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~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~language:"tur"
~language:"ukr"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Hungary"
~subject:"KMU"
~subject:"Monetary policy"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
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Capital income
Estimation
Hungary
KMU
Monetary policy
Volatilität
Theorie
1,736
Theory
1,736
Estimation theory
1,610
Schätztheorie
1,610
Time series analysis
688
Zeitreihenanalyse
688
Schätzung
603
Börsenkurs
569
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569
China
558
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546
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546
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508
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Bollerslev, Tim
19
Tauchen, George Eugene
18
Todorov, Viktor
18
Linton, Oliver
13
Andersen, Torben
12
Aït-Sahalia, Yacine
12
Narayan, Paresh Kumar
12
Xiu, Dacheng
11
Gallant, A. Ronald
9
Ghysels, Eric
9
Gouriéroux, Christian
9
McAleer, Michael
9
Meddahi, Nour
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Lin, Chaonan
8
Shephard, Neil G.
8
Su, Liangjun
8
Wei, K. C. John
8
Chiah, Mardy
7
Diebold, Francis X.
7
Gao, Jiti
7
Ko, Kuan-Cheng
7
Koop, Gary
7
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Sharma, Susan Sunila
7
Zhou, Hao
7
Cavaliere, Giuseppe
6
Chai, Daniel
6
Cheema, Muhammad A.
6
Dinh Hoang Bach Phan
6
Faff, Robert W.
6
Hammoudeh, Shawkat
6
Kim, Donggyu
6
Li, Yingying
6
Park, Joon Y.
6
Zakoïan, Jean-Michel
6
Zhong, Angel
6
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
Pacific-Basin finance journal
Applied economics
2,464
Applied economics letters
1,727
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1,500
Finance research letters
1,354
Economics letters
1,345
Journal of banking & finance
1,334
Journal of international money and finance
1,107
International review of economics & finance : IREF
1,068
Energy economics
1,038
International review of financial analysis
1,017
Applied financial economics
890
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
870
Journal of monetary economics
857
Journal of economic dynamics & control
789
The North American journal of economics and finance : a journal of financial economics studies
736
Journal of financial economics
723
Journal of macroeconomics
709
Journal of money, credit and banking : JMCB
701
Journal of empirical finance
650
Small business economics : an entrepreneurship journal
649
The journal of finance : the journal of the American Finance Association
642
Journal of international financial markets, institutions & money
635
Research in international business and finance
619
European economic review : EER
568
International journal of economics and finance
555
The American economic review
549
The journal of futures markets
541
International journal of economics and financial issues : IJEFI
535
International journal of finance & economics : IJFE
521
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
519
The European journal of finance
503
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
497
Journal of risk and financial management : JRFM
495
The review of financial studies
491
Macroeconomic dynamics
465
Journal of applied econometrics
464
Journal of financial and quantitative analysis : JFQA
434
The empirical economics letters : a monthly international journal of economics
430
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ECONIS (ZBW)
1,310
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1
Air pollution and stock returns : the cash flow risk channel
Li, Rong
;
Liu, Luxi
;
Qiu, Yun
;
Tian, Xiaohui
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014575318
Saved in:
2
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:
3
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:
4
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:
5
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
6
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:
7
The change in salience and the cross-section of stock returns : empirical evidence from China A-shares
Zhang, Manqing
;
Ma, Yao
;
Yang, Baochen
;
Fan, Ying
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014575044
Saved in:
8
Comomentum in China : Inferring arbitrage activity from return correlation
Yue, Tian
;
Huang, Jiexiang
;
Ruan, Xinfeng
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014576138
Saved in:
9
Demystifying COVID-19 policy actions : the case of inflation control in ASEAN
Rizvi, Syed Aun Raza
;
Sharma, Susan Sunila
;
Juhro, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491167
Saved in:
10
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
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