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~isPartOf:"Applied financial economics"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Financial crisis"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
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Financial crisis
Kapitaleinkommen
Volatilität
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5
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4
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4
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3
Statistische Verteilung
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Aktienmarkt
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Article in journal
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Fabozzi, Frank J.
McMillan, David G.
14
Titman, Sheridan
12
Gupta, Rangan
9
Faff, Robert W.
7
Fama, Eugene F.
7
Kanas, Angelos
7
Lakonishok, Josef
7
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7
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6
French, Kenneth Ronald
6
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6
Ma, Feng
6
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6
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5
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5
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5
Chordia, Tarun
5
Daniel, Kent
5
Hamori, Shigeyuki
5
Hassan, M. Kabir
5
Jegadeesh, Narasimhan
5
Kouretas, Georgios P.
5
Li, Xiafei
5
Morana, Claudio
5
Poshakwale, Sunil S.
5
Power, David M.
5
Pástor, Ľuboš
5
Wohar, Mark E.
5
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4
Asai, Manabu
4
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4
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4
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4
Cooper, Michael J.
4
Jawadi, Fredj
4
Longstaff, Francis A.
4
Lynch, Anthony W.
4
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Applied financial economics
International journal of finance & economics : IJFE
The journal of finance : the journal of the American Finance Association
The journal of portfolio management : JPM
4
The journal of portfolio management : a publication of Institutional Investor
4
Applied economics
3
Computational economics
3
International review of financial analysis
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Finance research letters
2
International journal of theoretical and applied finance
2
Annals of economics and finance
1
Annals of operations research
1
Applied economics letters
1
Econometric reviews
1
Emerging markets review
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
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Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
Review of quantitative finance and accounting
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The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
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The econometrics journal
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ECONIS (ZBW)
7
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1
How fat are the tails of equity market indices?
Stoyanov, Stoyan V.
;
Loh, Lixia
;
Fabozzi, Frank J.
- In:
International journal of finance & economics : IJFE
22
(
2017
)
3
,
pp. 181-200
Persistent link: https://www.econbiz.de/10011960289
Saved in:
2
Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J.
;
Fung, Chun-yip
;
Lam, Kin
;
Wong, Wing …
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1469-1482
Persistent link: https://www.econbiz.de/10010259386
Saved in:
3
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
4
Approximation of skewed and leptokurtic return distributions
Scherer, Matthias
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
Applied financial economics
22
(
2012
)
16/18
,
pp. 1305-1316
Persistent link: https://www.econbiz.de/10009625374
Saved in:
5
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
Saved in:
6
Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar
;
D'Ouville, Edmond L.
; …
- In:
Applied financial economics
16
(
2006
)
5
,
pp. 377-384
Persistent link: https://www.econbiz.de/10003289274
Saved in:
7
The investment performance of US equity pension fund managers : an empirical investigation
Coggin, T. Daniel
- In:
The journal of finance : the journal of the American …
48
(
1993
)
3
,
pp. 1039-1055
Persistent link: https://www.econbiz.de/10001152164
Saved in:
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