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~accessRights:"free"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Ankündigungseffekt"
~subject:"Capital structure"
~subject:"Risk premium"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Ankündigungseffekt
Capital structure
Risk premium
Volatilität
Theorie
24
Theory
24
Estimation theory
19
Schätztheorie
19
Forecasting model
14
Prognoseverfahren
14
Estimation
13
Schätzung
13
Time series analysis
13
Zeitreihenanalyse
13
Regression analysis
8
Regressionsanalyse
8
Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Panel
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Panel data
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Panel study
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Bayes-Statistik
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Börsenkurs
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USA
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United States
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Schock
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Shock
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Statistical distribution
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Statistical test
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Statistische Verteilung
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Statistischer Test
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Volatility
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Causality analysis
4
Factor analysis
4
Faktorenanalyse
4
Impact assessment
4
Kausalanalyse
4
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9
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Article in journal
Aufsatz in Zeitschrift
9
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English
Author
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Aastveit, Knut Are
1
Alfelt, Gustav
1
Bodnar, Taras
1
Boswijk, Herman Peter
1
Cross, Jamie
1
Dijk, Herman K. van
1
Dimitriadis, Timo
1
Duffee, Greg
1
Friewald, Nils
1
Graham, John R.
1
Gürkaynak, Refet S.
1
Halbleib, Roxana
1
Javed, Farrukh
1
Karasoy-Can, Hati̇ce Gökçe
1
Kim, Hyunseob
1
Lee, Sang Seok
1
Li, Si
1
Maurin, Vincent
1
Nagler, Florian
1
Qiu, Jiaping
1
Tyrcha, Joanna
1
Wagner, Christian
1
Zu, Yang
1
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Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of finance : the journal of the American Finance Association
Journal of risk and financial management : JRFM
269
International journal of economics and financial issues : IJEFI
199
International Journal of Energy Economics and Policy : IJEEP
168
Cogent economics & finance
163
Risks : open access journal
120
International Journal of Financial Studies : open access journal
96
Financial innovation : FIN
80
Cogent business & management
55
Journal of Asian finance, economics and business : JAFEB
52
Economies : open access journal
50
Quantitative finance and economics
45
Econometrics : open access journal
36
Borsa Istanbul Review
32
CBN journal of applied statistics
30
Romanian journal of economic forecasting
27
Iranian economic review : journal of University of Tehran
26
Quantitative economics : QE ; journal of the Econometric Society
25
Pakistan journal of commerce and social sciences
24
The journal of futures markets
24
Journal of applied finance & banking
22
Quantitative finance
22
Future Business Journal
20
Journal of business economics and management
20
International journal of economic perspectives : IJEP
19
Journal of applied economics
19
Journal of economics, finance & administrative science
19
Revista Brasileira de Finanças : RBFin
19
Global business and finance review
18
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
17
European research studies
17
Journal of capital markets studies
17
Journal of central banking theory and practice
17
Montenegrin journal of economics
16
Copernican Journal of Finance & Accounting : CJF&A
14
Economics and Business Letters : EBL
14
European financial and accounting journal : EFAJ
14
International journal of finance & economics : IJFE
14
Australasian accounting business and finance journal : AABF
13
Review of finance : journal of the European Finance Association
13
Finance research letters
12
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ECONIS (ZBW)
9
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9
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9
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date (oldest first)
1
Employee costs of corporate bankruptcy
Graham, John R.
;
Kim, Hyunseob
;
Li, Si
;
Qiu, Jiaping
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 2087-2137
Persistent link: https://www.econbiz.de/10014312083
Saved in:
2
Macroeconomic news in asset pricing and reality
Duffee, Greg
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1499-1543
Persistent link: https://www.econbiz.de/10014312036
Saved in:
3
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
4
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
5
Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter
;
Zu, Yang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
Saved in:
6
Debt refinancing and equity returns
Friewald, Nils
;
Nagler, Florian
;
Wagner, Christian
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2287-2329
Persistent link: https://www.econbiz.de/10013279827
Saved in:
7
Liquidity fluctuations in over-the-counter markets
Maurin, Vincent
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 1325-1369
Persistent link: https://www.econbiz.de/10013190500
Saved in:
8
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
9
Stock market's assessment of monetary policy transmission : the cash flow effect
Gürkaynak, Refet S.
;
Karasoy-Can, Hati̇ce Gökçe
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
4
,
pp. 2375-2421
Persistent link: https://www.econbiz.de/10013279831
Saved in:
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