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~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~isPartOf:"Research in international business and finance"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Apergēs, Nikolaos"
~person:"Kang, Sang Hoon"
~person:"Subrahmanyam, Avanidhar"
~person:"Wong, Wing Keung"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
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Apergēs, Nikolaos
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11
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8
Zaremba, Adam
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Advances in quantitative analysis of finance and accounting : a research annual
Research in international business and finance
Energy economics
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of financial and quantitative analysis : JFQA
9
Journal of financial economics
9
Finance research letters
8
The journal of finance : the journal of the American Finance Association
8
Applied economics
7
International review of economics & finance : IREF
7
Pacific-Basin finance journal
7
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6
Applied financial economics
6
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The review of financial studies
6
Working papers / University of Connecticut, Department of Economics
6
Applied economics letters
5
International review of financial analysis
5
Economic modelling
4
Economies : open access journal
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Staff reports / Federal Reserve Bank of New York
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European review of agricultural economics : ERAE
3
Financial innovation : FIN
3
Fisher College of Business working paper series
3
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
3
International journal of emerging markets
3
Journal of multinational financial management
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Korea and the world economy
3
NBER working paper series
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Stock market liquidity : implications for market microstructure and asset pricing
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The Korean economic review
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The journal of business : B
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Borsa Istanbul Review
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Discussion paper / Tinbergen Institute
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Econometric Institute research papers
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ECONIS (ZBW)
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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 connectedness across Chinese stock and commodity futures markets
Mensi, Walid
;
Ahmadian-Yazdi, Farzaneh
;
Al Kharusi, Sami
; …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10015053388
Saved in:
3
Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets
Mensi, Walid
;
Mishra, Tapas
;
Ko, Hee-Un
;
Xuan Vinh Vo
; …
- In:
Research in international business and finance
70
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10015053318
Saved in:
4
Financial crises and the dynamics of the spillovers between the US and BRICS stock markets
McIver, Ron
;
Kang, Sang Hoon
- In:
Research in international business and finance
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012581346
Saved in:
5
Can (unusual) weather conditions in New York predict South African stock returns?
Apergēs, Nikolaos
;
Gupta, Rangan
- In:
Research in international business and finance
41
(
2017
),
pp. 377-386
Persistent link: https://www.econbiz.de/10011914516
Saved in:
6
Asset pricing and foreign exchange risk
Apergēs, Nikolaos
;
Artikis, Panayiotis G.
;
Sorros, John
- In:
Research in international business and finance
25
(
2011
)
3
,
pp. 308-328
Persistent link: https://www.econbiz.de/10009241633
Saved in:
7
The cross-section of daily variation in liquidity
Chordia, Tarun
;
Shivakumar, Lakshmanan
;
Subrahmanyam, …
- In:
Advances in quantitative analysis of finance and …
3
(
2006
),
pp. 75-110
Persistent link: https://www.econbiz.de/10003424664
Saved in:
8
Do winners perform better than losers? : a stochastic dominance approach
Wong, Wing Keung
;
Thompson, Howard Elliott
;
Wei, Steven X.
- In:
Advances in quantitative analysis of finance and …
4
(
2006
),
pp. 219-254
Persistent link: https://www.econbiz.de/10003430919
Saved in:
9
Forecasting stock prices from macroeconomic fundamentals : further evidence from am error correction model
Apergēs, Nikolaos
- In:
Advances in quantitative analysis of finance and …
7
(
1999
),
pp. 165-177
Persistent link: https://www.econbiz.de/10001409332
Saved in:
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