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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Ankündigungseffekt"
~subject:"Kapitalmarktrendite"
~subject:"Volatility"
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Ankündigungseffekt
Kapitalmarktrendite
Volatility
USA
809
United States
808
Capital income
248
Kapitaleinkommen
248
Börsenkurs
224
Share price
223
Portfolio selection
179
Portfolio-Management
179
Theorie
155
Theory
155
Estimation
105
Schätzung
105
Anlageverhalten
95
Behavioural finance
95
Announcement effect
76
Investment Fund
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Investmentfonds
76
Capital market returns
74
CAPM
69
Volatilität
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Aktienmarkt
57
Stock market
57
Takeover
55
Übernahme
55
Führungskräfte
49
Managers
49
Risikoprämie
48
Risk premium
48
Risiko
45
Financial analysis
43
Finanzanalyse
43
Financial crisis
42
Finanzkrise
42
Risk
42
Forecasting model
40
Institutional investor
40
Institutioneller Investor
40
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English
195
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Chordia, Tarun
4
Jiang, George J.
4
Bali, Turan G.
3
McConnell, John J.
3
Stivers, Christopher T.
3
Subrahmanyam, Avanidhar
3
Zhou, Guofu
3
Akbas, Ferhat
2
Balduzzi, Pierluigi
2
Cao, Jie
2
Chan, Konan
2
Chen, Sheng-syan
2
Chen, Yong
2
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2
Connolly, Robert A.
2
DeMiguel, Victor
2
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2
Faccio, Mara
2
Feunou, Bruno
2
Goyal, Amit
2
Guo, Hui
2
Gómez, Juan-Pedro
2
Hameed, Allaudeen
2
Han, Bing
2
Han, Yufeng
2
Ikenberry, David
2
Johnson, Shane A.
2
Kang, Jun-koo
2
Kapadia, Nishad
2
Lee, Jae-ha
2
Lin, Tse-Chun
2
Maio, Paulo
2
Massa, Massimo
2
Masulis, Ronald W.
2
Paye, Bradley
2
Rankine, Graeme
2
Stice, Earl Kay
2
Trigeorgis, Lenos
2
Wahal, Sunil
2
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Journal of financial and quantitative analysis : JFQA
Finance research letters
348
Working paper / National Bureau of Economic Research, Inc.
348
The review of financial studies
265
Journal of banking & finance
264
International review of financial analysis
258
The journal of finance : the journal of the American Finance Association
233
Journal of financial economics
200
International review of economics & finance : IREF
196
The journal of futures markets
191
NBER working paper series
189
Energy economics
187
Journal of empirical finance
183
The North American journal of economics and finance : a journal of financial economics studies
177
Applied economics
174
Research in international business and finance
162
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
156
Journal of international financial markets, institutions & money
152
Applied financial economics
151
Economic modelling
143
Discussion paper / Centre for Economic Policy Research
138
NBER Working Paper
133
Pacific-Basin finance journal
131
Journal of international money and finance
121
Review of quantitative finance and accounting
120
Applied economics letters
110
Journal of econometrics
107
Journal of risk and financial management : JRFM
107
Working paper
104
Economics letters
97
The European journal of finance
91
Journal of economics and finance
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
Journal of economics & business
73
Global finance journal
72
Research paper series / Swiss Finance Institute
72
CESifo working papers
70
Finance and economics discussion series
68
International journal of finance & economics : IJFE
68
Discussion paper / Tinbergen Institute
67
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ECONIS (ZBW)
195
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195
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1
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:
2
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:
3
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:
4
Crash risk in currency returns
Chernov, Mikhail
;
Graveline, Jeremy
;
Zviadadze, Irina
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 137-170
Persistent link: https://www.econbiz.de/10011929414
Saved in:
5
Stock returns, implied volatility innovations, and the asymmetric volatility phenomenon
Dennis, Patrick
;
Mayhew, Stewart
;
Stivers, Christopher T.
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
2
,
pp. 381-406
Persistent link: https://www.econbiz.de/10003331899
Saved in:
6
The information content of idiosyncratic volatility
Jiang, George J.
;
Xu, Danielle
;
Yao, Tong
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003854340
Saved in:
7
Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
Saved in:
8
The role of the media in the Internet IPO bubble
Bhattacharya, Utpal
;
Galpin, Neal
;
Ray, Rina
;
Yu, Xiaoyun
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
3
,
pp. 657-682
Persistent link: https://www.econbiz.de/10003887391
Saved in:
9
Forecasting volatility using long memory and comovements : an application to option valuation under SFAS 123R
Jiang, George J.
;
Tian, Yisong Sam
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 503-533
Persistent link: https://www.econbiz.de/10003990715
Saved in:
10
A reexamination of the causes of time-varying stock return volatilities
Zhang, Chu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 663-684
Persistent link: https://www.econbiz.de/10008657206
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