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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:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Estimation"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Volatility"
~subject:"Volatilität"
~subject:"Wertpapierhandel"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Estimation
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23
United States
23
Börsenkurs
17
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Article in journal
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Aufsatz in Zeitschrift
42
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Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Gupta, Rangan
22
Stulz, René M.
18
Titman, Sheridan
18
Mensi, Walid
16
Narayan, Paresh Kumar
15
Wei, K. C. John
14
Xuan Vinh Vo
14
Hammoudeh, Shawkat
13
Michaely, Roni
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Bali, Turan G.
11
Bekaert, Geert
11
Ko, Kuan-Cheng
10
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10
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10
Massa, Massimo
10
Wohar, Mark E.
10
Yoon, Seong-min
10
Faff, Robert W.
9
Hirshleifer, David
9
Kalev, Petko S.
9
Lin, Chaonan
9
O'Hara, Maureen
9
Ryu, Doojin
9
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Ur Rehman, Mobeen
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Dinh Hoang Bach Phan
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Kang, Jun-koo
8
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8
Lien, Da-hsiang Donald
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8
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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
Energy economics
12
The journal of finance : the journal of the American Finance Association
9
Journal of financial economics
8
Journal of banking & finance
6
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Finance research letters
3
Financial innovation : FIN
3
International journal of emerging markets
3
Korea and the world economy
3
The Korean economic review
3
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2
Borsa Istanbul Review
2
European financial management : the journal of the European Financial Management Association
2
International review of finance
2
Journal of international financial markets, institutions & money
2
Research in international business and finance
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The journal of the Korean economy
2
The quarterly review of economics and finance
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
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Dae oe gyeong je yeon gu
1
Economic modelling
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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International Journal of Financial Studies : open access journal
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International review of financial analysis
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Journal of accounting & economics
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Journal of commodity markets
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Journal of economics & business
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Journal of economics and finance : JEF
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ECONIS (ZBW)
42
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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
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
4
Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Maitra, Debasish
;
Ur Rehman, Mobeen
;
Dash, Saumya Ranjan
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013539022
Saved in:
5
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:
6
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
7
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:
8
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:
9
Dynamic spillover and connectedness between oil futures and European bonds
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Xuan Vinh Vo
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012822033
Saved in:
10
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:
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