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~language:"eng"
~language:"nld"
~person:"Caporin, Massimiliano"
~person:"Gao, Shenghao"
~subject:"ARCH-Modell"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Initial public offering"
~subject:"Institutioneller Investor"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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ARCH-Modell
Developing countries
Entwicklungsländer
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Volatility
Theorie
28
Theory
28
Volatilität
27
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23
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18
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18
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15
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15
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14
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Caporin, Massimiliano
Gao, Shenghao
Gupta, Rangan
301
Bahmani-Oskooee, Mohsen
241
Gil-Alaña, Luis A.
157
Tiwari, Aviral Kumar
141
Caporale, Guglielmo Maria
139
Narayan, Paresh Kumar
135
Wohar, Mark E.
128
Hammoudeh, Shawkat
121
Apergēs, Nikolaos
118
McAleer, Michael
113
Chang, Tsangyao
110
McMillan, David G.
109
Bouri, Elie
104
Ma, Feng
102
Serletis, Apostolos
95
Zaremba, Adam
94
Gnangnon, Sèna Kimm
92
Nunnenkamp, Peter
92
Lee, Chien-chiang
90
Xuan Vinh Vo
89
Faff, Robert W.
88
Brooks, Robert
85
Hsing, Yu
84
Belke, Ansgar
82
Pierdzioch, Christian
82
Hassan, M. Kabir
79
Ryu, Doojin
77
Shahbaz, Muhammad
77
Hamori, Shigeyuki
76
Balcilar, Mehmet
74
Kang, Sang Hoon
73
Madura, Jeff
73
Moosa, Imad A.
73
Lucey, Brian M.
71
Salisu, Afees A.
71
Fabozzi, Frank J.
70
Kutan, Ali Mustafa
70
Lien, Da-hsiang Donald
69
Mensi, Walid
69
Zhang, Wei
69
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International review of economics & finance : IREF
10
Journal of empirical finance
4
Econometric reviews
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Energy economics
2
Finance research letters
2
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2
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2
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2
Network connectivity, systematic and systemic risk
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
Journal of international financial markets, institutions & money
1
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1
Macroeconomic forecasting in the era of big data : theory and practice
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
61
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1
Asymmetric and time-frequency based networks of currency markets
Shahzad, Syed Jawad Hussain
;
Hasan, Mudassar
;
Caporin, …
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014473529
Saved in:
2
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
3
On the marketing effect of financial analysts : evidence from investor bids in SEO auctions
Yang, Mingjing
;
Cheng, Xiaoke
;
Guan, Xinjiao
;
Gao, Shenghao
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 408-428
Persistent link: https://www.econbiz.de/10014474545
Saved in:
4
The role of jumps in realized volatility modeling and forecasting
Caporin, Massimiliano
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1143-1168
Persistent link: https://www.econbiz.de/10014391446
Saved in:
5
Stock hyping before auction-style SEOs : are primary market investors misled?
Gao, Shenghao
;
Liu, Jinzhao
;
Zhang, Qi
;
Zhou, Jun
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 123-140
Persistent link: https://www.econbiz.de/10014474253
Saved in:
6
Do institutional investors' corporate site visits impact seasoned equity offering discounts? : evidence from detailed investor bids in SEO auctions
Li, Haoyang
;
Yang, Mingjing
;
Chan, Kam C.
;
Gao, Shenghao
- In:
Research in international business and finance
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014248617
Saved in:
7
Does air pollution affect seasoned equity offering pricing? : evidence from investor bids
Han, Lin
;
Cheng, Xiaoke
;
Chan, Kam C.
;
Gao, Shenghao
- In:
Journal of financial markets
59
(
2022
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10013346804
Saved in:
8
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
9
Contagion between real estate and financial markets : a Bayesian quantile-on-quantile approach
Caporin, Massimiliano
;
Gupta, Rangan
;
Ravazzolo, Francesco
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012667335
Saved in:
10
Is the Korean housing market following Gangnam style?
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
4
,
pp. 2041-2072
Persistent link: https://www.econbiz.de/10012622462
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