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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."
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Volatility"
~subject:"Wertpapierhandel"
~subject:"Wirkungsanalyse"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Share price
Volatility
Wertpapierhandel
Wirkungsanalyse
Spillover effect
13
Spillover-Effekt
13
Estimation
10
Portfolio selection
10
Portfolio-Management
10
Schätzung
10
Volatilität
10
Aktienmarkt
8
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Ankündigungseffekt
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Article in journal
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Aufsatz in Zeitschrift
18
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Kang, Sang Hoon
Parsons, Christopher A.
Gupta, Rangan
21
Subrahmanyam, Avanidhar
19
Titman, Sheridan
17
Narayan, Paresh Kumar
15
Stulz, René M.
14
Wei, K. C. John
14
Hammoudeh, Shawkat
12
Mensi, Walid
12
Michaely, Roni
12
Xuan Vinh Vo
12
Bali, Turan G.
10
Bekaert, Geert
10
Ko, Kuan-Cheng
10
Wohar, Mark E.
10
Kalev, Petko S.
9
Lin, Chaonan
9
Massa, Massimo
9
O'Hara, Maureen
9
Ryu, Doojin
9
Zhu, Huiming
9
Da, Zhi
8
Dinh Hoang Bach Phan
8
Faff, Robert W.
8
Frino, Alex
8
Goetzmann, William N.
8
Hameed, Allaudeen
8
Hirshleifer, David
8
Jegadeesh, Narasimhan
8
Kang, Jun-koo
8
Lakonishok, Josef
8
Lee, Chien-chiang
8
Sharma, Susan Sunila
8
Ur Rehman, Mobeen
8
Boehmer, Ekkehart
7
Chan, Kalok
7
Chiah, Mardy
7
Chordia, Tarun
7
Dai, Zhifeng
7
Easley, David
7
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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
11
International review of economics & finance : IREF
4
Finance research letters
3
Financial innovation : FIN
3
Korea and the world economy
3
The Korean economic review
3
Applied economics
2
Borsa Istanbul Review
2
International journal of emerging markets
2
Research in international business and finance
2
The journal of the Korean economy
2
Dae oe gyeong je yeon gu
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International review of financial analysis
1
Journal of commodity markets
1
Journal of economics and finance : JEF
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Modern economy
1
Risk management : an international journal
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
18
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18
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date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
9
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
10
Geographic lead-lag effects
Parsons, Christopher A.
;
Sabbatucci, Riccardo
;
Titman, …
- In:
The review of financial studies
33
(
2020
)
10
,
pp. 4721-4770
Persistent link: https://www.econbiz.de/10012387396
Saved in:
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