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subject:"Volatilität"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Risiko"
~subject:"Share price"
~subject:"Welt"
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Volatilität
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Estimation
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Capital income
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Gupta, Rangan
6
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Bouri, Elie
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Caporale, Guglielmo Maria
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Demirer, Rıza
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Working paper / National Bureau of Economic Research, Inc.
458
NBER working paper series
430
NBER Working Paper
386
CESifo working papers
352
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cogent economics & finance
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International journal of economics and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
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Individual investor ownership and the news coverage premium
Marmora, Paul
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 494-507
Persistent link: https://www.econbiz.de/10012655544
Saved in:
22
Earnings and liquidity factors
Snigaroff, Robert
;
Wroblewski, David
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 508-523
Persistent link: https://www.econbiz.de/10012655545
Saved in:
23
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
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24
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
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25
The impact of order flow on event study returns : new evidence from zero-leverage firms
Zhang, Sijia
;
Gregoriou, Andros
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 627-634
Persistent link: https://www.econbiz.de/10012655584
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26
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 635-649
Persistent link: https://www.econbiz.de/10012655588
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27
Energy based estimation of the shadow economy : the role of governance quality
Psychoyios, Dimitrios
;
Missiou, Olympia
;
Dergiades, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 797-808
Persistent link: https://www.econbiz.de/10012655705
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28
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
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29
Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue
;
Goodell, John W.
;
Shen, Dehua
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
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30
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
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