Choudhry Tanveer
;
Umar, Zaghum
- In:
Applied economics
51
(
2019
)
15
,
pp. 1588-1601
Persistent link: https://www.econbiz.de/10012196579
Saved in:
86
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
87
Pairs trading strategies in a cointegration framework : back-tested on CFD and optimized by profit factor
Huang, Zhe
;
Martin, Franck
- In:
Applied economics
51
(
2019
)
22
,
pp. 2436-2452
Persistent link: https://www.econbiz.de/10012196704
Saved in:
88
Combining value and momentum : evidence from the Nordic equity market
Grobys, Klaus
;
Huhta-Halkola, Topi
- In:
Applied economics
51
(
2019
)
26
,
pp. 2872-2884
Persistent link: https://www.econbiz.de/10012196759
Saved in:
89
Outreach and performance of microfinance institutions : the importance of portfolio yield
Meyer, Julia
- In:
Applied economics
51
(
2019
)
27
,
pp. 2945-2962
Persistent link: https://www.econbiz.de/10012196768
Saved in:
90
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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