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~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"Ankündigungseffekt"
~subject:"Capital income"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"Japan"
~subject:"Volatilität"
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Ankündigungseffekt
Capital income
Großbritannien
Impact assessment
Japan
Volatilität
USA
182
United States
182
Kapitaleinkommen
44
Theorie
42
Theory
42
Volatility
42
Börsenkurs
39
Share price
39
Aktienmarkt
27
Stock market
27
Estimation
23
Schätzung
23
ARCH model
21
ARCH-Modell
21
CAPM
18
Forecasting model
14
Portfolio selection
14
Portfolio-Management
14
Prognoseverfahren
14
United Kingdom
14
Time series analysis
13
Zeitreihenanalyse
13
Exchange rate
12
Wechselkurs
12
Announcement effect
11
Aktienindex
10
Securities trading
10
Stock index
10
Wertpapierhandel
10
Investment Fund
9
Investmentfonds
9
Risikoprämie
9
Risk premium
9
Anlageverhalten
8
Behavioural finance
8
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11
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Article
93
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Article in journal
91
Aufsatz in Zeitschrift
91
Language
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English
Author
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Nelson, Charles R.
4
Bollerslev, Tim
2
Frijns, Bart
2
Granger, C. W. J.
2
Indriawan, Ivan
2
Kim, Chang-Jin
2
Kim, Chang-jin
2
Pesaran, M. Hashem
2
Schotman, Peter C.
2
Aldrich, Eric M.
1
Ammann, Manuel
1
Andersen, Torben
1
Ang, Andrew
1
Arize, Augustine Chuck
1
Bae, Jinho
1
Bali, Turan G.
1
Ball, Clifford A.
1
Barnhart, Scott W.
1
Bartram, Söhnke M.
1
Beltratti, Andrea
1
Benavides, Guillermo
1
Bollen, Bernard
1
Boyer, Brian H.
1
Brooks, Robert
1
Brown, Gregory W.
1
Buesser, Ralf
1
Cai, Biqing
1
Cai, Jun
1
Capistrán Carmona, Carlos
1
Chauvet, Marcelle
1
Chen, Carl R.
1
Chen, Hsiu-lang
1
Chen, Joseph
1
Cheng, Tingting
1
Cho, Young-hyun
1
Chow, William W.
1
Christiansen, Charlotte
1
Christie, William G.
1
Cliff, Michael T.
1
Connolly, Robert A.
1
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Published in...
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
1,517
NBER working paper series
509
The journal of finance : the journal of the American Finance Association
396
Discussion paper / Centre for Economic Policy Research
359
The review of financial studies
351
Discussion paper series / IZA
315
Technological forecasting & social change : an international journal
239
Management science : journal of the Institute for Operations Research and the Management Sciences
235
NBER Working Paper
216
Journal of financial and quantitative analysis : JFQA
201
The journal of futures markets
196
The American economic review
193
Working paper
190
Journal of international money and finance
171
Applied financial economics
164
Journal of banking & finance
164
Journal of financial economics
164
Applied economics
154
CESifo working papers
142
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
140
The review of economics and statistics
135
Finance and economics discussion series
127
The journal of real estate finance and economics
121
Economics letters
120
Journal of money, credit and banking : JMCB
117
Japan and the world economy : international journal of theory and policy
107
Journal of economics & business
105
International review of economics & finance : IREF
103
Working paper series / European Central Bank
100
American economic journal : a journal of the American Economic Association
99
Journal of economics and finance
97
Journal of the Japanese and international economies : an international journal ; JJIE
96
International review of financial analysis
95
Discussion paper
94
Economic modelling
91
Review of quantitative finance and accounting
90
The journal of business : B
90
Energy economics
88
Journal of international financial markets, institutions & money
83
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ECONIS (ZBW)
93
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1
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93
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1
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:
2
Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh
;
Huh, Sahn-Wook
;
Park, Jeayoung
- In:
Journal of empirical finance
70
(
2023
),
pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
Saved in:
3
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
4
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
5
Dispersion of beliefs, ambiguity, and the cross-section of stock returns
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Kim, Tong Suk
- In:
Journal of empirical finance
50
(
2019
),
pp. 43-56
Persistent link: https://www.econbiz.de/10012169918
Saved in:
6
Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
Cai, Biqing
;
Cheng, Tingting
;
Yan, Cheng
- In:
Journal of empirical finance
49
(
2018
),
pp. 81-106
Persistent link: https://www.econbiz.de/10012117724
Saved in:
7
Idiosyncratic returns and relative value in the US Treasury market
Nielsen, Youngju
;
Pungaliya, Raunaq S.
- In:
Journal of empirical finance
44
(
2017
),
pp. 125-144
Persistent link: https://www.econbiz.de/10011818003
Saved in:
8
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
9
A compound duration model for high-frequency asset returns
Aldrich, Eric M.
;
Heckenbach, Indra
;
Laughlin, Gregory
- In:
Journal of empirical finance
39
(
2016
),
pp. 105-128
Persistent link: https://www.econbiz.de/10011663312
Saved in:
10
Macroeconomic news announcements and price discovery : evidence from Canadian-U.S. cross-listed firms
Frijns, Bart
;
Indriawan, Ivan
;
Tourani Rad, Alireza
- In:
Journal of empirical finance
32
(
2015
),
pp. 35-48
Persistent link: https://www.econbiz.de/10011556775
Saved in:
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