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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of business : B"
~isPartOf:"The review of financial studies"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Bekaert, Geert"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Wertpapierhandel"
~subject:"Wirkungsanalyse"
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Kapitaleinkommen
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Bekaert, Geert
Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Gupta, Rangan
21
Titman, Sheridan
17
Narayan, Paresh Kumar
15
Stulz, René M.
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Wei, K. C. John
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Hammoudeh, Shawkat
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Mensi, Walid
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Michaely, Roni
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Xuan Vinh Vo
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Da, Zhi
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Dinh Hoang Bach Phan
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Frino, Alex
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Journal of financial and quantitative analysis : JFQA
Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
The journal of business : B
The review of financial studies
NBER working paper series
28
Working paper / National Bureau of Economic Research, Inc.
26
NBER Working Paper
21
The journal of finance : the journal of the American Finance Association
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Energy economics
11
Journal of financial economics
11
Discussion paper / Centre for Economic Policy Research
8
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Management science : journal of the Institute for Operations Research and the Management Sciences
5
Discussion papers / CEPR
4
Finance and economics discussion series
4
International review of economics & finance : IREF
4
Columbia Business School Research Paper
3
Columbia Business School Research Paper Forthcoming
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Finance research letters
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Financial innovation : FIN
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Fisher College of Business working paper series
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Journal of empirical finance
3
Korea and the world economy
3
Netspar Discussion Paper
3
The Korean economic review
3
Applied economics
2
Borsa Istanbul Review
2
European financial management : the journal of the European Financial Management Association
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International journal of emerging markets
2
Journal of econometrics
2
Journal of international financial markets, institutions & money
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Journal of international money and finance
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NBB Working Paper
2
Research in international business and finance
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Review of finance : journal of the European Finance Association
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Staff reports / Federal Reserve Bank of New York
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Stock market liquidity : implications for market microstructure and asset pricing
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ECONIS (ZBW)
47
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1
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
International yield comovements
Bekaert, Geert
;
Ermolov, Andrey
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 250-288
Persistent link: https://www.econbiz.de/10014247804
Saved in:
4
The geography of value creation
Dougal, Casey
;
Parsons, Christopher A.
;
Titman, Sheridan
- In:
The review of financial studies
35
(
2022
)
9
,
pp. 4201-4248
Persistent link: https://www.econbiz.de/10013350145
Saved in:
5
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
Mensi, Walid
;
Sensoy, Ahmet
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013539024
Saved in:
6
Asymmetric volatility connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
Saved in:
7
The impact of COVID-19 on the G7 stock markets : a time-frequency analysis
Ur Rehman, Mobeen
;
Kang, Sang Hoon
;
Ahmad, Nasir
;
Xuan …
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013187657
Saved in:
8
Momentum and reversals when overconfident investors underestimate their competition
Luo, Jiang
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 351-393
Persistent link: https://www.econbiz.de/10012405815
Saved in:
9
Do Islamic indices provide diversification to bitcoin? : a time-varying copulas and value at risk application
Ur Rehman, Mobeen
;
Asghar, Nadia
;
Kang, Sang Hoon
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012494418
Saved in:
10
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ur Rehman, Mobeen
; …
- In:
Pacific-Basin finance journal
62
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012491782
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