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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of labor economics"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
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United States
Share price
Estimation
283
Schätzung
283
USA
143
Volatility
60
Volatilität
60
Theorie
59
Theory
59
Börsenkurs
37
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168
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Wang, George H. K.
5
Sarno, Lucio
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Shaw, Kathryn
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Shrestha, Keshab
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2
Agarwalla, Sobhesh Kumar
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Barth, Erling
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Journal of labor economics
The journal of futures markets
Applied economics
340
Applied economics letters
228
The review of economics and statistics
170
Applied financial economics
164
The journal of finance : the journal of the American Finance Association
157
The American economic review
152
Economic modelling
144
Journal of banking & finance
140
Finance research letters
139
International review of economics & finance : IREF
134
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
126
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
125
International review of financial analysis
121
The North American journal of economics and finance : a journal of financial economics studies
117
Economics letters
104
Journal of econometrics
104
Journal of international money and finance
102
Journal of applied econometrics
99
Journal of empirical finance
98
The review of financial studies
96
Journal of financial economics
92
Energy economics
91
Journal of international financial markets, institutions & money
89
Journal of money, credit and banking : JMCB
86
Review of quantitative finance and accounting
86
Journal of financial and quantitative analysis : JFQA
82
Journal of political economy
76
American economic journal : a journal of the American Economic Association
75
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Research in international business and finance
72
Southern economic journal
65
Journal of risk and financial management : JRFM
63
International journal of finance & economics : IJFE
61
The European journal of finance
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Journal of economic dynamics & control
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Journal of macroeconomics
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Pacific-Basin finance journal
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ECONIS (ZBW)
168
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168
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1
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
2
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
3
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
4
Industry variance risk premium, cross-industry correlation, and expected returns
Zhu, Yabei
;
Luo, Xingguo
;
Xu, Qi
- In:
The journal of futures markets
43
(
2023
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10013465888
Saved in:
5
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
6
Do oil shocks impact stock liquidity?
Zhang, Qin
;
Wong, Jin Boon
- In:
The journal of futures markets
42
(
2022
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10012817944
Saved in:
7
Robust information share measures with an application on the international crude oil markets
Li, Hong
;
Shi, Yanlin
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 555-579
Persistent link: https://www.econbiz.de/10013187561
Saved in:
8
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
- In:
The journal of futures markets
42
(
2022
)
5
,
pp. 868-887
Persistent link: https://www.econbiz.de/10013187611
Saved in:
9
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
10
Birth order and delinquency : evidence from Denmark and Florida
Breining, Sanni Nørgaard
;
Doyle, Joseph J.
;
Figlio, …
- In:
Journal of labor economics
38
(
2020
)
1
,
pp. 95-142
Persistent link: https://www.econbiz.de/10012229896
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