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~isPartOf:"Review of quantitative finance and accounting"
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Anlageverhalten
Capital income
630
Kapitaleinkommen
630
Volatility
371
Volatilität
370
Börsenkurs
354
Share price
354
Theorie
333
Theory
333
Estimation
279
Schätzung
279
Forecasting model
261
Prognoseverfahren
261
CAPM
253
Portfolio selection
177
Portfolio-Management
177
USA
173
United States
173
Aktienmarkt
163
Stock market
163
Risk premium
146
Risikoprämie
145
ARCH model
142
ARCH-Modell
142
Behavioural finance
114
Risk
94
Risiko
92
Time series analysis
90
Zeitreihenanalyse
90
Welt
82
World
82
Ankündigungseffekt
76
Announcement effect
76
Forecast
64
Prognose
64
Financial analysis
62
Finanzanalyse
62
Option pricing theory
59
Optionspreistheorie
59
Estimation theory
58
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Free
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Article
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English
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Hur, Jungshik
5
Vivek Singh
5
Ding, Wenjie
2
Du, Ding
2
Duxbury, Darren
2
Liu, Zhenya
2
Mazouz, Khelifa
2
Mbanga, Cedric
2
Wang, Qingwei
2
Wilkens, Marco
2
Adra, Samer
1
Ahmed, Mohamed S.
1
Andreou, Panayiotis C.
1
Andreu, Laura
1
Antoniou, Antonios
1
Aragon, George O.
1
Baek, Chung
1
Barbopoulos, Leonidas G.
1
Bartov, Eli
1
Bekaert, Geert
1
Bell, Adrian R.
1
Bhattacharya, Debarati
1
Bi, Jia
1
Bird, Ron
1
Blanco, Ivan
1
Blume, Marshall E.
1
Bouri, Elie
1
Bradrania, Reza
1
Broihanne, Marie-Hélène
1
Brooks, Chris
1
Brown, Gregory W.
1
Bui, Dien Giau
1
Buxbaum, Markus
1
Cakici, Nusret
1
Cao, Ruanmin
1
Chang, Rosita P.
1
Chao, Hsiao-ying
1
Chatterjee, Sris
1
Chatzivgeri, Eleni
1
Che, Limei
1
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Journal of empirical finance
Review of quantitative finance and accounting
Finance research letters
159
International review of financial analysis
119
Pacific-Basin finance journal
118
Journal of banking & finance
108
Journal of financial economics
89
International review of economics & finance : IREF
77
The North American journal of economics and finance : a journal of financial economics studies
69
NBER working paper series
66
Applied economics
63
Research in international business and finance
58
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
57
Working paper / National Bureau of Economic Research, Inc.
50
Management science : journal of the Institute for Operations Research and the Management Sciences
49
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
47
The review of financial studies
46
Applied economics letters
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
The journal of finance : the journal of the American Finance Association
42
Economic modelling
41
NBER Working Paper
41
Journal of financial and quantitative analysis : JFQA
36
The European journal of finance
35
Journal of financial markets
34
Journal of international financial markets, institutions & money
34
Discussion paper / Centre for Economic Policy Research
32
Discussion papers / CEPR
32
Economics letters
30
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
30
Investment management and financial innovations
30
Journal of behavioral and experimental finance
30
Journal of economic dynamics & control
30
Research paper series / Swiss Finance Institute
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
30
Journal of economic behavior & organization : JEBO
29
The journal of asset management
28
Financial markets and portfolio management
26
Review of finance : journal of the European Finance Association
24
The journal of futures markets
24
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ECONIS (ZBW)
114
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Investor sentiment and the cross-section of stock returns : new theory and evidence
Ding, Wenjie
;
Mazouz, Khelifa
;
Wang, Qingwei
- In:
Review of quantitative finance and accounting
53
(
2019
)
2
,
pp. 493-525
Persistent link: https://www.econbiz.de/10012225936
Saved in:
3
Biased information weight processing in stock markets
Mohrschladt, Hannes
;
Langer, Thomas
- In:
Journal of empirical finance
57
(
2020
),
pp. 89-106
Persistent link: https://www.econbiz.de/10012430443
Saved in:
4
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
5
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
6
The role of investor attention in idiosyncratic
volatility
puzzle and new results
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
58
(
2022
)
1
,
pp. 409-434
Persistent link: https://www.econbiz.de/10012796173
Saved in:
7
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
8
Stock market trading activity and returns around milestones
Aragon, George O.
;
Dieckmann, Stephan
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 570-584
Persistent link: https://www.econbiz.de/10009306543
Saved in:
9
When does investor sentiment predict stock returns?
Chung, San-lin
;
Hung, Chi-hsiou
;
Yeh, Chung-ying
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10009615715
Saved in:
10
The 52-week high, momentum, and predicting mutual fund returns
Sapp, Travis R. A.
- In:
Review of quantitative finance and accounting
37
(
2011
)
2
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009271479
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