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~subject:"ARCH model"
~subject:"Ankündigungseffekt"
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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ARCH model
Ankündigungseffekt
Capital income
Kapitaleinkommen
21,805
Börsenkurs
8,441
Share price
8,440
Aktienmarkt
5,132
Stock market
5,132
Estimation
4,850
Schätzung
4,849
Theorie
4,621
Theory
4,621
Volatility
4,440
Volatilität
4,440
Portfolio selection
3,952
Portfolio-Management
3,952
USA
3,619
United States
3,619
CAPM
2,849
Forecasting model
2,737
Prognoseverfahren
2,737
Behavioural finance
2,508
Anlageverhalten
2,505
Capital income tax
1,880
Kapitalertragsteuer
1,880
ARCH-Modell
1,736
Risk
1,699
Risiko
1,646
Announcement effect
1,565
Investment Fund
1,553
Investmentfonds
1,553
Risikoprämie
1,525
Risk premium
1,525
Welt
1,464
World
1,464
Zeitreihenanalyse
1,083
Time series analysis
1,082
China
1,013
Financial analysis
858
Finanzanalyse
857
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Undetermined
9,164
Free
2,054
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Article
21,745
Book / Working Paper
75
Type of publication (narrower categories)
All
Article in journal
Bibliography included
Aufsatz in Zeitschrift
21,772
Graue Literatur
5,100
Non-commercial literature
5,100
Working Paper
4,882
Arbeitspapier
4,878
Aufsatz im Buch
798
Book section
798
Hochschulschrift
626
Thesis
518
Collection of articles written by one author
207
Sammlung
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Conference paper
99
Konferenzbeitrag
99
Collection of articles of several authors
66
Sammelwerk
66
Bibliografie enthalten
48
Aufsatzsammlung
40
Systematic review
22
Übersichtsarbeit
22
Case study
19
Fallstudie
19
Lehrbuch
19
Reprint
19
Konferenzschrift
18
Textbook
16
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14
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Forschungsbericht
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Ratgeber
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Conference proceedings
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Amtsdruckschrift
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English
21,546
German
148
French
46
Spanish
28
Italian
24
Dutch
4
Polish
4
Portuguese
4
Swedish
3
Bulgarian
2
Czech
2
Norwegian
2
Serbian
2
Afrikaans
1
Bosnian
1
Danish
1
Hungarian
1
Lithuanian
1
Russian
1
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Author
All
Gupta, Rangan
125
Zaremba, Adam
99
McMillan, David G.
68
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
Faff, Robert W.
45
Cakici, Nusret
42
Bali, Turan G.
41
Ma, Feng
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Fletcher, Jonathan
37
Demirer, Rıza
36
Pierdzioch, Christian
35
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Caporale, Guglielmo Maria
32
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Gil-Alaña, Luis A.
30
Timmermann, Allan
30
Zhang, Yaojie
30
Zhou, Guofu
30
Ryu, Doojin
28
Xuan Vinh Vo
28
Auer, Benjamin R.
27
Guidolin, Massimo
27
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
25
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Institution
All
Cambridge-Maastricht Symposium <2, 2001, Cambridge>
1
Cambridge-Maastricht Symposium <4, 2003, Cambridge>
1
Cambridge-Maastricht Symposium <6, 2005, Cambridge>
1
Conference on Realized Volatility <2006, Montréal>
1
Deutsche Vereinigung für Finanzanalyse und Anlageberatung
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Maastricht-Cambridge Real Estate Finance and Investment Symposium <3, 2002, Maastricht>
1
Universität Duisburg <1980-2002>
1
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Published in...
All
Finance research letters
609
Journal of banking & finance
566
International review of financial analysis
502
Journal of financial economics
454
Journal of empirical finance
376
Pacific-Basin finance journal
373
The journal of finance : the journal of the American Finance Association
372
Applied financial economics
355
International review of economics & finance : IREF
344
Applied economics
313
Applied economics letters
280
The review of financial studies
263
Research in international business and finance
257
Journal of international financial markets, institutions & money
253
The European journal of finance
252
The North American journal of economics and finance : a journal of financial economics studies
249
Review of quantitative finance and accounting
247
Journal of financial and quantitative analysis : JFQA
246
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
204
Economic modelling
189
Management science : journal of the Institute for Operations Research and the Management Sciences
188
Economics letters
184
International journal of economics and finance
180
Energy economics
166
Journal of risk and financial management : JRFM
164
The journal of real estate finance and economics
162
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
155
Investment management and financial innovations
146
Journal of international money and finance
141
The journal of asset management
140
International journal of economics and financial issues : IJEFI
139
Journal of econometrics
137
Journal of financial markets
137
International journal of finance & economics : IJFE
124
Global finance journal
123
The financial review : the official publication of the Eastern Finance Association
114
The journal of portfolio management : a publication of Institutional Investor
112
Managerial finance
110
Cogent economics & finance
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
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Source
All
ECONIS (ZBW)
21,820
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1
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10
of
21,820
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1
Investor asset valuation under a wealth tax and a
capital
income
tax
Bjerksund, Petter
;
Schjelderup, Guttorm
- In:
International tax and public finance
29
(
2022
)
4
,
pp. 873-889
Persistent link: https://www.econbiz.de/10013438460
Saved in:
2
Profit rate dynamics in US manufacturing
Joffe, Michael
- In:
International review of applied economics
38
(
2024
)
1/2
,
pp. 194-223
Persistent link: https://www.econbiz.de/10014560597
Saved in:
3
Empirical analysis of the "China-US factor" in stock market linkages
Qian, Huai
;
Yang, Bingkun
;
Huang, Weihua
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
6
,
pp. 1118-1129
Persistent link: https://www.econbiz.de/10014567007
Saved in:
4
Direct lending returns
Suhonen, Antti
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 57-83
Persistent link: https://www.econbiz.de/10014576151
Saved in:
5
Smart rebalancing
Arnott, Robert D.
;
Li, Feifei
;
Linnainmaa, Juhani
- In:
Financial analysts journal : FAJ
80
(
2024
)
2
,
pp. 26-51
Persistent link: https://www.econbiz.de/10014576170
Saved in:
6
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
7
Income illusions : challenging the high yield stock narrative
Chen, Yin
;
Israelov, Roni
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 190-202
Persistent link: https://www.econbiz.de/10014511691
Saved in:
8
Differences between NZ and U.S. individual investor sentiment : more noise or more information?
Białkowski, Je̜drzej
;
Wagner, Moritz
;
Wei, Xiaopeng
- In:
New Zealand economic papers
58
(
2024
)
1
,
pp. 74-86
Persistent link: https://www.econbiz.de/10014511890
Saved in:
9
The value of "brand" in the Chinese stock market : the impact of brand attention on stock performance and the moderation role of investor sentiment
Liu, Shuqin
;
Ma, Diandian
;
Li, Xuerong
;
Li, Xiuting
; …
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10014513777
Saved in:
10
Forecasting stock market realized volatility using random forest and artificial neural network in South Africa
Diane, Lamine
;
Brijlal, Pradeep
- In:
International journal of economics and financial issues …
14
(
2024
)
2
,
pp. 5-14
Persistent link: https://www.econbiz.de/10014581568
Saved in:
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