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~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Kang, Sang Hoon"
~person:"Parsons, Christopher A."
~person:"Subrahmanyam, Avanidhar"
~person:"Wong, Wing Keung"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Stock market"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
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Kapitaleinkommen
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Kang, Sang Hoon
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Subrahmanyam, Avanidhar
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Caporale, Guglielmo Maria
423
Gupta, Rangan
391
McAleer, Michael
369
Bekaert, Geert
223
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196
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184
Pierdzioch, Christian
183
Diebold, Francis X.
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Bollerslev, Tim
178
Narayan, Paresh Kumar
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Heckman, James J.
174
McMillan, David G.
171
Gil-Alaña, Luis A.
159
Aizenman, Joshua
158
Wohar, Mark E.
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Lucey, Brian M.
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Bouri, Elie
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Caliendo, Marco
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Engle, Robert F.
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Chang, Chia-Lin
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Faff, Robert W.
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Hammoudeh, Shawkat
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Tiwari, Aviral Kumar
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Timmermann, Allan
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Allen, David E.
115
Andersen, Torben
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Spagnolo, Nicola
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Kluve, Jochen
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109
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Stock market liquidity : implications for market microstructure and asset pricing
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International journal of emerging markets
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International review of financial analysis
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ECONIS (ZBW)
269
RePEc
2
Showing
1
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10
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271
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1
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
2
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
3
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
4
Are Islamic stocks immune from financial crises? : evidence from contagion tests
Hassan, Kamrul
;
Hoque, Ariful
;
Gasbarro, Dominic
;
Wong, …
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 919-948
Persistent link: https://www.econbiz.de/10014437974
Saved in:
5
The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates : evidence from emerging seven countries
Maydybura, Alina
;
Gohar, Raheel
;
Salman, Asma
;
Wong, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014442606
Saved in:
6
The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
Salman, Asma
;
Chang, Bisharat Hussain
;
Abdul Razzaq, …
- In:
Annals of financial economics
18
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014532005
Saved in:
7
Equity trading activity and treasury bond risk premia
Schraeder, Stefanie
;
Sojli, Elvira
;
Subrahmanyam, Avanidhar
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
2
,
pp. 677-710
Persistent link: https://www.econbiz.de/10014309233
Saved in:
8
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:
9
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
10
Illiquidity and the cost of equity capital : evidence from actual estimates of capital cost for U.S. data
Goyal, Amit
;
Subrahmanyam, Avanidhar
;
Swaminathan, Bhaskaran
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 364-391
Persistent link: https://www.econbiz.de/10014431274
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