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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Share price
USA
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Almeida, Caio
2
Ardison, Kym
2
Garcia, René
2
Vicente, Jose
2
Xu, Dinghai
2
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1
Blazsek, Szabolcs
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
22
The journal of futures markets
16
The review of financial studies
16
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14
The review of economics and statistics
14
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Economics letters
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International journal of forecasting
11
The journal of derivatives : the official publication of the International Association of Financial Engineers
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8
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8
The European journal of finance
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7
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Journal of risk and financial management : JRFM
6
International journal of theoretical and applied finance
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
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The journal of real estate finance and economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International Journal of Financial Studies : open access journal
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International journal of hospitality management
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International review of financial analysis
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Journal of business research : JBR
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ECONIS (ZBW)
25
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1
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
2
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
3
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
4
Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Applied economics
53
(
2021
)
50
,
pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
Saved in:
5
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
6
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
7
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
8
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
9
Tail dependence analysis of stock markets using extreme value theory
Singh, Abhay Kumar
;
Allen, David E.
;
Powell, Robert
- In:
Applied economics
49
(
2017
)
45
,
pp. 4588-4599
Persistent link: https://www.econbiz.de/10011844236
Saved in:
10
Divisia monetary aggregates and US GDP nowcasting
Tang, Biyan
;
Yemba, Boniface
;
Chang, Dongfeng
- In:
Applied economics
52
(
2020
)
32
,
pp. 3538-3554
Persistent link: https://www.econbiz.de/10012258954
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