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subject:"Announcement effect"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics & business"
~person:"Ge̜bka, Bartosz"
~person:"Ho, Kin-Yip"
~subject:"Aktienindex"
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Announcement effect
Aktienindex
Capital income
4
Kapitaleinkommen
4
Börsenkurs
3
Share price
3
ARCH model
2
ARCH-Modell
2
Ankündigungseffekt
2
Estimation
2
News sentiment
2
Schätzung
2
Stock return volatility
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Bank
1
Causality analysis
1
China
1
Chinese stock markets
1
DJIA index
1
Distribution
1
Forecasting
1
Forecasting model
1
Handelsvolumen der Börse
1
Information dissemination
1
Informationsverbreitung
1
Kausalanalyse
1
Lead-lag relations
1
Markov Regime-Switching GARCH
1
Markov chain
1
Markov-Kette
1
Prognoseverfahren
1
Public information arrival
1
Quantile regression
1
Regression analysis
1
Regressionsanalyse
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Return predictability
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Statistical distribution
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Ge̜bka, Bartosz
Ho, Kin-Yip
Gao, Shenghao
2
Kumari, Vineeta
2
Ma, Feng
2
Pandey, Dharen Kumar
2
Shi, Yanlin
2
Aggarwal, Raj
1
Ahmad, Wasim
1
Ajmi, Ahdi Noomen
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1
Ané, Thierry
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1
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1
Balli, Hatice Ozer
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1
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1
Chang, S. J.
1
Chao, Chin-Fang
1
Chen, Baifan
1
Chen, Cathy W. S.
1
Chen, Fan
1
Chen, Hsien-ming
1
Chen, Juan
1
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Cheng, Xiaoke
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Cui, Jing
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Dong, Dayong
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1
Fung, Hung-gay
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International review of economics & finance : IREF
Journal of economics & business
Finance research letters
1
Journal of empirical finance
1
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ECONIS (ZBW)
3
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News and return volatility of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
2
Stock return distribution and predictability : evidence from over a century of daily data on the DJIA index
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012203668
Saved in:
3
Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin
;
Ho, Kin-Yip
;
Liu, Wai-man
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
Saved in:
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