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~accessRights:"restricted"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Lien, Da-hsiang Donald"
~person:"Mensi, Walid"
~subject:"Announcement effect"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Article"
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Announcement effect
Stock market
Volatility
72
Volatilität
72
Estimation
65
Schätzung
65
Aktienmarkt
64
Börsenkurs
57
Share price
57
Welt
49
World
49
Spillover effect
48
Spillover-Effekt
48
China
35
Capital income
34
Kapitaleinkommen
34
Hedging
33
Portfolio selection
33
Portfolio-Management
33
Theorie
33
Theory
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Oil price
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Ölpreis
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Time series analysis
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Zeitreihenanalyse
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Coronavirus
18
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16
Cointegration
15
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15
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15
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15
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14
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14
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Caporale, Guglielmo Maria
Lien, Da-hsiang Donald
Mensi, Walid
Gupta, Rangan
77
Ma, Feng
41
Xuan Vinh Vo
41
Tiwari, Aviral Kumar
40
Zaremba, Adam
39
Hammoudeh, Shawkat
35
Bouri, Elie
33
Demirer, Rıza
31
Shahzad, Syed Jawad Hussain
31
Kang, Sang Hoon
29
Ryu, Doojin
29
Wohar, Mark E.
29
Narayan, Paresh Kumar
27
Goodell, John W.
25
Wen, Fenghua
25
Zhang, Yaojie
25
Liang, Chao
23
Lucey, Brian M.
22
Yoon, Seong-min
22
Corbet, Shaen
21
Salisu, Afees A.
21
Umar, Zaghum
21
Shen, Dehua
20
Apergēs, Nikolaos
19
Gil-Alaña, Luis A.
19
Xiong, Xiong
19
Balli, Faruk
18
Li, Yan
18
Yin, Libo
18
Balcilar, Mehmet
17
Bekiros, Stelios
17
Guesmi, Khaled
17
Hassan, M. Kabir
17
Sehgal, Sanjay
17
Sensoy, Ahmet
17
Ur Rehman, Mobeen
17
Yousaf, Imran
17
Chung, Chune Young
16
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Finance research letters
8
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
5
Pacific-Basin finance journal
5
Emerging markets review
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International journal of emerging markets
3
International review of financial analysis
3
Journal of international financial markets, institutions & money
3
Energy economics
2
International journal of finance & economics : IJFE
2
Review of quantitative finance and accounting
2
African journal of economic and sustainable development
1
Applied economics
1
Economic modelling
1
Empirica : journal of european economics
1
Financial markets and portfolio management
1
International economics : the quarterly journal in international economics founded in 1980 by the CEPII
1
International journal of bonds and derivatives
1
Investment management and financial innovations
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of international money and finance
1
Open economies review
1
Review of managerial science : RMS
1
The European journal of finance
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The energy journal
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The journal of investment strategies
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The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
73
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73
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1
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
2
Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Mensi, Walid
;
Ziadat, Salem Adel
;
Xuan Vinh Vo
;
Kang, …
- In:
International journal of emerging markets
19
(
2024
)
6
,
pp. 1586-1625
Persistent link: https://www.econbiz.de/10014575558
Saved in:
3
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : the quarterly journal in …
178
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014578360
Saved in:
4
Switching spillovers and connectedness between Sukuk and international Islamic stock markets
Mensi, Walid
;
Lee, Yeonjeong
;
Al Kharusi, Sami
;
Yoon, …
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534551
Saved in:
5
Transmission process and determinants of sovereign credit contagions : global evidence
Chen, Chih-Chun
;
Chen, Chun-Da
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
89
(
2024
)
2
,
pp. 552-567
Persistent link: https://www.econbiz.de/10014446789
Saved in:
6
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
7
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets
Ugolini, Andrea
;
Reboredo, Juan Carlos
;
Mensi, Walid
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472526
Saved in:
8
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
9
Frequency interdependence and portfolio management between gold, oil and sustainability stock markets
Nekhili, Ramzi
;
Ziadat, Salem Adel
;
Mensi, Walid
- In:
International economics : a journal published by CEPII …
176
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014468604
Saved in:
10
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
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