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~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stock market"
~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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Kapitaleinkommen
Share price
Stock market
Volatility
Wirkungsanalyse
Aktienmarkt
3
Capital income
3
Estimation
3
Schätzung
3
Spillover effect
3
Spillover-Effekt
3
Börsenkurs
2
Islam
2
Islamic finance
2
Islamisches Finanzsystem
2
Multivariate Verteilung
2
Multivariate distribution
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
Arabische Golf-Staaten
1
Bitcoin
1
Commodity derivative
1
Commodity futures
1
Conditional VaR
1
Conditional diversification benefit
1
Conditional value-at-risk
1
Copula
1
Copulas
1
Cross-quantilogram
1
Cryptocurrency
1
Diversification
1
Diversifikation
1
Equity market
1
GCC stock markets
1
Gulf countries
1
Handelsvolumen der Börse
1
Hedging
1
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6
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Article in journal
Aufsatz im Buch
Collection of articles of several authors
Aufsatz in Zeitschrift
6
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English
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Author
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Kang, Sang Hoon
Parsons, Christopher A.
Subrahmanyam, Avanidhar
Narayan, Paresh Kumar
15
Ko, Kuan-Cheng
10
Wei, K. C. John
10
Lin, Chaonan
9
Dinh Hoang Bach Phan
8
Frino, Alex
8
Sharma, Susan Sunila
8
Chiah, Mardy
7
Yang, Nien-Tzu
7
Chai, Daniel
6
Cheema, Muhammad A.
6
Faff, Robert W.
6
Hammoudeh, Shawkat
6
Kalev, Petko S.
6
Zhong, Angel
6
Lee, Bong-soo
5
Shi, Yongdong
5
Umar, Zaghum
5
Wang, Changyun
5
Wee, Marvin
5
Westerlund, Joakim
5
Xiong, Xiong
5
Yousaf, Imran
5
Chen, Xin
4
Cheung, Stephen Y. L.
4
Chou, Pin-huang
4
Demirer, Rıza
4
Docherty, Paul
4
Huu Nhan Duong
4
Kang, Jangkoo
4
Lee, Cheng F.
4
Lee, Kuan-hui
4
Lien, Da-hsiang Donald
4
Marsden, Alastair
4
Marshall, Ben R.
4
Mensi, Walid
4
Narayan, Seema
4
Nartea, Gilbert V.
4
Pan, Zheyao
4
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Pacific-Basin finance journal
The North American journal of economics and finance : a journal of financial economics studies
12
Energy economics
11
The review of financial studies
10
Journal of financial and quantitative analysis : JFQA
9
Journal of financial economics
9
The journal of finance : the journal of the American Finance Association
9
International review of economics & finance : IREF
6
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
Stock market liquidity : implications for market microstructure and asset pricing
3
The Korean economic review
3
The journal of business : B
3
Borsa Istanbul Review
2
European financial management : the journal of the European Financial Management Association
2
Journal of empirical finance
2
Research in international business and finance
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 modelling
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
Global finance journal
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 financial intermediation
1
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ECONIS (ZBW)
6
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1
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:
2
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:
3
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
Saved in:
4
Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets
Kang, Sang Hoon
;
Maitra, Debasish
;
Dash, Saumya Ranjan
; …
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012231049
Saved in:
5
Energy, precious metals, and GCC stock markets : is there any risk spillover?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Sensoy, Ahmet
; …
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 45-70
Persistent link: https://www.econbiz.de/10012169554
Saved in:
6
The implications of liquidity and order flows for neoclassical finance
Subrahmanyam, Avanidhar
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 527-532
Persistent link: https://www.econbiz.de/10003895329
Saved in:
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