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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
~subject:"USA"
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Kapitaleinkommen
USA
Correlation
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Christiansen, Charlotte
3
Nelson, Charles R.
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Karanasos, Menelaos
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Kim, Chang-jin
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Applied economics letters
Journal of empirical finance
Applied economics
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Working paper / National Bureau of Economic Research, Inc.
53
Economic modelling
50
Journal of banking & finance
50
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49
International review of financial analysis
43
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Research in international business and finance
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International journal of forecasting
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Applied financial economics
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1
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
2
Cryptocurrency return reversals
Kozlowski, Steven E.
;
Puleo, Michael R.
;
Zhou, Jizhou
- In:
Applied economics letters
28
(
2021
)
11
,
pp. 887-893
Persistent link: https://www.econbiz.de/10012589685
Saved in:
3
CDS-bond basis and bond return predictability
Kim, Gi H.
;
Li, Haitao
;
Zhang, Weina
- In:
Journal of empirical finance
38
(
2016
),
pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
Saved in:
4
Dollar debt and equity returns
Braymen, Charles
;
Obonyo, Tirimba
;
Woessner, Nicholas E.
- In:
Applied economics letters
28
(
2021
)
12
,
pp. 1021-1025
Persistent link: https://www.econbiz.de/10012589735
Saved in:
5
Modelling impact of monetary policy on stock market liquidity : a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
6
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
Saved in:
7
Stochastic volatility, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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8
Impacts of stock splits on transaction costs under different tick size regimes
Wu, Yu
;
Krehbiel, Timothy L.
;
Brorsen, B. Wade
- In:
Applied economics letters
18
(
2011
)
7/9
,
pp. 729-733
Persistent link: https://www.econbiz.de/10009230907
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9
The impacts of liquidity measures and credit rating on corporate bond yield spreads : evidence from China's green bond market
Chang, Kai
;
Feng, Yan Ling
;
Liu, Wang
;
Lu, Ning
;
Li, …
- In:
Applied economics letters
28
(
2021
)
17
,
pp. 1446-1457
Persistent link: https://www.econbiz.de/10012626592
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10
Is liquidity risk priced in cryptocurrency markets?
Han, SeungOh
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2481-2487
Persistent link: https://www.econbiz.de/10014365989
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