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~language:"eng"
~person:"Demirer, Rıza"
~person:"Schwert, George William"
~person:"Subrahmanyam, Avanidhar"
~subject:"1957-1987"
~subject:"Share price"
~type_genre:"Article in journal"
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1957-1987
Share price
Börsenkurs
70
Capital income
68
Kapitaleinkommen
68
USA
63
United States
63
Stock market
55
Aktienmarkt
53
Theorie
52
Theory
52
Volatility
52
Volatilität
52
Risiko
33
Risk
33
Anlageverhalten
32
Behavioural finance
32
Estimation
29
Schätzung
29
Welt
29
World
29
Forecasting model
24
Prognoseverfahren
24
Efficient market hypothesis
23
Effizienzmarkthypothese
23
Liquidity
23
Liquidität
23
CAPM
19
Handelsvolumen der Börse
18
Risikoprämie
18
Risk premium
18
Trading volume
18
Oil price
17
Ölpreis
17
Asymmetric information
16
Asymmetrische Information
16
Herdenverhalten
15
Herding
15
Financial market
14
Finanzmarkt
14
Securities trading
14
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Undetermined
31
Free
1
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Article
70
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Article in journal
Aufsatz in Zeitschrift
70
Arbeitspapier
19
Working Paper
19
Graue Literatur
13
Non-commercial literature
13
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
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1
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English
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Demirer, Rıza
Schwert, George William
Subrahmanyam, Avanidhar
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
Wong, Wing Keung
28
Plastun, Alex
27
Shen, Dehua
27
Cakici, Nusret
26
Frino, Alex
26
Goodell, John W.
26
Bohl, Martin T.
25
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Published in...
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Journal of financial economics
7
The journal of finance : the journal of the American Finance Association
7
Energy economics
5
The review of financial studies
5
Economics letters
3
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
2
Journal of forecasting
2
Journal of monetary economics
2
Structural change and economic dynamics : SC+ED
2
The journal of business : B
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Brookings-Wharton papers on financial services
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
1
Defence and peace economics
1
Econometric methods and financial time series
1
Economia politica : journal of analytical and institutional economics
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economic systems
1
Finance research letters
1
Financial analysts' journal : FAJ
1
Global finance journal
1
International journal of finance & economics : IJFE
1
International review of finance
1
International review of financial analysis
1
Journal of accounting & economics
1
Journal of econometrics
1
Journal of economics & business
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
Management science : journal of the Institute for Operations Research and the Management Sciences
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
Review of finance : journal of the European Finance Association
1
Review of financial economics : RFE
1
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ECONIS (ZBW)
70
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70
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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
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:
5
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:
6
Momentum, reversals, and investor clientele
Chui, Andy C. W.
;
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
Review of finance : journal of the European Finance …
26
(
2022
)
2
,
pp. 217-255
Persistent link: https://www.econbiz.de/10013188532
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
Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
Saved in:
9
Retail trading activity and major lifecycle events : the case of divorce
Grant, Andrew
;
Kalev, Petko S.
;
Subrahmanyam, Avanidhar
; …
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013401922
Saved in:
10
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:
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