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~isPartOf:"Journal of empirical finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Marktintegration"
~subject:"Volatilität"
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Search: subject_exact:"Equity market"
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Marktintegration
Volatilität
Aktienmarkt
501
Stock market
501
Börsenkurs
252
Share price
252
Capital income
221
Kapitaleinkommen
221
China
134
Volatility
113
Anlageverhalten
99
Behavioural finance
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Estimation
85
Schätzung
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Theory
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Risk premium
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Efficient market hypothesis
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Effizienzmarkthypothese
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Emerging economies
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Karanasos, Menelaos
3
Chen, Jing
2
Christiansen, Charlotte
2
Conrad, Christian
2
Demirer, Rıza
2
Frijns, Bart
2
Hammoudeh, Shawkat
2
Indriawan, Ivan
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Jiang, Fuwei
2
Jiang, George J.
2
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Shi, Yujie
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Xuan Vinh Vo
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Yamada, Takeshi
2
Zhang, Yaojie
2
Ahmed, Walid M. A.
1
Ajlouni, Ahmed AL
1
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1
Aloui, Chaker
1
Anderson, Hamish D.
1
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1
Aslanidis, Nekatrios
1
Aslanidis, Nektarios
1
Bae, Kee-hong
1
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1
Balcılar, Mehmet
1
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Bartram, Söhnke M.
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Beljid, Makram
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Bollen, Nicolas P. B.
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Caglayan, Mustafa O.
1
Calabro, Michael
1
Cam, Marie-Anne
1
Chai, Daniel J. P.
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Journal of empirical finance
Pacific-Basin finance journal
Finance research letters
174
International review of financial analysis
137
Energy economics
109
International review of economics & finance : IREF
104
The North American journal of economics and finance : a journal of financial economics studies
101
Research in international business and finance
100
Applied economics
99
Journal of international financial markets, institutions & money
90
Economic modelling
83
Applied financial economics
79
Applied economics letters
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
63
Journal of risk and financial management : JRFM
63
Journal of banking & finance
60
NBER working paper series
54
Working paper / National Bureau of Economic Research, Inc.
48
Global finance journal
47
International journal of finance & economics : IJFE
46
Journal of international money and finance
43
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
40
Finance India : the quarterly journal of Indian Institute of Finance
40
NBER Working Paper
37
Emerging markets review
36
International journal of economics and finance
36
International Journal of Energy Economics and Policy : IJEEP
34
Investment management and financial innovations
32
The European journal of finance
32
Cogent economics & finance
31
International journal of economics and financial issues : IJEFI
30
CESifo working papers
29
Economics letters
29
Review of quantitative finance and accounting
28
Discussion paper / Centre for Economic Policy Research
26
International journal of emerging markets
26
Journal of emerging market finance
25
Journal of forecasting
25
Journal of multinational financial management
24
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ECONIS (ZBW)
122
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122
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1
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
2
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
3
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
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
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
6
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:
7
US cross-listing and domestic high-frequency trading : evidence from Canadian stocks
Dodd, Olga
;
Frijns, Bart
;
Indriawan, Ivan
;
Pascual, Roberto
- In:
Journal of empirical finance
72
(
2023
),
pp. 301-320
Persistent link: https://www.econbiz.de/10014476858
Saved in:
8
The effects of economic uncertainty on financial volatility : a comprehensive investigation
Tong, Chen
;
Huang, Zhuo
;
Wang, Tianyi
;
Zhang, Cong
- In:
Journal of empirical finance
73
(
2023
),
pp. 369-389
Persistent link: https://www.econbiz.de/10014477040
Saved in:
9
COVID-19 vaccinations and risk spillovers : evidence from Asia-Pacific stock markets
Li, Yanshuang
;
Shi, Yujie
;
Shi, Yongdong
;
Yi, Shangkun
; …
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014463146
Saved in:
10
Overnight versus intraday returns of anomalies in China
Lin, Chaonan
;
Chang, Hui-Wen
;
Chou, Robin K.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
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