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subject:"Share price"
subject:"Stock index"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of futures markets"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Marktinformation"
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Share price
Stock index
Estimation
596
Schätzung
595
Börsenkurs
133
USA
133
United States
133
Capital income
117
Kapitaleinkommen
117
Volatility
116
Volatilität
116
Theorie
108
Theory
108
Cointegration
81
Kointegration
81
Aktienmarkt
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Option pricing theory
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Index futures
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Index-Futures
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142
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Vivek Singh
3
Agarwalla, Sobhesh Kumar
2
Frino, Alex
2
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1
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1
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1
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Al-Deehani, Talla
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1
Batayneh, Khaled I.
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1
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1
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1
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International journal of economics and finance
Review of quantitative finance and accounting
The journal of futures markets
Finance research letters
142
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
71
Energy economics
62
Journal of financial economics
59
Journal of econometrics
57
Journal of risk and financial management : JRFM
57
The European journal of finance
55
Pacific-Basin finance journal
54
International journal of finance & economics : IJFE
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Cogent economics & finance
44
International journal of economics and financial issues : IJEFI
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
The journal of finance : the journal of the American Finance Association
38
Economics letters
36
Journal of financial markets
35
Journal of international money and finance
35
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The empirical economics letters : a monthly international journal of economics
33
Quantitative finance
31
Investment management and financial innovations
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Economic research
28
Journal of forecasting
27
Emerging markets, finance and trade : EMFT
25
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ECONIS (ZBW)
142
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1
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
The context of earnings management and its ability to predict future stock returns
Nguyen, Nguyet T. M.
;
Iqbal, Abdullah
;
Shiwakoti, Radha K.
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 123-169
Persistent link: https://www.econbiz.de/10013459262
Saved in:
3
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
4
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
5
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
6
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:
7
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
8
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
9
Do oil shocks impact stock liquidity?
Zhang, Qin
;
Wong, Jin Boon
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10012817944
Saved in:
10
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
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