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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~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:"Subrahmanyam, Avanidhar"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Virtual currency"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Hedging
Kapitaleinkommen
Share price
Virtual currency
Volatility
Wirkungsanalyse
Börsenkurs
14
Estimation
12
Schätzung
12
Spillover effect
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Spillover-Effekt
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United States
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32
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Kang, Sang Hoon
Subrahmanyam, Avanidhar
Gupta, Rangan
22
Mensi, Walid
15
Narayan, Paresh Kumar
15
Hammoudeh, Shawkat
14
Xuan Vinh Vo
14
Titman, Sheridan
13
Stulz, René M.
12
Wei, K. C. John
12
Wohar, Mark E.
11
Da, Zhi
10
Ko, Kuan-Cheng
10
Ur Rehman, Mobeen
10
Lin, Chaonan
9
Massa, Massimo
9
Michaely, Roni
9
Ryu, Doojin
9
Sharma, Susan Sunila
9
Yang, Liyan
9
Zhu, Huiming
9
Bekaert, Geert
8
Dinh Hoang Bach Phan
8
Foucault, Thierry
8
Hirshleifer, David
8
Lee, Chien-chiang
8
Umar, Zaghum
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Yoon, Seong-min
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Zhou, Guofu
8
Al-Yahyaee, Khamis Hamed
7
Bali, Turan G.
7
Chiah, Mardy
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Chordia, Tarun
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Dai, Zhifeng
7
Faff, Robert W.
7
Frino, Alex
7
Lien, Da-hsiang Donald
7
Richardson, Matthew
7
Xiong, Xiong
7
Yang, Chunpeng
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Management science : journal of the Institute for Operations Research and the Management Sciences
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
12
Journal of financial economics
8
The journal of finance : the journal of the American Finance Association
7
Journal of financial and quantitative analysis : JFQA
6
Finance research letters
4
Financial innovation : FIN
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Applied economics
3
International journal of emerging markets
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
Global finance journal
2
Journal of international financial markets, institutions & money
2
Stock market liquidity : implications for market microstructure and asset pricing
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
Computational economics
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
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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
International Journal of Financial Studies : open access journal
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International review of finance
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International review of financial analysis
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Journal of accounting & economics
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Journal of commodity markets
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Journal of economics & business
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Journal of economics and finance : JEF
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Journal of empirical finance
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ECONIS (ZBW)
32
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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
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:
3
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:
4
Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Index option trading activity and market returns
Chordia, Tarun
;
Kurov, Alexander
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
Saved in:
10
Momentum and reversals when overconfident investors underestimate their competition
Luo, Jiang
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 351-393
Persistent link: https://www.econbiz.de/10012405815
Saved in:
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