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subject:"Volatility"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~subject:"Wirtschaftswachstum"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Share price
Wirkungsanalyse
Wirtschaftswachstum
Estimation
144
Schätzung
144
Capital income
70
Kapitaleinkommen
70
Börsenkurs
54
Aktienmarkt
43
Stock market
43
Forecasting model
34
Prognoseverfahren
34
Volatilität
34
CAPM
28
China
27
Australia
24
Australien
24
Portfolio selection
22
Portfolio-Management
22
Anlageverhalten
21
Behavioural finance
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Risiko
20
Risk
20
Theorie
18
Theory
18
Capital market returns
15
Kapitalmarktrendite
15
Risikoprämie
15
Risk premium
15
ARCH model
13
ARCH-Modell
13
Return predictability
12
Securities trading
10
Time series analysis
10
Wertpapierhandel
10
Zeitreihenanalyse
10
Ankündigungseffekt
9
Announcement effect
9
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Welt
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Aufsatz in Zeitschrift
Article in journal
72
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English
72
Author
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Zhong, Angel
3
Chiah, Mardy
2
Docherty, Paul
2
Easton, Steve
2
Jiang, Yuexiang
2
Liang, Chao
2
Long, Huaigang
2
Narayan, Paresh Kumar
2
Ahmed, Walid M. A.
1
Ang, Tze Chuan
1
Aono, Kohei
1
Bae, Jaewan
1
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1
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1
Bedford, Anna
1
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1
Boulter, Terry
1
Bradrania, Reza
1
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1
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1
Cao, Jin
1
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1
Chan, Howard Wei-hong
1
Chao, Chun-yi
1
Cheema, Muhammad A.
1
Chen, Chun-Da
1
Chen, Lifang
1
Chen, Qi-an
1
Choe, Kwang-il
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Choi, Sujung
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Dai, Zhifeng
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1
Demirer, Rıza
1
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Pacific-Basin finance journal
Applied economics
345
Economic modelling
284
Applied economics letters
275
Finance research letters
232
Energy economics
227
International review of economics & finance : IREF
223
Journal of banking & finance
171
International review of financial analysis
170
Economics letters
155
The North American journal of economics and finance : a journal of financial economics studies
155
Applied financial economics
140
Journal of empirical finance
136
Journal of econometrics
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
International journal of economics and financial issues : IJEFI
126
Journal of international money and finance
121
Journal of international financial markets, institutions & money
120
Research in international business and finance
120
International Journal of Energy Economics and Policy : IJEEP
117
International journal of economics and finance
117
Journal of risk and financial management : JRFM
108
The empirical economics letters : a monthly international journal of economics
105
Cogent economics & finance
104
International journal of finance & economics : IJFE
96
Journal of financial economics
92
The journal of futures markets
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
The European journal of finance
82
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
71
Theoretical and applied economics : GAER review
69
Economies : open access journal
66
International journal of forecasting
66
Review of quantitative finance and accounting
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Journal of macroeconomics
61
Economic research
60
Journal of applied econometrics
59
Macroeconomic dynamics
55
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ECONIS (ZBW)
72
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
3
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
4
Stock price reactions to corporate cash holdings in mitigating predictable and unpredictable negative shocks
Aono, Kohei
;
Hori, Keiichi
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463159
Saved in:
5
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
6
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
7
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
8
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
9
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
10
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
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