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Aktienindex
44
Stock index
44
USA
17
United States
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Volatility
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Volatilität
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Theorie
14
Theory
14
Capital income
12
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Becker, Ralf
2
Clements, Adam
2
Mele, Antonio
2
Obayashi, Yoshiki
2
Poon, Ser-Huang
2
Shalen, Catherine T.
2
Ackert, Lucy F.
1
Alexeev, Vitali
1
Bi, Hongwei
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Blair, Bevan J.
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Daigler, Robert T.
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Journal of banking & finance
Applied financial economics
95
International review of financial analysis
65
The journal of futures markets
62
Finance research letters
52
International review of economics & finance : IREF
51
Applied economics letters
44
Applied economics
42
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of international financial markets, institutions & money
41
Journal of risk and financial management : JRFM
36
Investment management and financial innovations
35
Journal of empirical finance
33
Economic modelling
30
NBER working paper series
29
Research in international business and finance
29
The journal of asset management
28
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
27
Finance India : the quarterly journal of Indian Institute of Finance
26
International journal of economics and finance
26
The European journal of finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Pacific-Basin finance journal
24
The journal of finance : the journal of the American Finance Association
24
International journal of economics and financial issues : IJEFI
23
International Journal of Energy Economics and Policy : IJEEP
22
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Managerial finance
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of forecasting
20
The empirical economics letters : a monthly international journal of economics
20
Cogent economics & finance
19
Discussion paper / Tinbergen Institute
19
International journal of theoretical and applied finance
19
Review of quantitative finance and accounting
19
The review of financial studies
19
Working paper
19
International journal of finance & economics : IJFE
18
Working paper / National Bureau of Economic Research, Inc.
18
CESifo working papers
17
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ECONIS (ZBW)
44
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1
Additions to and deletions from the S&P 500 index : a resolution to the asymmetric price response puzzle
Kumar, Rajnish
;
Lawrence, Edward R.
;
Prakash, Arun J.
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491773
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
COVID-19, volatility dynamics, and sentiment trading
John, Kose
;
Li, Jingrui
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013257407
Saved in:
4
Breaking VIX at open : Evidence of uncertainty creation and resolution
Chen, Jingjing
;
Jiang, George J.
;
Yuan, Chaowen
;
Zhu, …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816579
Saved in:
5
Up- and downside variance risk premia in global equity markets
Held, Matthias
;
Kapraun, Julia
;
Omachel, Marcel
; …
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012521039
Saved in:
6
Predictive blends : Fundamental Indexing meets Markowitz
Pysarenko, Serhiy
;
Alexeev, Vitali
;
Tapon, Francis
- In:
Journal of banking & finance
100
(
2019
),
pp. 28-42
Persistent link: https://www.econbiz.de/10012162437
Saved in:
7
Higher-order Omega : a performance index with a decision-theoretic foundation
Bi, Hongwei
;
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhu, Wei
- In:
Journal of banking & finance
100
(
2019
),
pp. 43-57
Persistent link: https://www.econbiz.de/10012162443
Saved in:
8
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
9
The information content of the sentiment index
Sibley, Steven E.
;
Wang, Yanchu
;
Xing, Yuhang
;
Zhang, …
- In:
Journal of banking & finance
62
(
2016
),
pp. 164-179
Persistent link: https://www.econbiz.de/10011634108
Saved in:
10
Rate fears gauges and the dynamics of fixed income and equity volatilities
Mele, Antonio
;
Obayashi, Yoshiki
;
Shalen, Catherine T.
- In:
Journal of banking & finance
52
(
2015
),
pp. 256-265
Persistent link: https://www.econbiz.de/10011377668
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