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Search: subject_exact:"Volatility"
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Volatility
172
Volatilität
172
Börsenkurs
71
Share price
71
Aktienmarkt
66
Stock market
66
Capital income
63
Kapitaleinkommen
63
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47
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Frino, Alex
4
Wei, K. C. John
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An, Yunbi
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Hammoudeh, Shawkat
3
Kalev, Petko S.
3
Kam Fong Chan
3
Liu, Qingfu
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Pan, Zheyao
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Shi, Yongdong
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Aloui, Chaker
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Chan, Kam C.
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Chan, Yue-cheong
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Liao, Yin
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Nartea, Gilbert V.
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Sirimon Treepongkaruna
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Umar, Zaghum
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Wang, Chih-Wei
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Wang, Tianyang
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Wen, Conghua
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Xiong, Xiong
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Xuan Vinh Vo
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Yousaf, Imran
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Zhou, Hao
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1
Ahmed, Walid M. A.
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Ahn, Yongkil
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1
Alshater, Muneer Maher
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Pacific-Basin finance journal
Energy economics
610
Finance research letters
584
NBER working paper series
483
Working paper / National Bureau of Economic Research, Inc.
467
International review of financial analysis
419
NBER Working Paper
416
Applied economics
379
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
361
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Applied financial economics
266
Journal of empirical finance
265
Applied economics letters
262
Research in international business and finance
255
Working paper
247
Economics letters
246
International journal of theoretical and applied finance
245
Discussion paper / Centre for Economic Policy Research
240
Journal of international financial markets, institutions & money
239
Journal of international money and finance
230
Discussion paper / Tinbergen Institute
198
Journal of risk and financial management : JRFM
197
Quantitative finance
191
Journal of financial economics
184
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
MPRA Paper
171
CESifo working papers
170
International Journal of Energy Economics and Policy : IJEEP
167
The European journal of finance
157
International journal of finance & economics : IJFE
151
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
IMF working papers
148
Journal of economic dynamics & control
147
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
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ECONIS (ZBW)
172
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1
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172
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1
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu
;
Liu, Xin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
Saved in:
5
Political uncertainty and commonality in liquidity
Đặng Tùng Lâm
;
Hoang, Luong
;
Nguyen Huong Giang
; …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491128
Saved in:
6
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
7
Run risks of cash-redeemable ETFs
Leung, David Wing Yu
;
Wong, Joe Ho-Yeung
;
Fong, Tom
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014575236
Saved in:
8
Economic policy uncertainty and capital flows' tail risk in China
Huang, Xiaowei
;
He, Chenyu
;
Zhang, Man
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-33
Persistent link: https://www.econbiz.de/10014575707
Saved in:
9
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
10
Extrapolation and option-implied kurtosis in volatility forecasting
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014534532
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