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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Higher moments"
~subject:"Risiko"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
Australia
Börsenkurs
CAPM
Higher moments
Risiko
Risk
Volatilität
up/down market condition
Estimation
382
Schätzung
381
Capital income
149
Kapitaleinkommen
149
Volatility
117
Share price
111
Stock market
102
Theorie
70
Theory
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Efficient market hypothesis
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Article in journal
Survey
Aufsatz in Zeitschrift
257
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English
257
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Ma, Feng
5
Bouri, Elie
3
Degiannakis, Stavros
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Xuan Vinh Vo
3
Zaremba, Adam
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Bilgin, Mehmet Huseyin
2
Bredin, Donal
2
Brooks, Chris
2
Brooks, Robert
2
Caporale, Guglielmo Maria
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Cummins, Mark
2
Dowling, Michael
2
Fabozzi, Frank J.
2
Fang, Victor
2
Floros, Christos
2
Gabauer, David
2
Ge̜bka, Bartosz
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Goodell, John W.
2
Guermat, Cherif
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Huang, Yisu
2
Hudson, Robert
2
In, Francis Haeuck
2
Kim, Jae H.
2
Lee, Hsiang-Tai
2
Liu, Jia
2
Mukherjee, Paramita
2
Narayan, Paresh Kumar
2
Pierdzioch, Christian
2
Roubaud, David
2
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International review of financial analysis
Journal of emerging market finance
Applied economics
299
Finance research letters
272
International review of economics & finance : IREF
239
Economic modelling
214
Applied economics letters
211
Applied financial economics
200
Journal of banking & finance
195
Energy economics
178
Journal of empirical finance
178
The North American journal of economics and finance : a journal of financial economics studies
168
Journal of international financial markets, institutions & money
148
Journal of financial economics
142
Journal of international money and finance
140
Research in international business and finance
136
Journal of econometrics
131
Economics letters
110
Pacific-Basin finance journal
109
The European journal of finance
104
Journal of risk and financial management : JRFM
100
The journal of futures markets
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
96
International journal of finance & economics : IJFE
91
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
International journal of economics and finance
80
The economic record : er
80
Review of quantitative finance and accounting
78
The journal of finance : the journal of the American Finance Association
77
Cogent economics & finance
71
International journal of economics and financial issues : IJEFI
71
Management science : journal of the Institute for Operations Research and the Management Sciences
71
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
65
Journal of economic dynamics & control
61
International journal of forecasting
60
Quantitative finance
60
Journal of financial and quantitative analysis : JFQA
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Journal of financial markets
57
The empirical economics letters : a monthly international journal of economics
56
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ECONIS (ZBW)
257
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1
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
Saved in:
2
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
3
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
4
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
Saved in:
5
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
6
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
7
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
8
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
9
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
10
Time-varying causality impact of economic policy uncertainty on stock market returns : global evidence from developed and emerging countries
Hong, Yun
;
Zhang, Rushan
;
Zhang, Feipeng
- In:
International review of financial analysis
91
(
2024
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014446987
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