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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of international financial markets, institutions & money"
~source:"econis"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Time series analysis
United States
Impact assessment
Prognoseverfahren
Share price
Estimation
250
Schätzung
250
Capital income
79
Kapitaleinkommen
79
Börsenkurs
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Volatility
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Aktienmarkt
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Welt
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Narayan, Paresh Kumar
7
Kanas, Angelos
3
Sharma, Susan Sunila
3
Zaremba, Adam
3
Brooks, Robert
2
Cakici, Nusret
2
Devpura, Neluka
2
Dinh Hoang Bach Phan
2
Filis, George
2
Floros, Christos
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Grossmann, Axel
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Hammoudeh, Shawkat
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Hou, Ai Jun
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Kinateder, Harald
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1
Akhtaruzzaman, Md.
1
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Alaoui, Abdelkader O. el
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Aloui, Chaker
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An, Yahui
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Anagnostidis, Panagiotis
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Apostolakis, George N.
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Ariff, Mohamed
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Asgharian, Hossein
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Assefa, Tibebe Abebe
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Bouri, Elie
1
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Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
1,655
Discussion paper series / IZA
690
Discussion paper / Centre for Economic Policy Research
568
Applied economics
513
NBER working paper series
512
NBER Working Paper
430
Applied economics letters
363
CESifo working papers
350
Economic modelling
288
Working paper
247
Finance research letters
233
Journal of econometrics
222
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
218
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
209
Economics letters
206
Journal of banking & finance
205
Finance and economics discussion series
203
International review of economics & finance : IREF
203
Applied financial economics
194
Energy economics
192
The review of economics and statistics
181
International journal of forecasting
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The American economic review
171
International review of financial analysis
166
The North American journal of economics and finance : a journal of financial economics studies
165
Journal of international money and finance
159
The journal of finance : the journal of the American Finance Association
158
Discussion paper
154
IZA Discussion Paper
154
Journal of empirical finance
154
Journal of applied econometrics
153
Discussion paper / Tinbergen Institute
135
Journal of financial economics
134
Journal of forecasting
125
The journal of futures markets
123
ZEW discussion papers
117
Journal of money, credit and banking : JMCB
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Kiel working paper
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ECONIS (ZBW)
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115
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
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2
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
5
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
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6
Asset pricing in bull and bear markets
Sampan Nettayanun
- In:
Journal of international financial markets, …
83
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014306379
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7
Dynamic connectedness between investors' sentiment and asset prices : a comparison between major markets in Europe and USA
Sakariyahu, Rilwan
;
Johan, Sofia Atiqah
;
Lawal, Rodiat
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490069
Saved in:
8
Terrorism and international stock returns
Narayan, Paresh Kumar
;
Narayan, Seema
;
Dinh Hoang Bach Phan
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013412765
Saved in:
9
Co-skewness and expected return : evidence from international stock markets
Dong, Liang
;
Kot, Hung Wan
;
Lam, Keith
;
Liu, Ming
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013412790
Saved in:
10
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression a...
Karim, Muhammad Mahmudul
;
Kawsar, Najmul Haque
;
Ariff, …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-44
Persistent link: https://www.econbiz.de/10013357245
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