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~isPartOf:"Economic modelling"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Capital income"
~subject:"Volatilität"
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Search: subject_exact:"Equity market"
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Capital income
Volatilität
Aktienmarkt
568
Stock market
568
Börsenkurs
294
Share price
294
Kapitaleinkommen
225
China
176
Volatility
138
Estimation
129
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Narayan, Paresh Kumar
10
Lin, Chaonan
8
Ko, Kuan-Cheng
7
Dinh Hoang Bach Phan
5
Ma, Feng
5
Sharma, Susan Sunila
5
Yang, Nien-Tzu
5
Zhang, Yaojie
5
Hammoudeh, Shawkat
4
Arouri, Mohamed
3
Cheema, Muhammad A.
3
Faff, Robert W.
3
Gupta, Rangan
3
Li, Yan
3
Liang, Chao
3
Mensi, Walid
3
Narayan, Seema
3
Ramos, Sofia B.
3
Shi, Yongdong
3
Xuan Vinh Vo
3
Zhang, Wei
3
Zhu, Jie
3
Anderson, Hamish D.
2
Bannigidadmath, Deepa
2
Bekiros, Stelios
2
Beljid, Makram
2
Chiah, Mardy
2
Du, Qingjie
2
Gu, Xin
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Guo, Bin
2
Guo, Feng
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Ho, Hsiao-Wei
2
Jain, Pawan
2
Jiang, Fuwei
2
Lee, Cheng F.
2
Lee, Chien-chiang
2
Lee, Kuan-hui
2
Li, Min
2
Liu, Hsiang-hsi
2
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Economic modelling
Pacific-Basin finance journal
Finance research letters
286
International review of financial analysis
219
International review of economics & finance : IREF
158
Research in international business and finance
149
Applied economics
141
Journal of international financial markets, institutions & money
141
The North American journal of economics and finance : a journal of financial economics studies
141
Applied financial economics
133
Applied economics letters
128
Energy economics
127
NBER working paper series
119
Working paper / National Bureau of Economic Research, Inc.
115
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
107
Journal of banking & finance
106
NBER Working Paper
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Journal of empirical finance
91
International journal of economics and finance
90
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
87
Journal of risk and financial management : JRFM
83
Global finance journal
81
International journal of economics and financial issues : IJEFI
75
International journal of finance & economics : IJFE
75
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
71
The European journal of finance
70
Investment management and financial innovations
69
Emerging markets review
62
Review of quantitative finance and accounting
60
Journal of financial economics
58
Journal of international money and finance
56
Cogent economics & finance
55
Economics letters
51
Finance India : the quarterly journal of Indian Institute of Finance
47
Discussion paper / Centre for Economic Policy Research
46
Journal of multinational financial management
42
International Journal of Financial Studies : open access journal
41
International Journal of Energy Economics and Policy : IJEEP
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Journal of financial markets
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CESifo working papers
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ECONIS (ZBW)
305
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305
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1
The impact of asset-liability maturity mismatch on stock returns : evidence from China during 1998-2021
Qiu, Muqing
;
Bai, Yunxia
;
Chen, Taoqin
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014575591
Saved in:
2
The role of the net purchase of stocks by foreign investors in boosting stock returns : evidence from the Indonesian stock market
Rudiawarni, Felizia Arni
;
Sulistiawan, Dedhy
;
Sergi, …
- In:
Economic modelling
135
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014549103
Saved in:
3
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
4
Return seasonalities in the Chinese stock market
Meng, Chen
;
Du, Qingjie
;
Shu, Haibing
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014576690
Saved in:
5
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
6
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
7
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
8
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
9
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu
;
Chiu, Hsin-Yu
;
Hsu, Yu-Chin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
Saved in:
10
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
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