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subject:"Volatilität"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Bali, Turan G."
~person:"Bollerslev, Tim"
~subject:"Theory"
~type:"article"
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Volatilität
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Capital income
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Estimation
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Kapitaleinkommen
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Ankündigungseffekt
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Announcement effect
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Efficient market hypothesis
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buying intensity
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conditional capital asset pricing model
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dynamic conditional beta
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unusual news flow
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Bali, Turan G.
Bollerslev, Tim
Hasler, Michael
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Joslin, Scott
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Khwaja, Ahmed
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Sadka, Gil
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Trojani, Fabio
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Yang, Liyan
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Zhou, Guofu
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Ball, Ryan T.
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Black, Dirk E.
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of econometrics
8
Journal of financial economics
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of financial and quantitative analysis : JFQA
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The journal of finance : the journal of the American Finance Association
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Economics letters
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Handbook of economic forecasting ; 1
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International economic review
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Journal of applied econometrics
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Journal of banking & finance
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Journal of financial econometrics
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Journal of international money and finance
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Symposium on forecasting and empirical methods in macroeconomics and finance
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The American economic review
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The journal of business : B
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The journal of fixed income
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The journal of futures markets
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Unusual news flow and the cross section of stock returns
Bali, Turan G.
;
Bodnaruk, Andrij
;
Scherbina, Anna
;
Tang, Yi
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4137-4155
Persistent link: https://www.econbiz.de/10011921496
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