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~isPartOf:"Journal of behavioral and experimental finance"
~isPartOf:"Journal of financial markets"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH model"
~subject:"Anlageverhalten"
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ARCH model
Anlageverhalten
Capital income
376
Kapitaleinkommen
376
Börsenkurs
168
Share price
168
Volatility
96
Volatilität
96
Aktienmarkt
92
Stock market
92
Estimation
91
Schätzung
91
Portfolio selection
78
Portfolio-Management
78
Behavioural finance
67
USA
63
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63
Forecasting model
60
Prognoseverfahren
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58
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Theory
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41
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31
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Risiko
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Risk
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Investment Fund
27
Investmentfonds
27
Stock returns
25
ARCH-Modell
23
Welt
23
World
23
Efficient market hypothesis
22
Effizienzmarkthypothese
22
Return predictability
18
Event study
16
Financial analysis
16
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English
87
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Bakry, Walid
2
Bohl, Martin T.
2
Chen, Zhongdong
2
Jacobs, Heiko
2
Massa, Massimo
2
Nguyen, Hung T.
2
Zheng, Yao
2
Aboura, Sofiane
1
Ahmed, Mohamed S.
1
Ainsworth, Andrew
1
Al-Mohamad, Somar
1
Al-Yahyaee, Khamis Hamed
1
Alhadab, Mohammad
1
Alonso Conde, Ana Belén
1
Anderson, Robert D. J.
1
Arias, J. J.
1
Ashour, Samar
1
Auer, Benjamin R.
1
Baker, H. Kent
1
Baltzer, Markus
1
Bansal, Naresh K.
1
Baruník, Jozef
1
Ben Aissia, Dorsaf
1
Bond, Shaun A.
1
Boughrara, Adel
1
Bourdeau-Brien, Michael
1
Byun, Suk Joon
1
Carnero, M. Angeles
1
Chaiechi, Taha
1
Chang, Sanders S.
1
Chang, Yen-Cheng
1
Chelikani, Surya
1
Chen, Li-Wen
1
Cho, Sangheum
1
Chu, Xiaojun
1
Colasante, Annarita
1
Cornaggia, Kimberly J.
1
Craig, Karen Ann
1
Czaja, Marc-Gregor
1
De Ridder, Adri
1
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Journal of behavioral and experimental finance
Journal of financial markets
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
151
International review of financial analysis
133
Journal of banking & finance
119
Pacific-Basin finance journal
111
Journal of empirical finance
98
International review of economics & finance : IREF
94
The North American journal of economics and finance : a journal of financial economics studies
93
Applied economics
80
Journal of financial economics
77
Research in international business and finance
72
Review of quantitative finance and accounting
59
Journal of international financial markets, institutions & money
58
Economic modelling
55
Applied economics letters
53
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
NBER working paper series
52
Journal of financial and quantitative analysis : JFQA
50
The European journal of finance
49
Energy economics
48
Working paper / National Bureau of Economic Research, Inc.
46
Management science : journal of the Institute for Operations Research and the Management Sciences
45
The review of financial studies
45
Applied financial economics
41
Journal of risk and financial management : JRFM
40
International journal of forecasting
37
NBER Working Paper
37
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
37
International journal of economics and financial issues : IJEFI
35
Investment management and financial innovations
34
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
33
The journal of finance : the journal of the American Finance Association
33
Economics letters
32
Financial markets and portfolio management
31
International journal of economics and finance
31
Journal of forecasting
31
International journal of finance & economics : IJFE
29
Discussion paper / Tinbergen Institute
27
The journal of asset management
27
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ECONIS (ZBW)
87
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1
Can a machine learn from behavioral biases? : evidence from stock return predictability of deep learning models
Byun, Suk Joon
;
Cho, Sangheum
;
Kim, Da-Hea
- In:
Journal of behavioral and experimental finance
41
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014526478
Saved in:
2
Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms
Makridis, Christos A.
;
Schloetzer, Jason D.
- In:
Journal of behavioral and experimental finance
37
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456147
Saved in:
3
Is sentiment the solution to the risk-return puzzle? : a (cautionary) note
Ung, Sze Nie
;
Ge̜bka, Bartosz
;
Anderson, Robert D. J.
- In:
Journal of behavioral and experimental finance
37
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014456475
Saved in:
4
Intentional and spurious herding behavior : a sentiment driven analysis
Filip, Angela Maria
;
Pochea, Maria Miruna
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014456694
Saved in:
5
Predictability of crypto returns : the impact of trading behavior
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
Journal of behavioral and experimental finance
39
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014457404
Saved in:
6
Active attention, retail investor base, and stock returns
Chen, Zhongdong
;
Craig, Karen Ann
- In:
Journal of behavioral and experimental finance
39
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014457408
Saved in:
7
The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting
Chu, Xiaojun
;
Wan, Xinmin
;
Qiu, Jianying
- In:
Journal of behavioral and experimental finance
39
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014457415
Saved in:
8
Seasonal patterns of earnings releases and post-earnings announcement drift
Bond, Shaun A.
;
Wu, Wentao
;
Zheng, Suyan
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 15-24
Persistent link: https://www.econbiz.de/10014461531
Saved in:
9
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
10
On the predictive ability of conditional market skewness
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
Saved in:
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