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~isPartOf:"Journal of financial economics"
~subject:"Asset pricing"
~subject:"Financial market"
~subject:"Transaction costs"
~subject:"Volatility"
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Asset pricing
Financial market
Transaction costs
Volatility
Theorie
46
Theory
46
Transaktionskosten
42
Börsenkurs
29
Share price
29
USA
29
United States
29
Economics of information
26
Informationsökonomik
26
CAPM
23
Financial economics
22
Kapitalmarkttheorie
22
Anlageverhalten
19
Behavioural finance
19
Capital income
19
Kapitaleinkommen
19
Estimation
16
Portfolio selection
16
Portfolio-Management
16
Schätzung
16
Securities trading
15
Wertpapierhandel
15
Risikoprämie
13
Risk premium
13
Asymmetric information
11
Asymmetrische Information
11
Efficient market hypothesis
9
Effizienzmarkthypothese
9
Finanzmarkt
9
Market microstructure
8
Marktmikrostruktur
8
Bourse
7
Börse
7
Forecasting model
7
Liquidity
7
Prognoseverfahren
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59
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59
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English
59
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Bessembinder, Hendrik
5
Barroso, Pedro
2
Chalmers, John M. R.
2
Collin-Dufresne, Pierre
2
Eaton, Gregory W.
2
O'Hara, Maureen
2
Sağlam, Mehmet
2
Venkataraman, Kumar
2
Aghamolla, Cyrus
1
Albuquerque, Rui
1
Ali, Ashiq
1
Andrei, Daniel
1
Aragon, George O.
1
Avdis, Efstathios
1
Bajgrowicz, Pierre
1
Balduzzi, Pierluigi
1
Bartram, Söhnke M.
1
Basu, Soumya
1
Blackwell, David W.
1
Bogousslavsky, Vincent
1
Brennan, Michael J.
1
Brockman, Paul
1
Carrion, Allen
1
Chang, Carolyn C. W.
1
Chang, Jack S. K.
1
Chen, Yong
1
Copeland, Thomas E.
1
Cujean, Julien
1
Daniel, Kent
1
Degryse, Hans
1
Deng, Yongheng
1
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1
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1
Dávila, Eduardo
1
Easley, David
1
Fehle, Frank
1
Fialkowski, David
1
Goyenko, Ruslan Y.
1
Griffiths, Mark D.
1
Grinblatt, Mark
1
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Journal of financial economics
NBER working paper series
138
Working paper / National Bureau of Economic Research, Inc.
135
NBER Working Paper
107
Journal of economic behavior & organization : JEBO
95
Journal of economic dynamics & control
83
Discussion paper / Centre for Economic Policy Research
78
Europäische Hochschulschriften / 5
77
Finance and stochastics
72
SpringerLink / Bücher
68
The journal of finance : the journal of the American Finance Association
67
The review of financial studies
62
Discussion paper / Tinbergen Institute
59
Journal of banking & finance
59
Journal of international business studies : JIBS ; an official journal of the Academy of International Business
57
Economics letters
55
Journal of business research : JBR
52
CESifo working papers
50
Economic modelling
49
Gabler Edition Wissenschaft
49
Journal of economic theory
46
Research paper series / Swiss Finance Institute
46
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
45
International review of financial analysis
45
Journal of institutional and theoretical economics : JITE
45
Applied economics
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
Policy research working paper : WPS
42
Working paper
42
American journal of agricultural economics
41
Economic theory : official journal of the Society for the Advancement of Economic Theory
39
International journal of theoretical and applied finance
38
Discussion paper
37
Journal of mathematical economics
37
Industrial marketing management : the international journal for industrial and high-tech firms
35
International review of economics & finance : IREF
33
Finance research letters
32
Swiss Finance Institute Research Paper
32
The journal of law, economics, & organization
32
Journal of financial markets
31
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ECONIS (ZBW)
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1
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
2
Information arrival, delay, and clustering in financial markets with dynamic freeriding
Aghamolla, Cyrus
;
Hashimoto, Tadashi
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10012631895
Saved in:
3
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
4
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
5
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
6
Liquidity, resiliency and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik
;
Carrion, Allen
;
Tuttle, Laura
; …
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
Saved in:
7
Measuring institutional trading costs and the implications for finance research : the case of tick size reductions
Eaton, Gregory W.
;
Irvine, Paul J.
;
Liu, Tingting
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 832-851
Persistent link: https://www.econbiz.de/10012693827
Saved in:
8
Slow-moving capital and execution costs : evidence from a major trading glitch
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
; …
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 922-949
Persistent link: https://www.econbiz.de/10012693851
Saved in:
9
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
Saved in:
10
The difference a day makes : timely disclosure and trading efficiency in the muni market
Chalmers, John M. R.
;
Liu, Yu (Steve)
;
Wang, Z. Jay
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012650254
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