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4
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ECONIS (ZBW)
463
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111
Stock market return predictability revisited : evidence from a new index constructing the oil market
Chen, Wang
;
Chevallier, Julien
;
Wang, Jiqian
;
Zhong, Juandan
- In:
Finance research letters
49
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013478846
Saved in:
112
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?
Mantilla-Garcia, Daniel
;
Malagon, Juliana
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457556
Saved in:
113
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
114
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
115
Forecasting crash risk in U.S. bank returns : the role of credit booms
Mihai, Marius M.
;
Mansur, Iqbal
- In:
The journal of corporate finance : contracting, …
76
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
Saved in:
116
Stock market linkages in Asia : revisiting granger causality evidences
Saji, T. G.
- In:
Theoretical and applied economics : GAER review
29
(
2022
)
3/632
,
pp. 151-168
Persistent link: https://www.econbiz.de/10014325470
Saved in:
117
The persistence of financial volatility after COVID-19
Vera-Valdés, J. Eduardo
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494796
Saved in:
118
Investor sentiment metrics and stock market returns : a study of the causality relationship using VAR models
Ben Aissia, Dorsaf
;
Neffati, Nizar
- In:
American journal of finance and accounting
7
(
2022
)
2
,
pp. 90-124
Persistent link: https://www.econbiz.de/10014434368
Saved in:
119
Measuring stock market volatility : a study in India's perspective
Dixit, Jitendra Kumar
;
Agrawal, Vivek
;
Agarwal, Sucheta
- In:
International journal of economic policy in emerging …
16
(
2022
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014307993
Saved in:
120
Forecasting the realized
variance
in the presence of intraday periodicity
Dumitru, Ana-Maria H.
;
Hizmeri, Rodrigo
;
Izzeldin, Marwan
-
2019
autoregressive model (HAR) framework. We show that periodicity inflates the
variance
of the realized volatility and biases jump …
Persistent link: https://www.econbiz.de/10012063222
Saved in:
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