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subject:"Impact assessment"
~accessRights:"restricted"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Capital income"
~subject:"Shock"
~subject:"Time series analysis"
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Impact assessment
Capital income
Shock
Time series analysis
Estimation
73
Schätzung
72
Kapitaleinkommen
37
Börsenkurs
32
Share price
32
Theorie
19
Theory
19
Aktienmarkt
17
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Ankündigungseffekt
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Announcement effect
5
Estimation theory
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Markov chain
5
Markov-Kette
5
Option pricing theory
5
Optionspreistheorie
5
Schätztheorie
5
China
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English
40
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Jawadi, Fredj
2
Mazouz, Khelifa
2
Vivek Singh
2
Abo Al Haija, Adnan
1
Ahmed, Mohamed S.
1
Alomari, Mohammad
1
Alshehri, Abdulrahman F.
1
Andriosopoulos, Dimitris
1
Bakshi, Gurdip S.
1
Beaulieu, Marie-Claude
1
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1
Benamraoui, Abdelfahid
1
Beng, Soon-chong
1
Bhattacharya, Debarati
1
Bielstein, Patrick
1
Bouden, Habiba Mrissa
1
Bouri, Elie
1
Bozos, Konstantinos
1
Cao, Charles Q.
1
Cao, Ruanmin
1
Cheffou, Abdoulkarim Idi
1
Chen, Vincent Y. S.
1
Chiang, Thomas C.
1
Chiu, Peng-Chia
1
Chuang, Ming-Che
1
Dias, José G.
1
Ding, Wenjie
1
Dionysiou, Dionysia
1
Doukas, John A.
1
Egginton, Jared
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Eng-Uthaiwat, Harnchai
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1
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1
Groom, Benjamin
1
Haight, Timothy D.
1
Han, Chulwoo
1
Han, Liang
1
Hanauer, Matthias
1
Hellara, Narjess Skhiri
1
Hobbs, Jeffrey
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Review of quantitative finance and accounting
Discussion paper / Centre for Economic Policy Research
275
Finance research letters
197
Working paper / National Bureau of Economic Research, Inc.
186
Economic modelling
183
Applied economics
177
International review of economics & finance : IREF
141
Discussion papers / CEPR
125
Energy economics
122
Journal of econometrics
118
Economics letters
117
The North American journal of economics and finance : a journal of financial economics studies
115
Applied economics letters
113
International review of financial analysis
107
Journal of banking & finance
107
Journal of empirical finance
90
Journal of financial economics
90
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Journal of international money and finance
81
Research in international business and finance
77
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
74
International journal of forecasting
70
Journal of economic dynamics & control
70
Pacific-Basin finance journal
70
Journal of international financial markets, institutions & money
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Journal of macroeconomics
49
Management science : journal of the Institute for Operations Research and the Management Sciences
47
European economic review : EER
42
International journal of finance & economics : IJFE
40
International journal of economics and finance
38
Macroeconomic dynamics
38
Econometric reviews
35
Emerging markets, finance and trade : EMFT
35
Empirical economics : a quarterly journal of the Institute for Advanced Studies
35
The European journal of finance
35
Journal of financial econometrics
33
Journal of financial markets
33
Journal of international economics
31
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ECONIS (ZBW)
40
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1
The implied cost of capital : accounting for growth
Penman, Stephen H.
;
Zhu, Julie
;
Wang, Haofei
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1029-1056
Persistent link: https://www.econbiz.de/10014342154
Saved in:
2
Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan
;
Lahyani, Rahma
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
Saved in:
3
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
4
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
5
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
6
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
7
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
8
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
9
Revisiting disposition effect and momentum : a quantile regression perspective
Ahmed, Mohamed S.
;
Doukas, John A.
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 1087-1128
Persistent link: https://www.econbiz.de/10012498621
Saved in:
10
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
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