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subject:"Share price"
subject:"Stock index"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~type_genre:"Amtsdruckschrift"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Marktinformation"
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Share price
Stock index
Estimation
250
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250
Börsenkurs
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Capital income
63
Kapitaleinkommen
63
Volatility
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Garcia, René
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
144
Applied economics letters
119
International review of financial analysis
112
International review of economics & finance : IREF
111
Applied financial economics
108
Applied economics
103
Journal of banking & finance
96
Economic modelling
92
The North American journal of economics and finance : a journal of financial economics studies
92
Journal of empirical finance
89
Journal of international financial markets, institutions & money
74
Research in international business and finance
74
Energy economics
67
Journal of financial economics
59
Journal of econometrics
57
Journal of risk and financial management : JRFM
57
The European journal of finance
57
Pacific-Basin finance journal
54
Review of quantitative finance and accounting
52
International journal of finance & economics : IJFE
48
International journal of economics and finance
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Cogent economics & finance
44
The journal of futures markets
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
International journal of economics and financial issues : IJEFI
41
The journal of finance : the journal of the American Finance Association
38
Economics letters
36
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Journal of financial markets
35
Journal of international money and finance
35
The empirical economics letters : a monthly international journal of economics
33
Quantitative finance
32
Investment management and financial innovations
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Economic research
28
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
27
Journal of forecasting
27
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1
Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Galvão Júnior, Antônio Fialho
;
Juhl, Ted
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 211-243
Persistent link: https://www.econbiz.de/10011987759
Saved in:
2
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
3
Downside variance risk premium
Feunou, Bruno
;
Jahan-Parvar, Mohammad R.
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 341-383
Persistent link: https://www.econbiz.de/10011987780
Saved in:
4
The risk and return conundrum explained : international evidence
Savva, Christos S.
;
Theodossiou, Panayiotis
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 486-521
Persistent link: https://www.econbiz.de/10011987799
Saved in:
5
Do Islamic stock returns hedge against inflation? : a wavelet approach
Haniff, Norazza M.
;
Abul Mansur Mohammed Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
10/11/12
,
pp. 2348-2366
Persistent link: https://www.econbiz.de/10012124725
Saved in:
6
Investor attention and stock returns : international evidence
Han, Liyan
;
Li, Ziying
;
Yin, Libo
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3168-3188
Persistent link: https://www.econbiz.de/10012125740
Saved in:
7
Online search frequency, retail investor overreaction, and the cross-section of stock returns : evidence from the Chinese stock market
Chen, Jiaqi
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3189-3208
Persistent link: https://www.econbiz.de/10012125743
Saved in:
8
The cross-section of expected stock returns : new evidence from an emerging market
Thach Ngoc Pham
;
Vuong Minh Nguyen
;
Duc Hong Vo
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3566-3576
Persistent link: https://www.econbiz.de/10012125909
Saved in:
9
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
10
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
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