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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:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Spillover effect"
~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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Kapitaleinkommen
Share price
Spillover effect
Volatility
Volatilität
Wertpapierhandel
Wirkungsanalyse
USA
23
United States
23
Börsenkurs
17
Aktienmarkt
13
Capital income
13
Spillover-Effekt
13
Stock market
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Virtual currency
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Virtuelle Währung
5
Welt
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World
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Ankündigungseffekt
4
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44
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
44
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Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Gupta, Rangan
22
Titman, Sheridan
17
Xuan Vinh Vo
17
Mensi, Walid
16
Narayan, Paresh Kumar
15
Stulz, René M.
14
Wei, K. C. John
14
Hammoudeh, Shawkat
12
Michaely, Roni
12
Bali, Turan G.
10
Bekaert, Geert
10
Ko, Kuan-Cheng
10
Massa, Massimo
10
Umar, Zaghum
10
Ur Rehman, Mobeen
10
Wohar, Mark E.
10
Kalev, Petko S.
9
Lee, Chien-chiang
9
Lin, Chaonan
9
O'Hara, Maureen
9
Ryu, Doojin
9
Yoon, Seong-min
9
Zhu, Huiming
9
Da, Zhi
8
Dinh Hoang Bach Phan
8
Faff, Robert W.
8
Frino, Alex
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Goetzmann, William N.
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Hameed, Allaudeen
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Hirshleifer, David
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Kang, Jun-koo
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Lakonishok, Josef
8
Lee, Bong-soo
8
Sharma, Susan Sunila
8
Boehmer, Ekkehart
7
Chan, Kalok
7
Chiah, Mardy
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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
14
Journal of financial economics
8
The journal of finance : the journal of the American Finance Association
8
Journal of banking & finance
6
Finance research letters
5
International review of economics & finance : IREF
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Applied economics
3
Financial innovation : FIN
3
Journal of international financial markets, institutions & money
3
Korea and the world economy
3
Research in international business and finance
3
The Korean economic review
3
Borsa Istanbul Review
2
European financial management : the journal of the European Financial Management Association
2
International journal of emerging markets
2
International review of financial analysis
2
The journal of the Korean economy
2
The quarterly review of economics and finance
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
1
Dae oe gyeong je yeon gu
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of finance
1
Journal of accounting & economics
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of economics and finance : JEF
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ECONIS (ZBW)
44
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44
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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
Reference points spillovers : micro-level evidence from real estate
Giacoletti, Marco
;
Parsons, Christopher A.
- In:
The review of financial studies
36
(
2023
)
11
,
pp. 4636-4676
Persistent link: https://www.econbiz.de/10014392062
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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