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~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"mkd"
~language:"nor"
~person:"Caporin, Massimiliano"
~person:"Gao, Shenghao"
~person:"Salisu, Afees A."
~subject:"Capital income"
~subject:"Conditional heteroscedasticity"
~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
Conditional heteroscedasticity
Germany
Kapitaleinkommen
Wirkungsanalyse
Börsenkurs
8
Estimation
8
Schätzung
8
Share price
8
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
Ankündigungseffekt
4
Announcement effect
4
Asymmetry
4
Auction theory
4
Auktionstheorie
4
Anlageverhalten
3
Auction
3
Auktion
3
Behavioural finance
3
Institutional investor
3
Institutioneller Investor
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Oil price
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Seasoned equity offering
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Seasoned equity offerings
3
Time series analysis
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Welt
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World
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Zeitreihenanalyse
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Ölpreis
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Aktienmarkt
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Asymmetric information
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Asymmetrische Information
2
Börsengang
2
COVID-19
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Capital market returns
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China
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2
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Übersichtsarbeit
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Caporin, Massimiliano
Gao, Shenghao
Salisu, Afees A.
Gupta, Rangan
8
Wohar, Mark E.
8
Ma, Feng
5
Wu, Chunchi
5
Balcilar, Mehmet
4
Brooks, Robert
4
Shi, Yanlin
4
Fletcher, Jonathan
3
Fung, Hung-gay
3
He, Zhifang
3
Kumar, Dilip
3
Lien, Da-hsiang Donald
3
McMillan, David G.
3
Sousa, Ricardo M.
3
Vivian, Andrew
3
Wang, Yudong
3
Yin, Libo
3
Zhang, Yue-jun
3
Zhu, Min
3
Bianconi, Marcelo
2
Bissoondoyal-Bheenick, Emawtee
2
Chan, Yue-cheong
2
Chen, Chun-nan
2
Chen, Mei-Ping
2
Cheng, Louis T. W.
2
Chiou, Wan-jiun Paul
2
Do, Hung Xuan
2
Faff, Robert W.
2
Fang, Libing
2
Ferrer, Román
2
Ge̜bka, Bartosz
2
Goodwin, Barry K.
2
Ho, Keng-Yu
2
Ho, Kin-Yip
2
Ho, Po-Hsin
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Hueng, C. James
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Jiang, Xiandeng
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International review of economics & finance : IREF
The North American journal of economics and finance : a journal of financial economics studies
4
Emerging markets, finance and trade : EMFT
3
Finance research letters
3
International journal of finance & economics : IJFE
3
Applied economics letters
2
International review of financial analysis
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 financial economics
1
Journal of risk and financial management : JRFM
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Research in international business and finance
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Review of development finance
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ECONIS (ZBW)
9
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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
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:
9
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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