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subject:"Volatilität"
type:"article"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Share price"
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Volatilität
Share price
Estimation
395
Schätzung
395
Capital income
91
Kapitaleinkommen
91
Theorie
83
Theory
83
Börsenkurs
79
Cointegration
64
Kointegration
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55
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Article in journal
116
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116
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English
117
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Yang, Liyan
3
Yin, Lianqian
3
Abaidoo, Rexford
2
Azar, Samih Antoine
2
Cen, Ling
2
Chen, Jiangrui
2
Gupta, Jyoti P.
2
Hasler, Michael
2
Hou, Sizhe
2
Joslin, Scott
2
Liu, Xiaojie
2
Mumo, Muinde Patrick
2
Tripathy, Trilochan
2
Trojani, Fabio
2
Wei, K. C. John
2
Zhang, Wei
2
Abul, Sadeq J.
1
Acheampong, Prince
1
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1
Ahluwalia, Eshan
1
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1
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1
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1
Al-Deehani, Talla
1
Al-Malki, Abdullah M.
1
Al-Manaseer, Sufian Radwan
1
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1
Bali, Turan G.
1
Batayneh, Khaled I.
1
Belke, Ansgar
1
Ben-David, Itzhak
1
Bezooijen, Emiel van
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International journal of economics and finance
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
189
Applied economics
181
International review of economics & finance : IREF
170
Economic modelling
163
Energy economics
159
International review of financial analysis
159
Applied economics letters
155
Journal of banking & finance
151
The North American journal of economics and finance : a journal of financial economics studies
144
Applied financial economics
131
Journal of empirical finance
131
Journal of econometrics
119
Journal of international financial markets, institutions & money
112
Research in international business and finance
107
Journal of international money and finance
90
Journal of financial economics
85
Journal of risk and financial management : JRFM
84
The journal of futures markets
82
Economics letters
79
The European journal of finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Pacific-Basin finance journal
71
International journal of finance & economics : IJFE
69
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Review of quantitative finance and accounting
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
International journal of economics and financial issues : IJEFI
57
Cogent economics & finance
56
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of financial markets
48
Quantitative finance
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
The journal of finance : the journal of the American Finance Association
46
The empirical economics letters : a monthly international journal of economics
43
International Journal of Energy Economics and Policy : IJEEP
41
Journal of forecasting
41
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ECONIS (ZBW)
117
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
3
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
4
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
5
Ambiguity aversion and beating benchmarks : does it create a pattern?
Kolasinski, Adam
;
Li, Xu
;
Soliman, Mark
;
Xin, Qian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7059-7078
Persistent link: https://www.econbiz.de/10014435458
Saved in:
6
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
7
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
8
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Saved in:
9
Finance and firm volatility : evidence from small business lending in China
Chen, Tao
;
Huang, Yi
;
Chen, Lin
;
Sheng, Zixia
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2226-2249
Persistent link: https://www.econbiz.de/10013268060
Saved in:
10
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
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