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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of financial markets"
~subject:"Correlation"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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Correlation
Stock market
Volatility
186
Volatilität
186
Börsenkurs
68
Share price
68
Capital income
59
Estimation
59
Kapitaleinkommen
59
Schätzung
59
Aktienmarkt
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ARCH model
38
ARCH-Modell
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Theorie
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Theory
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Exchange rate
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Optionsgeschäft
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Welt
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World
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Risikoprämie
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Risk premium
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Time series analysis
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Zeitreihenanalyse
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volatility
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CAPM
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Stivers, Christopher T.
2
Abdalla, Suliman Zakaria Suliman
1
Aboura, Sofiane
1
Aduda, Jane
1
Al-Hajieh, Heitham
1
Al-Jafari, Mohamed Khaled
1
Andersen, Torben
1
Barunik, Jozef
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Baruník, Jozef
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Begum, Noor Nahar
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BenSaïda, Ahmed
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Bennett, Paul
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Bodkhe, Naresh
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Bonato, Matteo
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Bondarenko, Oleg
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1
Chai, Shanglei
1
Chaisrisawatsuk, Santi
1
Chebbi, Mohamed Rafaa
1
Cheffou, Abdoulkarim Idi
1
Chen, Ching-wen
1
Chen, Jiangrui
1
Chen, Shaozhen
1
Connolly, Robert A.
1
Dang, Viet Anh
1
Dawood, Aly Saad Mohamed
1
Demirovic, Amer
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Deyshappriya, N. P. Ravindra
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Dritsakis, Nikolaos
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Easley, David
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Finta, Marinela Adriana
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Gklezakos, Michaēl
1
Gong, Jian
1
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1
Guan, Wei
1
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1
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International journal of economics and finance
Journal of financial markets
Finance research letters
176
International review of financial analysis
134
Energy economics
120
The North American journal of economics and finance : a journal of financial economics studies
107
Research in international business and finance
99
International review of economics & finance : IREF
98
Applied economics
90
Economic modelling
86
Journal of international financial markets, institutions & money
81
Pacific-Basin finance journal
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Applied financial economics
62
Applied economics letters
60
Journal of empirical finance
60
Journal of risk and financial management : JRFM
58
Journal of banking & finance
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
54
NBER working paper series
51
Global finance journal
48
Working paper / National Bureau of Economic Research, Inc.
45
International journal of finance & economics : IJFE
41
Emerging markets, finance and trade : EMFT
38
International Journal of Energy Economics and Policy : IJEEP
38
Economics letters
36
Finance India : the quarterly journal of Indian Institute of Finance
36
NBER Working Paper
36
Journal of international money and finance
35
Cogent economics & finance
33
The European journal of finance
33
Investment management and financial innovations
32
Emerging markets review
30
Journal of forecasting
30
Journal of econometrics
29
International journal of economics and financial issues : IJEFI
28
Review of quantitative finance and accounting
27
CESifo working papers
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Department of Economics working paper series
24
International journal of emerging markets
24
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ECONIS (ZBW)
59
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1
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
4
Intraday time series momentum : global evidence and links to market characteristics
Li, Zeming
;
Sakkas, Athanasios
;
Urquhart, Andrew
- In:
Journal of financial markets
57
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013188695
Saved in:
5
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
6
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
7
Information processing on equity prices and exchange rate for cross-listed stocks
Scherrer, Cristina Mabel
- In:
Journal of financial markets
54
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013273177
Saved in:
8
True expense ratio and true alpha of imperfect diversification : evidence from stock market in Bangladesh
Hossain, Md Sajib
- In:
International journal of economics and finance
12
(
2020
)
11
,
pp. 21-27
Persistent link: https://www.econbiz.de/10012426348
Saved in:
9
Microstructure invariance in U.S. stock market trades
Kyle, Albert S.
;
Obižaeva, Anna
;
Tuzun, Tugkan
- In:
Journal of financial markets
49
(
2020
),
pp. 1-36
Persistent link: https://www.econbiz.de/10013531193
Saved in:
10
Risk premium spillovers among stock markets : evidence from higher-order moments
Finta, Marinela Adriana
;
Aboura, Sofiane
- In:
Journal of financial markets
49
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013531210
Saved in:
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