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subject:"CAPM"
~isPartOf:"Applied economics"
~isPartOf:"China finance review international"
~subject:"Börsenkurs"
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CAPM
Börsenkurs
Handelsvolumen der Börse
19
Trading volume
19
Share price
11
Volatility
10
Volatilität
10
Capital income
7
Estimation
7
Kapitaleinkommen
7
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trading volume
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volume
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1982-2001
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2000-2005
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ARCH and GARCH effects
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Ankündigungseffekt
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Banerjee, Ameet Kumar
1
Biswal, Pratap Chandra
1
Bose, Shekar
1
Chang, Kuang-Liang
1
Daza-Izquierdo, Julio
1
Ftiti, Zied
1
Ghosh, Sajal
1
Hu, Xiaoyi
1
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1
Kanagaraj, A.
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1
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1
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1
Pradhan, H. K.
1
Qin, Lu
1
Rahman, Hafizur
1
Tripathy, Trilochan
1
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1
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Applied economics
China finance review international
Finance research letters
30
International review of financial analysis
30
Pacific-Basin finance journal
28
Journal of financial markets
22
Journal of financial economics
19
Journal of banking & finance
17
Research in international business and finance
16
The review of financial studies
16
Journal of empirical finance
15
NBER working paper series
15
Working paper / National Bureau of Economic Research, Inc.
14
International review of economics & finance : IREF
12
The European journal of finance
12
The journal of futures markets
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Applied economics letters
11
Economic modelling
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
NBER Working Paper
11
Review of Pacific Basin financial markets and policies
11
Applied financial economics
10
Finance India : the quarterly journal of Indian Institute of Finance
10
Journal of international financial markets, institutions & money
10
Review of quantitative finance and accounting
10
The journal of finance : the journal of the American Finance Association
9
International journal of economics and financial issues : IJEFI
8
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8
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7
International journal of managerial finance : IJMF
7
International review of finance
7
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Quantitative finance
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Asia-Pacific journal of financial studies
6
CFS working paper series
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Global business review
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Global finance journal
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Journal of multinational financial management
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
11
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1
Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Applied economics
55
(
2023
)
51
,
pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
Saved in:
2
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
3
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
4
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
Saved in:
5
On the relationship between energy returns and trading volume : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
51
(
2019
)
29
,
pp. 3122-3136
Persistent link: https://www.econbiz.de/10012196801
Saved in:
6
Volatility-volume causality across single stock spot-futures markets in India
Jain, Anshul
;
Biswal, Pratap Chandra
;
Ghosh, Sajal
- In:
Applied economics
48
(
2016
)
34/36
,
pp. 3228-3243
Persistent link: https://www.econbiz.de/10011617173
Saved in:
7
Efficiency of heterogeneity measures : an asset pricing perspective
Qin, Lu
;
Zhu, Hongquan
- In:
China finance review international
5
(
2015
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10011391759
Saved in:
8
Examining the relationship between stock return volatility and trading volume : new evidence from an emerging economy
Bose, Shekar
;
Rahman, Hafizur
- In:
Applied economics
47
(
2015
)
16/18
,
pp. 1899-1908
Persistent link: https://www.econbiz.de/10010511945
Saved in:
9
Intraday patterns and trading strategies in the Spanish stock market
Miralles-Quirós, José Luis
;
Miralles-Quirós, María …
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 88-99
Persistent link: https://www.econbiz.de/10010463950
Saved in:
10
An information theoretic analysis of stock returns, volatility and trading volumes
Ong, Marcus Alexander
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3891-3906
Persistent link: https://www.econbiz.de/10011294307
Saved in:
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