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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of economics and finance : JEF"
~isPartOf:"Journal of financial intermediation"
~isPartOf:"The journal of business : B"
~isPartOf:"The journal of the Korean economy"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stock market"
~subject:"VAR-Modell"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
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Kang, Sang Hoon
Parsons, Christopher A.
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Gupta, Rangan
13
Wohar, Mark E.
11
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10
Ma, Feng
8
Chan, Kam C.
7
Hammoudeh, Shawkat
7
Lien, Da-hsiang Donald
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Salisu, Afees A.
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Xuan Vinh Vo
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Kim, Won Joong
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Fung, Hung-gay
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Gao, Shenghao
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Hassan, M. Kabir
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Kutan, Ali Mustafa
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Lung, Peter P.
5
Mensi, Walid
5
Shi, Yanlin
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Yin, Libo
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Abakah, Emmanuel Joel Aikins
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Bouri, Elie
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Brooks, Robert
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International review of economics & finance : IREF
Journal of economics and finance : JEF
Journal of financial intermediation
The journal of business : B
The journal of the Korean economy
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
11
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
Pacific-Basin finance journal
6
Finance research letters
4
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Applied economics
3
Financial innovation : FIN
3
Korea and the world economy
3
Stock market liquidity : implications for market microstructure and asset pricing
3
The Korean economic review
3
Borsa Istanbul Review
2
European financial management : the journal of the European Financial Management Association
2
International journal of emerging markets
2
Journal of empirical finance
2
Research in international business and finance
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
1
Dae oe gyeong je yeon gu
1
Economic modelling
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Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International review of finance
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International review of financial analysis
1
Journal of accounting & economics
1
Journal of commodity markets
1
Journal of economics & business
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
11
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1
Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets : hedge and safe haven implications
Mensi, Walid
;
Aslan, Aylin
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 219-232
Persistent link: https://www.econbiz.de/10014239971
Saved in:
2
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? : a portfolio risk analysis
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 96-113
Persistent link: https://www.econbiz.de/10013175750
Saved in:
3
Dynamic volatility spillover and network connectedness across ASX sector markets
Choi, Ki-hong
;
McIver, Ron
;
Ferraro, Salvatore
;
Xu, Lei
; …
- In:
Journal of economics and finance : JEF
45
(
2021
)
4
,
pp. 677-691
Persistent link: https://www.econbiz.de/10012656361
Saved in:
4
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
5
Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Nguyen, Duc Khuong
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 257-276
Persistent link: https://www.econbiz.de/10011625114
Saved in:
6
Sudden changes in variance and volatility persistence in Asian foreign exchange markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
11
(
2010
)
1
,
pp. 129-143
Persistent link: https://www.econbiz.de/10009778114
Saved in:
7
Index futures trading and asymmetric volatility : evidence from Asian stock markets
Kang, Sang Hoon
;
Yoon, Seong-min
- In:
The journal of the Korean economy
8
(
2007
)
2
,
pp. 273-293
Persistent link: https://www.econbiz.de/10009772044
Saved in:
8
News events, information acquisition, and serial correlation
Holden, Craig W.
;
Subrahmanyam, Avanidhar
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001641877
Saved in:
9
Asymmetric information and news disclosure rules
Spiegel, Matthew
;
Subrahmanyam, Avanidhar
- In:
Journal of financial intermediation
9
(
2000
)
4
,
pp. 363-403
Persistent link: https://www.econbiz.de/10001720921
Saved in:
10
The determinants of average trade size
Brennan, Michael J.
- In:
The journal of business : B
71
(
1998
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001233463
Saved in:
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