//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An Empirical Investigation of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
379
Kapitaleinkommen
379
Börsenkurs
287
Share price
287
Volatility
265
Volatilität
264
Estimation
256
Schätzung
256
Theorie
242
Theory
242
Aktienmarkt
156
Stock market
156
Forecasting model
148
Prognoseverfahren
148
ARCH model
134
ARCH-Modell
134
Portfolio selection
120
Portfolio-Management
120
CAPM
113
USA
112
United States
112
Anlageverhalten
80
Behavioural finance
80
Time series analysis
80
Zeitreihenanalyse
80
Risikoprämie
77
Risk premium
77
Welt
65
World
65
Risk
63
Risiko
61
Estimation theory
52
Schätztheorie
52
Securities trading
45
Wertpapierhandel
45
Correlation
44
Korrelation
44
Ankündigungseffekt
42
Announcement effect
42
Risikomaß
37
more ...
less ...
Online availability
All
Undetermined
385
Free
3
Type of publication
All
Article
793
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
793
Aufsatz in Zeitschrift
793
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
1
Konferenzschrift
1
Language
All
English
796
Author
All
Wang, Yudong
6
Frijns, Bart
5
Gospodinov, Nikolaj
5
Karanasos, Menelaos
5
Schotman, Peter C.
5
Baillie, Richard
4
Caporin, Massimiliano
4
Christiansen, Charlotte
4
Kim, Jae H.
4
Morana, Claudio
4
Nelson, Charles R.
4
Wei, K. C. John
4
Wu, Chongfeng
4
Beltratti, Andrea
3
Cai, Jun
3
Cenesizoglu, Tolga
3
Cheng, Tingting
3
Cho, Dooyeon
3
Conrad, Christian
3
Engsted, Tom
3
Francis, Bill B.
3
Harvey, David I.
3
Hasan, Iftekhar
3
Huang, Roger D.
3
Hur, Jungshik
3
In, Francis Haeuck
3
Kim, Dongcheol
3
Kim, Tong Suk
3
Ko, Kuan-Cheng
3
Kolari, James W.
3
Koop, Gary
3
Laurent, Sébastien
3
Leybourne, Stephen James
3
Liao, Yin
3
Linton, Oliver
3
Maio, Paulo
3
Martens, Martin
3
Min, Byoung-Kyu
3
Nijman, Theodore E.
3
Pan, Zhiyuan
3
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
NBER working paper series
4,106
Working paper / National Bureau of Economic Research, Inc.
4,106
Discussion paper series / IZA
3,426
NBER Working Paper
3,405
Applied economics
2,558
Discussion paper / Centre for Economic Policy Research
2,019
IZA Discussion Papers
2,007
CESifo working papers
1,864
MPRA Paper
1,818
Working paper
1,814
Applied economics letters
1,767
Finance research letters
1,732
IZA Discussion Paper
1,591
Journal of banking & finance
1,536
Economic modelling
1,346
International review of financial analysis
1,331
The Indian economic journal
1,324
Energy economics
1,280
Working Paper
1,280
Economics letters
1,260
The Indian journal of economics
1,228
International review of economics & finance : IREF
1,178
CESifo Working Paper
1,160
The journal of finance : the journal of the American Finance Association
1,147
Applied financial economics
1,146
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
1,090
Journal of financial economics
1,059
Economic & political weekly : a Sameeksha Trust publ.
1,053
Discussion paper
1,026
Finance India : the quarterly journal of Indian Institute of Finance
1,025
NBER Working Papers
1,002
Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
891
Pacific-Basin finance journal
875
Working Papers / eSocialSciences
875
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
871
ECB Working Paper
839
The Asian economic review : journal of the Indian Institute of Economics
836
Journal of international money and finance
826
Journal of econometrics
823
Research in international business and finance
804
more ...
less ...
Source
All
ECONIS (ZBW)
796
Showing
1
-
10
of
796
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock market
volatility
and equity returns : evidence from a two-state Markov-switching model with regressors
Xinyi, Liu
;
Margaritis, Dimitris
;
Wang, Peiming
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 483-496
Persistent link: https://www.econbiz.de/10009615667
Saved in:
2
Multivariate fractionally integrated APARCH modeling of stock market
volatility
: a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
3
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki
;
Heimonen, Kari
- In:
Journal of empirical finance
28
(
2014
),
pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Saved in:
4
Modelling stock volatilities during financial crises : a time varying coefficient approach
Karanasos, Menelaos
;
Paraskevopoulos, Alexandros G.
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011300501
Saved in:
5
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
6
Oil price shocks and the US stock market : a nonlinear approach
Hwang, Inwook
;
Kim, Jaebeom
- In:
Journal of empirical finance
64
(
2021
),
pp. 23-36
Persistent link: https://www.econbiz.de/10013259395
Saved in:
7
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return
volatility
using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
8
Equity markets
volatility
clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Xu, Chao
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
9
Stock market momentum, business conditions, and GARCH option pricing models
Chiang, Min-Hsien
;
Huang, Hsin-yi
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 488-505
Persistent link: https://www.econbiz.de/10009302078
Saved in:
10
Time-varying correlation between stock market returns and real estate returns
Heaney, Richard A.
;
Sriananthakumar, Sivagowry
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 583-594
Persistent link: https://www.econbiz.de/10009615660
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->