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~language:"eng"
~person:"Demirer, Rıza"
~person:"Frino, Alex"
~person:"Schwert, George William"
~subject:"1957-1987"
~subject:"Share price"
~type_genre:"Article in journal"
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1957-1987
Share price
Börsenkurs
68
Volatility
54
Volatilität
54
Stock market
45
Aktienmarkt
43
Capital income
42
Kapitaleinkommen
42
USA
36
United States
36
Australia
33
Australien
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Welt
32
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31
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31
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Behavioural finance
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Wertpapierhandel
24
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Article in journal
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68
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17
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Graue Literatur
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Non-commercial literature
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English
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Demirer, Rıza
Frino, Alex
Schwert, George William
Gupta, Rangan
118
Narayan, Paresh Kumar
72
Zaremba, Adam
61
Wohar, Mark E.
55
McMillan, David G.
53
Ryu, Doojin
52
Madura, Jeff
50
Ma, Feng
48
Tiwari, Aviral Kumar
47
Caporale, Guglielmo Maria
43
Faff, Robert W.
40
Hammoudeh, Shawkat
40
Gil-Alaña, Luis A.
38
Zhang, Wei
38
Xiong, Xiong
37
Chiang, Thomas C.
35
Pierdzioch, Christian
34
Bouri, Elie
33
Hassan, M. Kabir
33
Blau, Benjamin
32
Corbet, Shaen
32
Kim, Jeong-bon
32
Salisu, Afees A.
32
Apergēs, Nikolaos
31
Chan, Kam C.
31
Brooks, Robert
30
Ngo, Thanh
30
Xuan Vinh Vo
30
Balcilar, Mehmet
28
Nguyen, Duc Khuong
28
Schiereck, Dirk
28
Subrahmanyam, Avanidhar
28
Wong, Wing Keung
28
Plastun, Alex
27
Shen, Dehua
27
Cakici, Nusret
26
Goodell, John W.
26
Bohl, Martin T.
25
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The journal of futures markets
8
Pacific-Basin finance journal
6
Energy economics
5
Journal of financial economics
4
Economics letters
3
The journal of finance : the journal of the American Finance Association
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
2
International review of financial analysis
2
Journal of forecasting
2
Journal of monetary economics
2
Structural change and economic dynamics : SC+ED
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in Pacific Basin financial markets
1
Australian journal of management
1
Brookings-Wharton papers on financial services
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Econometric methods and financial time series
1
Economia politica : journal of analytical and institutional economics
1
Economic systems
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Global finance journal
1
International journal of finance & economics : IJFE
1
Journal of business finance & accounting : JBFA
1
Journal of econometrics
1
Journal of economics and finance
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Quantitative finance
1
Research in international business and finance
1
Review of Pacific Basin financial markets and policies
1
Review of financial economics : RFE
1
Studi economici : rivista quadrimestrale
1
The financial review : the official publication of the Eastern Finance Association
1
The international journal of finance
1
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ECONIS (ZBW)
68
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1
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
2
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
3
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
4
Connectivity costs and price efficiency : an event study
Frino, Alex
;
Kovacevic, Ognjen
;
Mollica, Vito
;
Webb, …
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 296-309
Persistent link: https://www.econbiz.de/10012817888
Saved in:
5
Financial turbulence, systemic risk and the predictability of stock market volatility
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Global finance journal
52
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013412548
Saved in:
6
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
7
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
8
Reporting delays and the information content of off-market trades
Frino, Alex
;
Galati, Luca
;
Gerace, Dionigi
- In:
The journal of futures markets
42
(
2022
)
11
,
pp. 2053-2067
Persistent link: https://www.econbiz.de/10013465864
Saved in:
9
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
10
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
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