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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"ARCH-Modell"
~subject:"Ankündigungseffekt"
~subject:"Announcement effect"
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ARCH-Modell
Ankündigungseffekt
Announcement effect
Capital income
250
Kapitaleinkommen
250
Aktienmarkt
93
Stock market
93
Börsenkurs
87
Share price
87
Estimation
78
Schätzung
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
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United States
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21
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Finanzkrise
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Emerging economies
17
Schwellenländer
17
Capital market returns
16
Kapitalmarktrendite
16
Aktienindex
15
China
15
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15
Spillover-Effekt
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English
45
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Aloui, Chaker
2
Chkili, Walid
2
Filis, George
2
Nguyen, Duc Khuong
2
Truong, Cameron
2
Wagner, Niklas F.
2
Aboura, Sofiane
1
Akhtaruzzaman, Md.
1
Alshater, Muneer Maher
1
Antell, Jan
1
Ané, Thierry
1
Apergēs, Nikolaos
1
Asgharian, Hossein
1
Babalos, Vassilios
1
BenSaïda, Ahmed
1
Bhatti, Muhammad Ishaq
1
Bonato, Matteo
1
Bouverot, Julien
1
Broadstock, David C.
1
Brooks, Robert
1
Bui, Dien Giau
1
Carroll, Rachael
1
Chakraborty, Sandip
1
Chiang, Thomas C.
1
Cho, Hoon
1
Christiansen, Charlotte
1
Chun, Dohyun
1
Degiannakisa, Stavros
1
Easton, Steve
1
El Khoury, Rim
1
Faff, Robert W.
1
Floros, Christos
1
Fry, Tim R. L.
1
Gambet, Jean-Benoît
1
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1
Guo, Jiaqi
1
Holmes, Philip
1
Hou, Ai Jun
1
Huang, Yin-Siang
1
Hussain, Tanveer
1
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Journal of international financial markets, institutions & money
Finance research letters
102
International review of financial analysis
85
Journal of banking & finance
73
Journal of empirical finance
68
The North American journal of economics and finance : a journal of financial economics studies
60
Research in international business and finance
57
Review of quantitative finance and accounting
55
International review of economics & finance : IREF
54
Applied economics
53
The journal of finance : the journal of the American Finance Association
45
Energy economics
43
The European journal of finance
43
Economic modelling
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of risk and financial management : JRFM
38
Pacific-Basin finance journal
37
International journal of forecasting
36
Applied economics letters
35
Journal of financial economics
35
The journal of corporate finance : contracting, governance and organization
34
Applied financial economics
32
International journal of economics and finance
29
Journal of forecasting
29
Cogent economics & finance
27
Journal of financial and quantitative analysis : JFQA
26
The review of financial studies
25
International journal of economics and financial issues : IJEFI
24
Investment management and financial innovations
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
23
International journal of finance & economics : IJFE
23
Journal of economics and finance
23
Journal of econometrics
22
Afro-Asian Journal of Finance and Accounting : AAJFA
21
Journal of accounting & economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Global business review
19
Global finance journal
19
Journal of financial econometrics
19
NBER working paper series
19
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ECONIS (ZBW)
45
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1
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:
2
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:
3
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
Saved in:
4
Discovering the drivers of stock market volatility in a data-rich world
Chun, Dohyun
;
Cho, Hoon
;
Ryu, Doojin
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014245870
Saved in:
5
The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies
Tian, Maoxi
;
El Khoury, Rim
;
Alshater, Muneer Maher
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014246021
Saved in:
6
Does market openness mitigate the impact of culture? : an examination of international momentum profits and post-earnings-announcement drift
Guo, Jiaqi
;
Holmes, Philip
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013412771
Saved in:
7
The effect of abnormal institutional attention on bank loans
Huang, Yin-Siang
;
Bui, Dien Giau
;
Lin, Chih-Yung
;
Robin
- In:
Journal of international financial markets, …
76
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013412784
Saved in:
8
Factor volatility spillover and its implications on factor premia
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
Journal of international financial markets, …
80
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013533171
Saved in:
9
How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Sakurai, Yuji
- In:
Journal of international financial markets, …
75
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012820927
Saved in:
10
Are banks really special? : Evidence from a natural experiment
Nguyen, Justin Hung
;
Shi, Jing
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012801501
Saved in:
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