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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~isPartOf:"Research in international business and finance"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Stock index
Estimation
1,028
Schätzung
1,022
Volatility
275
Volatilität
275
Capital income
254
Kapitaleinkommen
254
Theorie
248
Theory
248
Estimation theory
227
Schätztheorie
227
Börsenkurs
225
Aktienmarkt
172
Stock market
172
Time series analysis
152
Zeitreihenanalyse
152
Forecasting model
147
Prognoseverfahren
147
Panel
121
Panel study
121
Nichtparametrisches Verfahren
112
Nonparametric statistics
112
ARCH model
110
ARCH-Modell
110
Regression analysis
108
Regressionsanalyse
108
Welt
97
World
97
USA
91
United States
91
Portfolio selection
79
Portfolio-Management
79
CAPM
75
Risk
68
Risiko
67
Cointegration
60
Kointegration
60
Stochastic process
52
Stochastischer Prozess
52
Risikoprämie
50
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1
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Article
240
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Aufsatz in Zeitschrift
Article in journal
240
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English
240
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Todorov, Viktor
9
Gupta, Rangan
6
Tauchen, George Eugene
6
Li, Jia
5
Kim, Donggyu
4
Ma, Feng
4
Abedin, Mohammad Zoynul
3
Andersen, Torben
3
Bollerslev, Tim
3
Ge̜bka, Bartosz
3
Gil-Alaña, Luis A.
3
Hudson, Robert
3
Pierdzioch, Christian
3
Sensoy, Ahmet
3
Smales, Lee A.
3
Tiwari, Aviral Kumar
3
Wang, Yazhen
3
Al-Khazali, Osamah
2
Andreou, Elena
2
Bouri, Elie
2
Bouteska, Ahmed
2
Chortareas, Georgios E.
2
Corbet, Shaen
2
Cummins, Mark
2
Degiannakis, Stavros
2
Gabauer, David
2
Goodell, John W.
2
Huang, Yisu
2
Liu, Jia
2
McMillan, David G.
2
Naeem, Muhammad Abubakr
2
Poshakwale, Sunil S.
2
Salisu, Afees A.
2
Serwa, Dobromił
2
Shahzad, Syed Jawad Hussain
2
Shen, Dehua
2
Urquhart, Andrew
2
Wohar, Mark E.
2
Wu, Eliza
2
Xiu, Dacheng
2
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International review of financial analysis
Journal of econometrics
NBER Working Paper
Research in international business and finance
Finance research letters
140
Applied economics letters
119
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
Energy economics
62
Journal of financial economics
59
Journal of risk and financial management : JRFM
57
The European journal of finance
55
Pacific-Basin finance journal
54
Review of quantitative finance and accounting
52
International journal of finance & economics : IJFE
47
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
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)
240
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1
Potential diversification benefits : a comparative study of Islamic and conventional stock market indexes
Belanes, Amel
;
Saâdaoui, Foued
;
Abedin, Mohammad Zoynul
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014451500
Saved in:
2
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
3
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
4
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
5
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
Saved in:
6
Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets
Lang, Chunlin
;
Xu, Danyang
;
Corbet, Shaen
;
Hu, Yang
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543425
Saved in:
7
Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng
;
Lin, Qiaofeng
;
Cai, Yi
;
Chen, Kaijie
; …
- In:
International review of financial analysis
93
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
Saved in:
8
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
9
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
10
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
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