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subject:"Finanzanalyse"
~isPartOf:"International review of finance"
~isPartOf:"International review of financial analysis"
~subject:"Volatility"
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Search: subject_exact:"Equity return"
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Finanzanalyse
Volatility
Capital market returns
60
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Zhong, Angel
2
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1
Bissoondoyal-Bheenick, Emawtee
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Chai, Daniel
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Chiah, Mardy
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1
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1
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International review of finance
International review of financial analysis
Econometric Institute research papers
21
The journal of futures markets
19
Discussion paper / Tinbergen Institute
17
Journal of financial and quantitative analysis : JFQA
17
Working paper / National Bureau of Economic Research, Inc.
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Pacific-Basin finance journal
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
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International Journal of Energy Economics and Policy : IJEEP
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
5
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
14
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1
Sentiment and stock market connectedness : evidence from the U.S. - China trade war
Bissoondoyal-Bheenick, Emawtee
;
Do, Hung
;
Hu, Xiaolu
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366184
Saved in:
2
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
3
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
4
Risk appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
Saved in:
5
Corporate hedging and the high idiosyncratic volatility low return puzzle
Chng, Michael T.
;
Fang, Victor
;
Xiang, Vincent
;
Zhang, …
- In:
International review of finance
17
(
2017
)
3
,
pp. 395-425
Persistent link: https://www.econbiz.de/10011807164
Saved in:
6
Factor exposures of foreign equity capital in a domestic stock market : evidence from Korea
Sun, Lingxia
;
Lee, Dong Wook
- In:
International review of finance
17
(
2017
)
4
,
pp. 561-596
Persistent link: https://www.econbiz.de/10011807232
Saved in:
7
What drives asymmetric dependence structure of asset return comovements?
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
48
(
2016
),
pp. 312-330
Persistent link: https://www.econbiz.de/10011624528
Saved in:
8
The pricing of catastrophe equity put options with default risk
Wang, Xingchun
- In:
International review of finance
16
(
2016
)
2
,
pp. 181-201
Persistent link: https://www.econbiz.de/10011713671
Saved in:
9
A better model? : an empirical investigation of the Fama-French five-factor model in Australia
Chiah, Mardy
;
Chai, Daniel
;
Zhong, Angel
;
Li, Song
- In:
International review of finance
16
(
2016
)
4
,
pp. 595-638
Persistent link: https://www.econbiz.de/10011713807
Saved in:
10
FX market returns and their relationship to investor fear
Smales, Lee A.
;
Kininmonth, Jardee N.
- In:
International review of finance
16
(
2016
)
4
,
pp. 659-675
Persistent link: https://www.econbiz.de/10011713817
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