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subject:"Share price"
subject:"Stock index"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~language:"ita"
~subject:"Volatility"
~type_genre:"Article in journal"
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Share price
Stock index
Volatility
Estimation
144
Schätzung
144
Capital income
70
Kapitaleinkommen
70
Börsenkurs
54
Aktienmarkt
43
Stock market
43
Forecasting model
34
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Article in journal
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Zhong, Angel
3
Chiah, Mardy
2
Docherty, Paul
2
Easton, Steve
2
Jiang, Yuexiang
2
Liang, Chao
2
Long, Huaigang
2
Narayan, Paresh Kumar
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1
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1
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1
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1
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1
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Pacific-Basin finance journal
Finance research letters
211
Applied economics
187
International review of economics & finance : IREF
181
Energy economics
173
International review of financial analysis
169
Economic modelling
166
Applied economics letters
161
Journal of banking & finance
152
Applied financial economics
148
The North American journal of economics and finance : a journal of financial economics studies
147
Journal of empirical finance
134
Journal of econometrics
120
Journal of international financial markets, institutions & money
113
Research in international business and finance
111
Journal of international money and finance
94
The journal of futures markets
89
Journal of financial economics
86
Journal of risk and financial management : JRFM
85
The European journal of finance
84
Economics letters
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
International journal of finance & economics : IJFE
77
International journal of economics and finance
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
68
Review of quantitative finance and accounting
65
International journal of economics and financial issues : IJEFI
60
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
Cogent economics & finance
57
International journal of forecasting
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Quantitative finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of financial markets
50
The journal of finance : the journal of the American Finance Association
50
Journal of financial econometrics : official journal of the Society for Financial Econometrics
48
The empirical economics letters : a monthly international journal of economics
45
International Journal of Energy Economics and Policy : IJEEP
44
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
41
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ECONIS (ZBW)
72
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1
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Stock price reactions to corporate cash holdings in mitigating predictable and unpredictable negative shocks
Aono, Kohei
;
Hori, Keiichi
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463159
Saved in:
5
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
6
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
7
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
10
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
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