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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH-Modell"
~subject:"Ankündigungseffekt"
~subject:"Announcement effect"
~subject:"Financial analysis"
~subject:"Schätzung"
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ARCH-Modell
Ankündigungseffekt
Announcement effect
Financial analysis
Schätzung
Capital income
250
Kapitaleinkommen
250
Aktienmarkt
93
Stock market
93
Börsenkurs
87
Share price
87
Estimation
78
Volatility
68
Volatilität
68
Portfolio selection
44
Portfolio-Management
44
Welt
43
World
43
CAPM
38
ARCH model
35
Forecasting model
29
Prognoseverfahren
29
Theorie
29
Theory
29
Risikoprämie
27
Risk premium
27
USA
24
United States
24
Anlageverhalten
22
Behavioural finance
22
Stock returns
21
Risk
20
Financial crisis
19
Finanzkrise
19
Risiko
19
Emerging economies
17
Schwellenländer
17
Capital market returns
16
Kapitalmarktrendite
16
Aktienindex
15
China
15
Spillover effect
15
Spillover-Effekt
15
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Undetermined
67
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Article
108
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Article in journal
108
Aufsatz in Zeitschrift
108
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English
108
Author
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Narayan, Paresh Kumar
5
Zaremba, Adam
4
Cakici, Nusret
3
Nguyen, Duc Khuong
3
Aloui, Chaker
2
Bley, Jorg
2
Chiah, Mardy
2
Chkili, Walid
2
Devpura, Neluka
2
Filis, George
2
Long, Huaigang
2
Saad, Mohsen M.
2
Sakemoto, Ryuta
2
Sharma, Susan Sunila
2
Truong, Cameron
2
Urquhart, Andrew
2
Vithessonthi, Chaiporn
2
Wagner, Niklas F.
2
Aboura, Sofiane
1
Akhtaruzzaman, Md.
1
Al-Khazali, Osamah
1
Alshater, Muneer Maher
1
Anolli, Mario
1
Antell, Jan
1
Ané, Thierry
1
Apergēs, Nikolaos
1
Ariff, Mohamed
1
Asgharian, Hossein
1
Assefa, Tibebe Abebe
1
Atenga, Eric Martial Etoundi
1
Auer, Benjamin R.
1
Azad, A. S. M. Sohel
1
Babalos, Vassilios
1
Balcilar, Mehmet
1
Batten, Jonathan A.
1
Beccalli, Elena
1
Bekaert, Geert
1
BenSaïda, Ahmed
1
Bhambhwani, Siddharth M.
1
Bhatti, Muhammad Ishaq
1
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Published in...
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Journal of international financial markets, institutions & money
Finance research letters
237
Journal of banking & finance
209
International review of financial analysis
205
Journal of financial economics
174
Journal of empirical finance
171
International review of economics & finance : IREF
157
Applied economics
145
The North American journal of economics and finance : a journal of financial economics studies
128
Applied financial economics
120
NBER working paper series
119
Review of quantitative finance and accounting
116
Applied economics letters
115
Research in international business and finance
112
Working paper / National Bureau of Economic Research, Inc.
111
Pacific-Basin finance journal
106
The European journal of finance
106
Economic modelling
104
NBER Working Paper
91
The journal of finance : the journal of the American Finance Association
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
78
Energy economics
67
Journal of financial and quantitative analysis : JFQA
67
Journal of risk and financial management : JRFM
67
Journal of econometrics
66
Management science : journal of the Institute for Operations Research and the Management Sciences
65
International journal of forecasting
61
Journal of international money and finance
61
International journal of economics and finance
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Investment management and financial innovations
57
Working paper
57
Cogent economics & finance
56
Economics letters
55
International journal of finance & economics : IJFE
55
Journal of forecasting
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
52
International journal of economics and financial issues : IJEFI
48
Research paper series / Swiss Finance Institute
48
The journal of corporate finance : contracting, governance and organization
48
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ECONIS (ZBW)
108
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108
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
5
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
6
Target industry takeover competition and the wealth effects of mergers and acquisitions : international evidence
Hussain, Tanveer
;
Loureiro, Gilberto
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490074
Saved in:
7
Realized higher-order moments spillovers across cryptocurrencies
Apergēs, Nikolaos
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014433236
Saved in:
8
Blockchain characteristics and cryptocurrency returns
Bhambhwani, Siddharth M.
;
Delikouras, Stefanos
; …
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433335
Saved in:
9
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
10
Market momentum amplifies market volatility risk : evidence from China's equity market
Liang, Chao
;
Luu Duc Toan Huynh
;
Li, Yan
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014483186
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