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subject:"Volatility"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Event study"
~subject:"Theorie"
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Search: subject_exact:"Announcement effect"
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Volatility
Event study
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Ankündigungseffekt
96
Announcement effect
96
USA
63
United States
63
Börsenkurs
56
Share price
56
Capital income
23
Kapitaleinkommen
23
Takeover
15
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13
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Lin, Tse-Chun
2
Babenko, Ilona
1
Bruno, Brunella
1
Chan, Konan
1
Chemmanur, Thomas J.
1
Chordia, Tarun
1
Corrado, Charles Joseph
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Cowan, Arnold Richard
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Ederington, Louis H.
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Gao, Chao
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1
Ge, Li
1
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1
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Kottimukkalur, Badrinath
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Lee, Jae-ha
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Lo, Ingrid
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1
Nayar, Nandkumar
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1
Onali, Enrico
1
Priestley, Richard
1
Salinger, Michael A.
1
Schaeck, Klaus
1
Scherbina, Anna
1
Schlusche, Bernd
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Tserlukevich, Yuri
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Journal of financial and quantitative analysis : JFQA
Finance research letters
78
Journal of banking & finance
54
International review of financial analysis
38
Journal of financial economics
37
Applied economics
32
NBER working paper series
31
CESifo working papers
29
International review of economics & finance : IREF
29
Journal of international money and finance
29
Working paper / National Bureau of Economic Research, Inc.
29
Applied economics letters
27
NBER Working Paper
26
Journal of international financial markets, institutions & money
24
Research in international business and finance
24
Review of quantitative finance and accounting
24
Journal of empirical finance
23
The review of financial studies
23
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Pacific-Basin finance journal
20
Working paper
20
The journal of futures markets
19
Journal of accounting & economics
18
Cogent economics & finance
17
Economics letters
16
The journal of corporate finance : contracting, governance and organization
16
The journal of finance : the journal of the American Finance Association
16
The European journal of finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
Discussion paper / Centre for Economic Policy Research
14
Economic modelling
14
International journal of economics and finance
13
International journal of production economics
13
Energy economics
12
Journal of economics & business
12
Journal of financial markets
12
Journal of money, credit and banking : JMCB
12
Journal of risk and financial management : JRFM
12
The financial review : the official publication of the Eastern Finance Association
12
Applied financial economics
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ECONIS (ZBW)
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1
Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun
;
Lin, Tse-Chun
;
Xiang, Vincent
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
5
,
pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
Saved in:
2
Does unusual news forecast market stress?
Glasserman, Paul
;
Mamaysky, Harry
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1937-1974
Persistent link: https://www.econbiz.de/10012140041
Saved in:
3
Attention to market information and underreaction to earnings on market moving days
Kottimukkalur, Badrinath
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2493-2516
Persistent link: https://www.econbiz.de/10012165917
Saved in:
4
Anticipating uncertainty : straddles around earnings announcements
Gao, Chao
;
Xing, Yuhang
;
Zhang, Xiaoyan
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2587-2617
Persistent link: https://www.econbiz.de/10012128058
Saved in:
5
Market reaction to bank liquidity regulation
Bruno, Brunella
;
Onali, Enrico
;
Schaeck, Klaus
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 899-935
Persistent link: https://www.econbiz.de/10011929543
Saved in:
6
Informational content of options trading on acquirer announcement return
Chan, Konan
;
Ge, Li
;
Lin, Tse-Chun
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1057-1082
Persistent link: https://www.econbiz.de/10011431148
Saved in:
7
Communicating private information to the equity market before a dividend cut : an empirical analysis
Chemmanur, Thomas J.
;
Tian, Xuan
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
5/6
,
pp. 1167-1199
Persistent link: https://www.econbiz.de/10011338943
Saved in:
8
Market reaction to corporate press releases
Neuhierl, Andreas
;
Scherbina, Anna
;
Schlusche, Bernd
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1207-1240
Persistent link: https://www.econbiz.de/10010255205
Saved in:
9
The credibility of open market share repurchase signaling
Babenko, Ilona
;
Tserlukevich, Yuri
;
Vedrashko, Alexander
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
5
,
pp. 1059-1088
Persistent link: https://www.econbiz.de/10009709602
Saved in:
10
Dividend growth, cash flow, and discount rate news
Garrett, Ian
;
Priestley, Richard
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
5
,
pp. 1003-1028
Persistent link: https://www.econbiz.de/10009709607
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