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~isPartOf:"Applied economics letters"
~subject:"Announcement effect"
~subject:"Volatility"
~type_genre:"Article in journal"
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Announcement effect
Volatility
Capital income
280
Kapitaleinkommen
280
Börsenkurs
144
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144
Aktienmarkt
91
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91
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Grobys, Klaus
3
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2
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Applied economics letters
Finance research letters
210
International review of financial analysis
166
Journal of banking & finance
144
International review of economics & finance : IREF
121
Journal of empirical finance
120
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of financial economics
101
Research in international business and finance
101
Applied economics
98
Energy economics
98
Applied financial economics
88
Pacific-Basin finance journal
82
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79
Journal of international financial markets, institutions & money
79
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75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Review of quantitative finance and accounting
71
Journal of econometrics
70
Journal of risk and financial management : JRFM
68
The European journal of finance
64
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51
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49
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48
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Economics letters
43
International journal of finance & economics : IJFE
42
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42
Management science : journal of the Institute for Operations Research and the Management Sciences
42
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41
Cogent economics & finance
40
International journal of economics and finance
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The journal of corporate finance : contracting, governance and organization
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Global finance journal
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ECONIS (ZBW)
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The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
12
Detecting jumps and regime switches in international stock markets returns
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1011-1019
Persistent link: https://www.econbiz.de/10011312229
Saved in:
13
Portuguese stock market returns and oil price variations
Marques, Sebastião Messias
;
Catalão-Lopes, Margarida
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 515-520
Persistent link: https://www.econbiz.de/10010528817
Saved in:
14
A spectral perspective on excess volatility
Livan, Giacomo
;
Alfarano, Simone
;
Milaković, Mishael
; …
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 745-750
Persistent link: https://www.econbiz.de/10010530017
Saved in:
15
The nonlinear relationship between autocorrelation and volatility : the case of the Asian financial crisis
Chang, Chiao-yi
;
Shie, Fu-shuen
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 305-311
Persistent link: https://www.econbiz.de/10009629549
Saved in:
16
Investor sentiment in the Chinese stock market : an empirical analysis
Chi, Lixu
;
Zhuang, Xintian
;
Song, Dalei
- In:
Applied economics letters
19
(
2012
)
4/6
,
pp. 345-348
Persistent link: https://www.econbiz.de/10009630166
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17
Day-of-the-week effect on the return and conditional variance of the H-shares index in Hong Kong
Chan, Hing-lin
;
Woo, Kai-yin
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 243-249
Persistent link: https://www.econbiz.de/10009412610
Saved in:
18
On international stock market comovements and macroeconomic risks
Chen, Peng
;
Wu, Shu
- In:
Applied economics letters
20
(
2013
)
10/12
,
pp. 978-982
Persistent link: https://www.econbiz.de/10010196202
Saved in:
19
Understanding momentum in commodity markets
Chevallier, Julien
;
Gatumel, Mathieu
;
Ielpo, Florian
- In:
Applied economics letters
20
(
2013
)
13/15
,
pp. 1383-1402
Persistent link: https://www.econbiz.de/10010203400
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20
Do acquirers' stock prices fully react to the acquisition announcement of listed versus unlisted target firms? : out-of-sample evidence from Spain
Latorre, Miguel A.
;
Herrero, Begoña
;
Farinós Viñas, …
- In:
Applied economics letters
21
(
2014
)
13/15
,
pp. 1075-1078
Persistent link: https://www.econbiz.de/10010418206
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