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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The review of financial studies"
~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
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Börsenkurs
11
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Kang, Sang Hoon
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Subrahmanyam, Avanidhar
Gupta, Rangan
20
Mensi, Walid
11
Wohar, Mark E.
10
Xuan Vinh Vo
10
Zhu, Huiming
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9
Bekaert, Geert
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Yoon, Seong-min
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Zhou, Liyun
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6
Dai, Zhifeng
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Greenwood, Robin
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Hirshleifer, David
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McAleer, Michael
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Michaely, Roni
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Pierdzioch, Christian
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Zhuang, Xintian
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Cho, Hoon
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Da, Zhi
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The North American journal of economics and finance : a journal of financial economics studies
The review of financial studies
Energy economics
11
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
Pacific-Basin finance journal
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Finance research letters
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International review of economics & finance : IREF
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Journal of banking & finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
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3
Financial innovation : FIN
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
International journal of emerging markets
2
Journal of empirical finance
2
Research in international business and finance
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The journal of the Korean economy
2
Advances in quantitative analysis of finance and accounting : a research annual
1
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1
Cuadernos de economía
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Dae oe gyeong je yeon gu
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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International review of finance
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International review of financial analysis
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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 financial intermediation
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
22
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22
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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
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:
5
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:
6
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:
7
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:
8
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
9
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
10
Geographic lead-lag effects
Parsons, Christopher A.
;
Sabbatucci, Riccardo
;
Titman, …
- In:
The review of financial studies
33
(
2020
)
10
,
pp. 4721-4770
Persistent link: https://www.econbiz.de/10012387396
Saved in:
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