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~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
~subject:"Efficient market hypothesis"
~subject:"Kapitaleinkommen"
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ARCH model
Efficient market hypothesis
Kapitaleinkommen
Aktienmarkt
343
Stock market
343
Börsenkurs
161
Share price
161
Capital income
124
Volatility
90
Volatilität
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Estimation
82
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Cakici, Nusret
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International journal of finance & economics : IJFE
Journal of banking & finance
Finance research letters
226
International review of financial analysis
199
Pacific-Basin finance journal
168
International review of economics & finance : IREF
140
Research in international business and finance
134
Applied economics
133
Applied financial economics
130
Journal of international financial markets, institutions & money
127
Applied economics letters
122
Economic modelling
109
The North American journal of economics and finance : a journal of financial economics studies
102
NBER working paper series
99
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
96
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92
International journal of economics and finance
90
Journal of empirical finance
88
NBER Working Paper
82
Energy economics
77
International journal of economics and financial issues : IJEFI
77
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
77
Journal of risk and financial management : JRFM
72
The European journal of finance
70
Investment management and financial innovations
69
Global finance journal
68
Review of quantitative finance and accounting
62
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
59
Emerging markets review
58
Journal of financial economics
52
Cogent economics & finance
50
Journal of international money and finance
48
Economics letters
44
Finance India : the quarterly journal of Indian Institute of Finance
40
International Journal of Financial Studies : open access journal
37
Journal of financial markets
36
The journal of applied business research
36
Afro-Asian Journal of Finance and Accounting : AAJFA
35
Journal of multinational financial management
35
International journal of emerging markets
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ECONIS (ZBW)
159
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1
News sentiment and international equity markets during BREXIT period : a textual and connectedness analysis
Koch, Alexander
;
Toan Luu Duc Huynh
;
Wang, Mei
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 5-34
Persistent link: https://www.econbiz.de/10014468984
Saved in:
2
The short-run response of Saudi Arabia stock market to the outbreak of COVID-19 pandemic : an event-study methodology
Sayed, Omer Ahmed
;
Eledum, Hussein
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2367-2381
Persistent link: https://www.econbiz.de/10014327529
Saved in:
3
From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom
Gottschalk, Sylvia
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2843-2873
Persistent link: https://www.econbiz.de/10014327598
Saved in:
4
Can black swans be tamed with a flexible mean-variance specification?
Chatzikonstanti, Vasiliki
;
Karoglou, Michail
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3202-3227
Persistent link: https://www.econbiz.de/10013329857
Saved in:
5
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
6
How the effective reproductive number impacts global stock markets
Kristjanpoller Rodríguez, Werner
;
Michell, Kevin
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1972-1987
Persistent link: https://www.econbiz.de/10014533382
Saved in:
7
Stock market efficiency in Asia : evidence from the Narayan-Liu-Westerlund's GARCH-based unit root test
Yaya, OlaOluwa S.
;
Adekoya, Oluwasegun B.
;
Xuan Vinh Vo
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 91-101
Persistent link: https://www.econbiz.de/10014468989
Saved in:
8
Volatility forecasting with Hybrid-long short-term memory models : evidence from the COVID-19 period
Yang, Ao
;
Ye, Qing
;
Zhai, Jia
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2766-2786
Persistent link: https://www.econbiz.de/10014635168
Saved in:
9
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
10
Returns and volatility connectedness among the Eurozone equity markets
Umar, Zaghum
;
Adekoya, Oluwasegun B.
;
Gubareva, Mariya
; …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3103-3122
Persistent link: https://www.econbiz.de/10014635298
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