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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~language:"eng"
~subject:"Autokorrelation"
~subject:"Capital income"
~type_genre:"Article in journal"
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Autokorrelation
Capital income
Theorie
2,260
Theory
2,260
Estimation theory
1,704
Schätztheorie
1,704
Estimation
1,151
Schätzung
1,145
Volatility
885
Volatilität
885
Time series analysis
842
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841
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831
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749
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Lee, Lung-fei
14
Bollerslev, Tim
9
Todorov, Viktor
9
Ma, Feng
7
Sun, Yixiao
7
Andersen, Torben
6
Clare, Andrew D.
6
O'Sullivan, Niall
6
Phillips, Peter C. B.
6
Xiong, Xiong
6
Xiu, Dacheng
6
Fletcher, Jonathan
5
Lau, Chi Keung
5
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Taylor, Robert
5
Wang, Hansheng
5
Xuan Vinh Vo
5
Yarovaya, Larisa
5
Zaremba, Adam
5
Bouri, Elie
4
Brooks, Chris
4
Cuthbertson, Keith
4
Demetrescu, Matei
4
Gupta, Abhimanyu
4
Hudson, Robert
4
Hwang, Jungbin
4
Kim, Jae H.
4
Li, Yan
4
Li, Youwei
4
Liang, Chao
4
Lin, Mei-Chen
4
McAleer, Michael
4
Narayan, Paresh Kumar
4
Nitzsche, Dirk
4
Robinson, Peter M.
4
Rodrigues, Paulo M. M.
4
Shahzad, Syed Jawad Hussain
4
Shephard, Neil G.
4
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Conference on Realized Volatility <2006, Montréal>
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International review of financial analysis
Journal of econometrics
Journal of financial econometrics
The empirical economics letters : a monthly international journal of economics
Finance research letters
591
Journal of banking & finance
571
Journal of financial economics
455
Journal of empirical finance
389
Pacific-Basin finance journal
374
The journal of finance : the journal of the American Finance Association
373
Applied financial economics
363
International review of economics & finance : IREF
347
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328
Applied economics letters
309
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266
Economics letters
258
Journal of international financial markets, institutions & money
253
The European journal of finance
252
The North American journal of economics and finance : a journal of financial economics studies
252
Review of quantitative finance and accounting
250
Journal of financial and quantitative analysis : JFQA
245
Research in international business and finance
243
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
209
Economic modelling
207
Management science : journal of the Institute for Operations Research and the Management Sciences
182
International journal of economics and finance
181
The journal of real estate finance and economics
175
Journal of risk and financial management : JRFM
171
Energy economics
166
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
159
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
152
Investment management and financial innovations
147
Journal of international money and finance
142
International journal of economics and financial issues : IJEFI
140
The journal of asset management
140
Journal of financial markets
137
International journal of finance & economics : IJFE
127
International journal of forecasting
125
Journal of forecasting
125
Global finance journal
120
The financial review : the official publication of the Eastern Finance Association
114
Cogent economics & finance
113
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ECONIS (ZBW)
900
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
Anatomy of recent value premium's travails
Yin, Libo
;
Liao, Huiyi
- In:
International review of financial analysis
94
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014544012
Saved in:
3
Are investment grade Sukuks decoupled from the conventional yield curve?
Trabelsi, Nader
;
Umar, Zaghum
;
Dogah, Kingsley E.
;
Xuan …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446968
Saved in:
4
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
5
Asymmetric post earnings announcement drift and order flow imbalance : the impact on stock market returns
Zhang, Sijia
;
Gregoriou, Andros
;
Wu, He
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014544070
Saved in:
6
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
7
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
Saved in:
8
Beyond active share : boosting fund performance through common holdings with same-benchmark mutual funds
Wang, Danxia
- In:
International review of financial analysis
92
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014492408
Saved in:
9
Climate change exposure, shareholder wealth, and the adoption of the Paris agreement : a text-based approach
Pattanaporn Chatjuthamard
;
Singh, Simran
;
Jiraporn, Pornsit
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543996
Saved in:
10
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 157-186
Persistent link: https://www.econbiz.de/10014526309
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