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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The European journal of finance"
~subject:"Kapitalmarktrendite"
~subject:"Volatility"
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Kapitalmarktrendite
Volatility
USA
889
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888
Capital income
501
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501
Portfolio selection
353
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Chordia, Tarun
4
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Jiang, George J.
4
Bali, Turan G.
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
Lin, Tse-Chun
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2
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1
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
295
Finance research letters
291
International review of financial analysis
216
Journal of banking & finance
213
The review of financial studies
191
Energy economics
183
International review of economics & finance : IREF
174
The journal of futures markets
168
Journal of empirical finance
164
NBER working paper series
164
The North American journal of economics and finance : a journal of financial economics studies
163
Journal of financial economics
154
Applied economics
147
Economic modelling
135
Journal of international financial markets, institutions & money
133
Research in international business and finance
130
Applied financial economics
129
Discussion paper / Centre for Economic Policy Research
128
NBER Working Paper
123
The journal of finance : the journal of the American Finance Association
112
Pacific-Basin finance journal
110
Journal of econometrics
107
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
104
Journal of risk and financial management : JRFM
96
Applied economics letters
95
Working paper
92
Journal of international money and finance
86
Economics letters
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Research paper series / Swiss Finance Institute
69
Discussion paper / Tinbergen Institute
63
International journal of finance & economics : IJFE
60
International journal of forecasting
60
CESifo working papers
59
Review of quantitative finance and accounting
59
Global finance journal
58
Swiss Finance Institute Research Paper
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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1
Meteor showers and global asset allocation
Ahmed, Rashad
;
Hasan, Mohammad S.
;
Sultan, Jahangir
- In:
The European journal of finance
26
(
2020
)
17
,
pp. 1703-1724
Persistent link: https://www.econbiz.de/10012314648
Saved in:
2
A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng
;
Yang, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
Saved in:
3
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
4
Text-based industry momentum
Hoberg, Gerard
;
Phillips, Gordon M.
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2355-2388
Persistent link: https://www.econbiz.de/10012128029
Saved in:
5
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
6
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
7
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
8
Predictability of Bitcoin returns
Cheah, Eng-Tuck
;
Luo, Di
;
Zhang, Zhuang
;
Sung, Ming-chien
- In:
The European journal of finance
28
(
2022
)
1
,
pp. 66-85
Persistent link: https://www.econbiz.de/10013373232
Saved in:
9
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
10
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
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