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~isPartOf:"The European journal of finance"
~language:"eng"
~language:"fra"
~language:"hun"
~person:"Chen, Jing"
~person:"De Grauwe, Paul"
~person:"Lambertini, Luca"
~person:"Tippett, Mark"
~person:"Wohar, Mark E."
~subject:"Book to market ratio"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Konsumentenverhalten"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
~type_genre:"Sammelwerk"
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Book to market ratio
Geldpolitik
Inflation
Konsumentenverhalten
Theory
United Kingdom
Theorie
14
Börsenkurs
11
Share price
11
Capital income
8
Kapitaleinkommen
8
Volatility
4
Volatilität
4
Aktienmarkt
3
Estimation
3
Hamilton-Jacobi-Bellman equation
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Pearson Type IV probability density
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Schätzung
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logarithmic return
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elastic random walk
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money to stock price ratio
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portfolio management
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1900-2004
1
Abnormal return
1
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1
Anlageverhalten
1
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Bibliografie enthalten
Collection of articles written by one author
Konferenzschrift
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17
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Chen, Jing
De Grauwe, Paul
Lambertini, Luca
Tippett, Mark
Wohar, Mark E.
Dunis, Christian
8
Song, Xiaojing
8
Satchell, Stephen
7
Binner, Jane M.
4
Chiarella, Carl
4
Fletcher, Jonathan
4
Hwang, Soosung
4
Laws, Jason
4
Melia, Adrian
4
Vivian, Andrew
4
Yang, Jinqiang
4
Ap Gwilym, Owain
3
Armitage, Seth
3
Buckley, Adrian
3
Burg, John van der
3
Coakley, Jerry
3
Copeland, Laurence S.
3
Howell, Sydney D.
3
Karathanasopoulos, Andreas
3
Loperfido, Nicola
3
Marshall, Andrew P.
3
Mills, Terence C.
3
Sermpinis, Georgios
3
Sornette, Didier
3
Adams, Michael B.
2
Alfarano, Simone
2
Armada, Manuel José da Rocha
2
Baestaens, Dirk J. Emma
2
Barkoulas, John T.
2
Barone-Adesi, Giovanni
2
Berg, Daniel
2
Bhar, Ramaprasad
2
Bissoondeeal, Rakesh K.
2
Breuer, Wolfgang
2
Brown, Sarah
2
Buckle, Michael J.
2
Burton, Bruce G.
2
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The European journal of finance
Economics letters
11
International journal of production economics
10
Energy economics
7
Journal of economic dynamics & control
6
Journal of macroeconomics
6
Transportation research / E : an international journal
6
Finance research letters
5
Intereconomics : review of European economic policy
5
Journal of common market studies : JCMS
5
Keio economic studies
5
Regional science & urban economics
5
Research in economics : an international review of economics
5
Applied economics
4
Applied financial economics
4
Bulletin of economic research
4
Empirica : journal of european economics
4
European journal of operational research : EJOR
4
International journal of finance & economics : IJFE
4
International journal of production research
4
Journal of economics
4
Oxford economic papers
4
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
4
Southern economic journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
Australian economic papers
3
European economic review : EER
3
International game theory review
3
International journal of industrial organization
3
International review of economics & finance : IREF
3
Journal of economic behavior & organization : JEBO
3
Journal of economic theory
3
Journal of forecasting
3
Journal of international money and finance
3
Omega : the international journal of management science
3
Operations research letters
3
Papers in regional science : the journal of the Regional Science Association International
3
Quantitative finance
3
Recherches Ă©conomiques de Louvain
3
The world economy : the leading journal on international economic relations
3
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ECONIS (ZBW)
17
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1
Hedging quantitative easing
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
;
Burg, …
- In:
The European journal of finance
30
(
2024
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10014547880
Saved in:
2
Distributional properties of the book to market ratio and their implications for empirical analysis
Ma, Diandian
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
29
(
2023
)
11
,
pp. 1330-1353
Persistent link: https://www.econbiz.de/10014323009
Saved in:
3
Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
Zhang, Junhuan
;
Wen, Jiaqi
;
Chen, Jing
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 17-32
Persistent link: https://www.econbiz.de/10014322445
Saved in:
4
Hawkes processes in finance : market structure and impact
Chen, Jing
;
Taylor, Nicholas
;
Yang, Steve Y.
;
Han, Qian
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 621-626
Persistent link: https://www.econbiz.de/10013373303
Saved in:
5
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
26
(
2020
)
9
,
pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
Saved in:
6
Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, Mark E.
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
Saved in:
7
A hyperbolic model of optimal cash balances
Burg, John van der
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10012206959
Saved in:
8
Product-market strategy and underwriting performance in the United Kingdom's property : casualty insurance market
Adams, Michael B.
;
Upreti, Vineet
;
Chen, Jing
- In:
The European journal of finance
25
(
2019
)
11
,
pp. 1012-1031
Persistent link: https://www.econbiz.de/10012207050
Saved in:
9
Subtle is the Lord, but malicious He is not : the calculation of abnormal stock returns in applied research
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
25
(
2019
)
9
,
pp. 835-855
Persistent link: https://www.econbiz.de/10012207032
Saved in:
10
The Feller diffusion, filter rules and abnormal stock returns
Docherty, Paul
;
Dong, Yizhe
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 426-438
Persistent link: https://www.econbiz.de/10012244331
Saved in:
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