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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of financial analysis"
~language:"eng"
~subject:"Spillover effect"
~subject:"Zeitreihenanalyse"
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Share price
Stock index
Spillover effect
Zeitreihenanalyse
Estimation
324
Schätzung
323
Capital income
130
Kapitaleinkommen
130
Volatility
102
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Bouri, Elie
4
Ma, Feng
4
Xuan Vinh Vo
4
Degiannakis, Stavros
3
Al-Khazali, Osamah
2
Antonakakis, Nikolaos
2
Brooks, Robert
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Chortareas, Georgios E.
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Pierdzioch, Christian
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International review of financial analysis
Applied economics
218
Applied economics letters
200
Economic modelling
193
Finance research letters
163
International review of economics & finance : IREF
154
NBER working paper series
151
Journal of econometrics
149
CESifo working papers
141
Working paper / National Bureau of Economic Research, Inc.
141
The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of forecasting
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Journal of international money and finance
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The empirical economics letters : a monthly international journal of economics
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Cogent economics & finance
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International journal of economics and financial issues : IJEFI
58
Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
140
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11
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
12
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
13
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
14
Dynamic spillover effects of global financial stress : evidence from the quantile VAR network
Long, Shaobo
;
Li, Zixuan
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468772
Saved in:
15
Stock market anomalies : An extreme bounds analysis
Kim, Jae H.
;
Shamsuddin, Abul
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014469983
Saved in:
16
Tracking investor gambling intensity
Zhu, Hongbing
;
Yang, Lihua
;
Xu, Changxin
- In:
International review of financial analysis
86
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014248291
Saved in:
17
Information demand density matters : evidence from the post-earnings announcement drift
Chu, Gang
;
Dowling, Michael
;
Shen, Dehua
;
Zhang, Yongjie
- In:
International review of financial analysis
86
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248312
Saved in:
18
Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets : a quantile connectedness analysis
Khalfaoui, Rabeh
;
Mefteh-Wali, Salma
;
Dogan, Buhari
; …
- In:
International review of financial analysis
86
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248405
Saved in:
19
On the right jump tail inferred from the VIX market
Li, Zhenxiong
;
Yao, Xingzhi
;
Izzeldin, Marwan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248409
Saved in:
20
Dividend change announcements, ROE, and the cost of equity capital
Dempsey, Stephen J.
;
Sheng, Hainan
- In:
International review of financial analysis
86
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248421
Saved in:
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