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~isPartOf:"Journal of banking & finance"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
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Kapitaleinkommen
Volatilität
Theory
1,874
Theorie
1,873
USA
1,410
United States
1,410
Börsenkurs
1,118
Share price
1,118
Capital income
1,090
Bank
896
Portfolio selection
754
Portfolio-Management
754
China
705
Welt
705
World
705
Estimation
696
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695
Credit risk
600
Kreditrisiko
599
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595
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594
Volatility
591
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1,492
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Article in journal
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1,497
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7
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1,497
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Narayan, Paresh Kumar
16
Wei, K. C. John
11
Faff, Robert W.
10
Glascock, John Leslie
10
Lee, Bong-soo
10
Cakici, Nusret
9
Ko, Kuan-Cheng
9
Zaremba, Adam
9
Zhong, Angel
9
Chiah, Mardy
8
Eichholtz, Piet
8
Lin, Chaonan
8
Ling, David C.
8
Prokopczuk, Marcel
8
Sirmans, Clemon F.
8
Kalev, Petko S.
7
Sharma, Susan Sunila
7
Skiadopoulos, George
7
Bali, Turan G.
6
Chang, Eric Chieh
6
Cheema, Muhammad A.
6
Dinh Hoang Bach Phan
6
Guo, Hui
6
Hammoudeh, Shawkat
6
Liow, Kim Hiang
6
Naranjo, Andy
6
Ong, Seow-eng
6
Taylor, Stephen
6
Wu, Chunchi
6
Yang, Nien-Tzu
6
Branger, Nicole
5
Chai, Daniel
5
Frino, Alex
5
Ghosh, Chinmoy
5
Guidolin, Massimo
5
Gupta, Rangan
5
Jiang, George J.
5
Marquering, Wessel A.
5
Min, Byoung-Kyu
5
Nartea, Gilbert V.
5
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Cambridge-Maastricht Symposium <2, 2001, Cambridge>
1
Cambridge-Maastricht Symposium <4, 2003, Cambridge>
1
Cambridge-Maastricht Symposium <6, 2005, Cambridge>
1
Maastricht-Cambridge Real Estate Finance and Investment Symposium <3, 2002, Maastricht>
1
Published in...
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Journal of banking & finance
Pacific-Basin finance journal
The journal of real estate finance and economics
Finance research letters
916
International review of financial analysis
793
Energy economics
661
Applied economics
607
International review of economics & finance : IREF
596
Journal of financial economics
556
Applied financial economics
542
Journal of empirical finance
529
The North American journal of economics and finance : a journal of financial economics studies
478
Applied economics letters
471
Economic modelling
457
The journal of finance : the journal of the American Finance Association
456
Journal of international financial markets, institutions & money
421
Research in international business and finance
417
The journal of futures markets
409
Economics letters
391
Journal of econometrics
387
The review of financial studies
364
The European journal of finance
354
Journal of international money and finance
336
Journal of financial and quantitative analysis : JFQA
323
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
319
Review of quantitative finance and accounting
317
Journal of risk and financial management : JRFM
304
International journal of theoretical and applied finance
281
International journal of economics and finance
251
Quantitative finance
243
International journal of finance & economics : IJFE
233
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
228
Management science : journal of the Institute for Operations Research and the Management Sciences
225
Journal of economic dynamics & control
220
International journal of economics and financial issues : IJEFI
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
211
International journal of forecasting
198
Global finance journal
197
Journal of financial markets
191
International Journal of Energy Economics and Policy : IJEEP
189
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ECONIS (ZBW)
1,497
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1
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1
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
2
Asset pricing implications of firms' profit sharing
Bae, Jaewan
;
Kang, Jangkoo
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014534529
Saved in:
3
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
4
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
5
Determining bid-ask prices for options with stochastic illiquidity and applications to index options
Chuang, Ming-Che
;
Tsai, Jeffrey Tzuhao
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014534554
Saved in:
6
Dissecting the links among profitability, the disposition effect, and trading activity
Cheng, Teng Yuan
;
Lee, Chun I.
;
Lin, Chao Hsien
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491164
Saved in:
7
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
8
Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
Saved in:
9
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
10
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
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