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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mkd"
~language:"nor"
~person:"Caporin, Massimiliano"
~person:"Gao, Shenghao"
~person:"Salisu, Afees A."
~subject:"Capital income"
~subject:"Capital market returns"
~subject:"Conditional heteroscedasticity"
~subject:"Epidemic"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Capital income
Capital market returns
Conditional heteroscedasticity
Epidemic
Germany
Kapitaleinkommen
Wirkungsanalyse
Börsenkurs
9
Share price
9
Estimation
8
Schätzung
8
Volatility
7
Volatilität
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4
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Ankündigungseffekt
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Aktienmarkt
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Asymmetric information
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Asymmetrische Information
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Aufsatz im Buch
Bibliography included
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Übersichtsarbeit
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Caporin, Massimiliano
Gao, Shenghao
Salisu, Afees A.
Fama, Eugene F.
10
Bali, Turan G.
8
French, Kenneth Ronald
8
Gupta, Rangan
8
Wohar, Mark E.
8
Wu, Chunchi
7
Chordia, Tarun
6
Harvey, Campbell R.
6
Kelly, Bryan T.
6
Linnainmaa, Juhani
6
Moskowitz, Tobias J.
6
Zhou, Guofu
6
Avramov, Doron
5
Bollerslev, Tim
5
Da, Zhi
5
Hong, Harrison G.
5
Keloharju, Matti
5
Liu, Yan
5
Lou, Dong
5
Ma, Feng
5
Pedersen, Lasse Heje
5
Santa-Clara, Pedro
5
Subrahmanyam, Avanidhar
5
Wei, K. C. John
5
Balcilar, Mehmet
4
Barber, Brad M.
4
Brooks, Robert
4
Edelen, Roger M.
4
Hirshleifer, David
4
Huang, Shiyang
4
Nagel, Stefan
4
Novy-Marx, Robert
4
Richardson, Matthew
4
Shi, Yanlin
4
Stambaugh, Robert F.
4
Starks, Laura T.
4
Timmermann, Allan
4
Todorov, Viktor
4
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International review of economics & finance : IREF
Journal of financial economics
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
International journal of finance & economics : IJFE
3
International review of financial analysis
3
Applied economics letters
2
Journal of forecasting
2
The European journal of finance
2
Annals of financial economics
1
Applied econometrics and international development
1
Applied financial economics letters
1
Econometric reviews
1
Economic modelling
1
Economics and Business Letters : EBL
1
Energy economics
1
Financial innovation : FIN
1
Global finance journal
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of risk and financial management : JRFM
1
Research in international business and finance
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Review of development finance
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The journal of risk finance : JRF
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ECONIS (ZBW)
10
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1
Stock hyping before auction-style SEOs : are primary market investors misled?
Gao, Shenghao
;
Liu, Jinzhao
;
Zhang, Qi
;
Zhou, Jun
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 123-140
Persistent link: https://www.econbiz.de/10014474253
Saved in:
2
Islamic Stock indices and COVID-19 pandemic
Salisu, Afees A.
;
Shaik, Muneer
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 282-293
Persistent link: https://www.econbiz.de/10013341848
Saved in:
3
The behavior of exchange rate and stock returns in high and low interest rate environments
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of economics & finance : IREF
74
(
2021
),
pp. 138-149
Persistent link: https://www.econbiz.de/10012792945
Saved in:
4
Are SEO investors misled by analyst optimism bias? : evidence from investor bids in SEO auctions
Sun, Qian
;
Cheng, Xiaoke
;
Gao, Shenghao
;
Yang, Mingjing
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012486302
Saved in:
5
Revisiting oil-stock nexus during COVID-19 pandemic : some preliminary results
Salisu, Afees A.
;
Ebuh, Godday Uwawunkonye
;
Usman, Nuruddeen
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 280-294
Persistent link: https://www.econbiz.de/10012486883
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
A sectoral analysis of asymmetric nexus between oil price and stock returns
Salisu, Afees A.
;
Raheem, Ibrahim Dolapo
;
Ndako, Umar Bida
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 241-259
Persistent link: https://www.econbiz.de/10012205416
Saved in:
8
Systemic co-jumps
Caporin, Massimiliano
;
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 563-591
Persistent link: https://www.econbiz.de/10011818207
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
10
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
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