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~isPartOf:"Applied economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Search: subject_exact:"Kapitalertrag"
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Capital income
501
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501
Börsenkurs
224
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224
Estimation
155
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155
Volatility
107
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Zaremba, Adam
6
Bali, Turan G.
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Da, Zhi
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Ramiah, Vikash
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Yang, Liyan
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Zhou, Guofu
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Long, Huaigang
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Mateus, Cesario
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Applied economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
609
NBER working paper series
589
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566
Working paper / National Bureau of Economic Research, Inc.
566
International review of financial analysis
502
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460
NBER Working Paper
444
The journal of finance : the journal of the American Finance Association
422
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379
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355
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344
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250
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
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189
Economics letters
184
International journal of economics and finance
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Discussion paper / Centre for Economic Policy Research
176
Energy economics
166
Journal of risk and financial management : JRFM
164
The journal of real estate finance and economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Research paper series / Swiss Finance Institute
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The journal of asset management
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International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
502
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61
Implied volatility changes and corporate bond returns
Cao, Jie
;
Goyal, Amit
;
Xiao, Xiao
;
Zhan, Xintong
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1375-1397
Persistent link: https://www.econbiz.de/10014303771
Saved in:
62
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
63
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
64
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
- In:
Applied economics
55
(
2023
)
49
,
pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
Saved in:
65
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:
66
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
67
Investor attention and option returns
Choy, Siu Kai
;
Wei, Jason
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4845-4863
Persistent link: https://www.econbiz.de/10014339468
Saved in:
68
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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69
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
70
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
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