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~isPartOf:"Journal of empirical finance"
~subject:"Volatilität"
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Volatilität
Capital income
379
Kapitaleinkommen
379
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Estimation
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Christiansen, Charlotte
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Journal of empirical finance
Finance research letters
167
International review of financial analysis
129
Journal of banking & finance
110
International review of economics & finance : IREF
107
Energy economics
95
The North American journal of economics and finance : a journal of financial economics studies
95
Journal of financial economics
86
Research in international business and finance
84
Applied financial economics
80
Applied economics
78
NBER working paper series
77
Economic modelling
73
Journal of econometrics
71
Journal of international financial markets, institutions & money
70
Working paper / National Bureau of Economic Research, Inc.
70
Pacific-Basin finance journal
63
Applied economics letters
61
NBER Working Paper
60
Journal of risk and financial management : JRFM
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
International journal of forecasting
50
The European journal of finance
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Journal of forecasting
41
Economics letters
38
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Working paper
38
The journal of finance : the journal of the American Finance Association
37
Investment management and financial innovations
36
Journal of international money and finance
36
International journal of finance & economics : IJFE
35
Journal of financial markets
33
Review of quantitative finance and accounting
33
The journal of futures markets
32
Global finance journal
31
Journal of financial econometrics
31
Research paper series / Swiss Finance Institute
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Department of Economics working paper series
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Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
106
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1
Investor types and stock return volatility
Che, Limei
- In:
Journal of empirical finance
47
(
2018
),
pp. 139-161
Persistent link: https://www.econbiz.de/10012103478
Saved in:
2
Stock price fragility and the cost of bank loans
Francis, Bill B.
;
Hasan, Iftekhar
;
Shen, Yinjie
;
Ye, Pengfei
- In:
Journal of empirical finance
63
(
2021
),
pp. 118-135
Persistent link: https://www.econbiz.de/10013258962
Saved in:
3
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
4
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
Saved in:
5
Why are stock returns and volatility negatively correlated?
Bae, Jinho
;
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 41-58
Persistent link: https://www.econbiz.de/10003416062
Saved in:
6
"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.
;
Wang, T'ao
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 102-119
Persistent link: https://www.econbiz.de/10003943949
Saved in:
7
Modeling and forecasting stock return volatility using a random level shift model
Lu, Yang K.
;
Perron, Pierre
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 138-156
Persistent link: https://www.econbiz.de/10003943961
Saved in:
8
The cross section of cashflow volatility and expected stock returns
Huang, Alan Guoming
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 409-429
Persistent link: https://www.econbiz.de/10003856807
Saved in:
9
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
10
When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
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