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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Börsenkurs"
~subject:"Germany"
~subject:"Großbritannien"
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Search: subject_exact:"Seasonal variations"
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Börsenkurs
Germany
Großbritannien
Saisonale Schwankungen
33
Seasonal variations
33
Theorie
19
Theory
19
Time series analysis
19
Zeitreihenanalyse
19
USA
15
United States
15
Share price
6
Forecasting model
5
Prognoseverfahren
5
Estimation theory
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Schätztheorie
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CAPM
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Capital income
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Kapitaleinkommen
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Schätzung
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Autokorrelation
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Bayes-Statistik
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Bayesian inference
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Business cycle
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Frühindikator
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Konjunktur
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Leading indicator
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Private consumption
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Privater Konsum
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Saisonkomponente
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Seasonal component
2
Structural break
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Strukturbruch
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1926-1988
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10
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Bhardwaj, Ravinder K.
1
Bollerslev, Tim
1
Brooks, LeRoy D.
1
Chen, Honghui
1
Clark, Robert A.
1
Ferson, Wayne E.
1
Franses, Philip Hans
1
Ghysels, Eric
1
Harvey, Andrew C.
1
Harvey, Campbell R.
1
Jegadeesh, Narasimhan
1
Koopman, Siem Jan
1
McConnell, John J.
1
Ooms, Marius
1
Riani, Marco
1
Sias, Richard W.
1
Singal, Vijay
1
Singh, Manoj K.
1
Smith, Richard J.
1
Starks, Laura T.
1
Taylor, Robert
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The journal of finance : the journal of the American Finance Association
Applied economics letters
14
Finance research letters
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
International review of financial analysis
9
Journal of banking & finance
9
Applied financial economics
7
International journal of financial research
7
Security market imperfections in worldwide equity markets
7
Investment management and financial innovations
6
Journal of economics and finance
6
CESifo working papers
5
International journal of economics and finance
5
Research in international business and finance
5
The European journal of finance
5
Applied economics
4
Business analyst : a refereed journal of Shri Ram College of Commerce
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Economics and finance working paper series
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Europäische Hochschulschriften / 5
4
International journal of forecasting
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of financial management and analysis : international review of finance
4
NBER Working Paper
4
Review of Pacific Basin financial markets and policies
4
Review of quantitative finance and accounting
4
The financial review : the official publication of the Eastern Finance Association
4
The international journal of business and finance research : IJBFR
4
The journal of applied business research
4
American business review
3
Finanzmarkt und Portfolio-Management
3
International review of economics & finance : IREF
3
Jahrbücher für Nationalökonomie und Statistik
3
Journal of financial and quantitative analysis : JFQA
3
Journal of financial markets
3
Journal of risk and financial management : JRFM
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NBER working paper series
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ECONIS (ZBW)
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1
Role and speculative short sales in price formation : the case of the weekend effect
Chen, Honghui
;
Singal, Vijay
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 685-705
Persistent link: https://www.econbiz.de/10001750586
Saved in:
2
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
3
The modeling and seasonal adjustment of weekly observations
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
3
,
pp. 354-368
Persistent link: https://www.econbiz.de/10001222712
Saved in:
4
On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
Saved in:
5
Institutions and individuals at the turn-of-the-year
Sias, Richard W.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1543-1588
Persistent link: https://www.econbiz.de/10001227639
Saved in:
6
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
7
Seasonalities in NYSE bid-ask spreads and stock returns in January
Clark, Robert A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 1999-2014
Persistent link: https://www.econbiz.de/10001138517
Saved in:
8
The January anomaly : effects of low share price, transaction costs, and bid-ask bias
Bhardwaj, Ravinder K.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 553-575
Persistent link: https://www.econbiz.de/10001128129
Saved in:
9
Seasonality and consumption-based asset pricing
Ferson, Wayne E.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 511-552
Persistent link: https://www.econbiz.de/10001128130
Saved in:
10
Seasonality in stock price mean reversion : evidence from the US and the UK
Jegadeesh, Narasimhan
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1427-1444
Persistent link: https://www.econbiz.de/10001112564
Saved in:
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