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~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"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Announcement effect"
~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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Announcement effect
Kapitaleinkommen
Share price
Virtual currency
Volatility
Wirkungsanalyse
USA
17
United States
17
Börsenkurs
15
Spillover effect
13
Spillover-Effekt
13
Volatilität
11
Aktienmarkt
10
Capital income
10
Estimation
10
Portfolio selection
10
Portfolio-Management
10
Schätzung
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4
Risiko
4
Risikomanagement
4
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4
Risk management
4
Securities trading
4
Wertpapierhandel
4
Aktienindex
3
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31
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
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31
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English
31
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Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Gupta, Rangan
22
Narayan, Paresh Kumar
15
Mensi, Walid
13
Xuan Vinh Vo
13
Hammoudeh, Shawkat
12
Stulz, René M.
12
Titman, Sheridan
11
Wohar, Mark E.
11
Ko, Kuan-Cheng
10
Ur Rehman, Mobeen
10
Wei, K. C. John
10
Lin, Chaonan
9
Ryu, Doojin
9
Zhu, Huiming
9
Dinh Hoang Bach Phan
8
Lee, Chien-chiang
8
Michaely, Roni
8
Sharma, Susan Sunila
8
Bekaert, Geert
7
Chiah, Mardy
7
Dai, Zhifeng
7
Faff, Robert W.
7
Foucault, Thierry
7
Frino, Alex
7
Jegadeesh, Narasimhan
7
Kang, Jangkoo
7
Li, Yanshuang
7
Lien, Da-hsiang Donald
7
Richardson, Matthew
7
Umar, Zaghum
7
Yang, Chunpeng
7
Yang, Nien-Tzu
7
Yoon, Seong-min
7
Zhou, Liyun
7
Balcilar, Mehmet
6
Chai, Daniel
6
Cheema, Muhammad A.
6
Da, Zhi
6
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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
Journal of financial economics
8
The journal of finance : the journal of the American Finance Association
8
Journal of financial and quantitative analysis : JFQA
6
International review of economics & finance : IREF
5
Finance research letters
4
Journal of banking & finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Applied economics
3
Financial innovation : FIN
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
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
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Cuadernos de economía
1
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
1
International review of finance
1
International review of financial analysis
1
Journal of accounting & economics
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of financial intermediation
1
Journal of international financial markets, institutions & money
1
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ECONIS (ZBW)
31
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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
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:
4
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:
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
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:
8
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:
9
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:
10
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
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