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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Kapitalmarktrendite"
~subject:"Stock market"
~subject:"Volatility"
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Kapitalmarktrendite
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Bali, Turan G.
5
Chordia, Tarun
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Jiang, George J.
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Subrahmanyam, Avanidhar
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Zhou, Guofu
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
473
Finance research letters
437
International review of financial analysis
363
Journal of banking & finance
296
NBER working paper series
277
International review of economics & finance : IREF
276
Applied financial economics
252
Applied economics
251
Pacific-Basin finance journal
244
The review of financial studies
228
Journal of international financial markets, institutions & money
227
The North American journal of economics and finance : a journal of financial economics studies
225
Journal of empirical finance
222
Energy economics
215
NBER Working Paper
211
Economic modelling
209
Journal of financial economics
207
Research in international business and finance
206
Applied economics letters
189
The journal of futures markets
177
Discussion paper / Centre for Economic Policy Research
176
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
167
The journal of finance : the journal of the American Finance Association
164
Journal of risk and financial management : JRFM
143
Journal of international money and finance
133
The European journal of finance
130
Working paper
122
International journal of economics and finance
120
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
119
Review of quantitative finance and accounting
113
Journal of econometrics
110
Global finance journal
106
International journal of finance & economics : IJFE
105
Economics letters
104
Investment management and financial innovations
102
International journal of economics and financial issues : IJEFI
95
CESifo working papers
87
Research paper series / Swiss Finance Institute
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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1
Portfolio concentration and the performance of individual investors
Ivković, Zoran
;
Sialm, Clemens
;
Weisbenner, Scott J.
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
3
,
pp. 613-655
Persistent link: https://www.econbiz.de/10003757789
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
An epidemic model of investor behavior
Shive, Sophie
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
1
,
pp. 169-198
Persistent link: https://www.econbiz.de/10003984451
Saved in:
4
Profitability of monumentum strategies in the international equity markets
Chan, Kalok
;
Hameed, Allaudeen
;
Tong, Wilson H.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 153-172
Persistent link: https://www.econbiz.de/10001510053
Saved in:
5
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:
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
New evidence on conditional factor models
Cooper, Ilan
;
Maio, Paulo
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
Saved in:
8
Changing risk, return, and leverage : the 1997 Asian financial crisis
Maroney, Neal
;
Naka, Atsuyuki
;
Wansi, Theresia
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 143-166
Persistent link: https://www.econbiz.de/10001988598
Saved in:
9
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:
10
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
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