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~isPartOf:"Journal of banking & finance"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Share price
USA
Statistical distribution
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Aretz, Kevin
1
Arisoy, Yakup Eser
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Chan, Kam Fong
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Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of econometrics
22
The journal of futures markets
16
The review of financial studies
16
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economics and statistics
14
Applied economics
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Applied financial economics
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Economics letters
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International journal of forecasting
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of applied econometrics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of political economy
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The European journal of finance
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Applied economics letters
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The journal of finance : the journal of the American Finance Association
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American journal of agricultural economics
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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International journal of theoretical and applied finance
5
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Energy economics
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International Journal of Financial Studies : open access journal
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International journal of hospitality management
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ECONIS (ZBW)
7
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1
The pricing of skewness over different return horizons
Aretz, Kevin
;
Arisoy, Yakup Eser
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014248256
Saved in:
2
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
3
The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
Diavatopoulos, Dean
;
Doran, James S.
;
Fodor, Andy
; …
- In:
Journal of banking & finance
36
(
2012
)
3
,
pp. 786-802
Persistent link: https://www.econbiz.de/10009540475
Saved in:
4
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.
;
Taylor, Stephen
;
Yu, Peng
- In:
Journal of banking & finance
34
(
2010
)
11
,
pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
Saved in:
5
Factor models for binary financial data
Perez, M. Fabricio
;
Shkilko, Andriy
;
Sokolov, Konstantin
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 177-188
Persistent link: https://www.econbiz.de/10011585551
Saved in:
6
Forecasting US recessions : the role of sentiment
Christiansen, Charlotte
;
Eriksen, Jonas Nygaard
; …
- In:
Journal of banking & finance
49
(
2014
),
pp. 459-468
Persistent link: https://www.econbiz.de/10010509261
Saved in:
7
Capital requirements and business cycle regimes : forward-looking modelling of default probabilities
Pederzoli, Chiara
;
Torricelli, Costanza
- In:
Journal of banking & finance
29
(
2005
)
12
,
pp. 3121-3140
Persistent link: https://www.econbiz.de/10003203855
Saved in:
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