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subject:"Share price"
subject:"World"
~isPartOf:"Journal of banking & finance"
~subject:"Cointegration"
~subject:"Panel"
~subject:"Stock market"
~subject:"Volatility"
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Share price
World
Cointegration
Panel
Stock market
Volatility
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
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94
Volatilität
83
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Prokopczuk, Marcel
4
Zaremba, Adam
4
Cakici, Nusret
3
Guo, Hui
3
Li, Junye
3
Wese Simen, Chardin
3
Beckmann, Joscha
2
Belke, Ansgar
2
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2
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2
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2
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2
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2
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2
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2
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2
Huang, Tao
2
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2
Okunev, John
2
Philip, Dennis
2
Ranaldo, Angelo
2
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2
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2
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2
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2
Zhu, Jie
2
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2
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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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1
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1
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1
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1
Antoniou, Constantinos
1
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1
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Journal of banking & finance
Applied economics
510
Working paper / National Bureau of Economic Research, Inc.
462
NBER working paper series
436
CESifo working papers
425
Applied economics letters
415
Economic modelling
414
NBER Working Paper
395
Energy economics
309
Discussion paper / Centre for Economic Policy Research
306
International review of economics & finance : IREF
288
Finance research letters
278
Discussion paper series / IZA
256
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
238
Economics letters
234
Journal of econometrics
227
International review of financial analysis
223
Journal of international money and finance
220
Working paper
210
Applied financial economics
206
The North American journal of economics and finance : a journal of financial economics studies
191
Journal of international financial markets, institutions & money
174
Journal of empirical finance
167
The empirical economics letters : a monthly international journal of economics
167
Research in international business and finance
164
International journal of economics and financial issues : IJEFI
160
International Journal of Energy Economics and Policy : IJEEP
151
International journal of economics and finance
146
CESifo Working Paper Series
140
International journal of finance & economics : IJFE
140
Cogent economics & finance
134
Discussion paper / Tinbergen Institute
131
Discussion paper
124
IZA Discussion Paper
120
Journal of risk and financial management : JRFM
120
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Journal of financial economics
108
Journal of applied econometrics
107
The European journal of finance
107
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ECONIS (ZBW)
210
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210
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1
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
2
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
3
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
4
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
5
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
6
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
7
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
8
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
9
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
10
Investor sentiment and asset prices : evidence from the ex-day
Paudel, Shishir
;
Silveri, Sabatino
;
Wu, Mark
- In:
Journal of banking & finance
139
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013464339
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