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~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Stock market"
~subject:"Volatilität"
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Stock market
Volatilität
Portfolio selection
224
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Behavioural finance
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133
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Hammoudeh, Shawkat
4
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Du, Ding
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Vivek Singh
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Journal of international financial markets, institutions & money
Review of quantitative finance and accounting
Finance research letters
168
International review of financial analysis
151
Pacific-Basin finance journal
128
Journal of banking & finance
98
International review of economics & finance : IREF
87
NBER working paper series
86
Research in international business and finance
81
The North American journal of economics and finance : a journal of financial economics studies
80
Applied economics
77
Journal of financial economics
72
Journal of empirical finance
70
Working paper / National Bureau of Economic Research, Inc.
69
NBER Working Paper
61
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
55
Economic modelling
54
Energy economics
54
Applied economics letters
53
Investment management and financial innovations
50
The journal of asset management
49
The European journal of finance
48
Journal of risk and financial management : JRFM
44
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
43
Cogent economics & finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Applied financial economics
38
CESifo working papers
38
International journal of economics and financial issues : IJEFI
38
Research paper series / Swiss Finance Institute
37
International journal of finance & economics : IJFE
36
Journal of economic dynamics & control
35
Global finance journal
33
Discussion paper / Centre for Economic Policy Research
32
Discussion papers / CEPR
32
International Journal of Financial Studies : open access journal
32
Journal of financial markets
32
The review of financial studies
30
Swiss Finance Institute Research Paper
29
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
103
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1
Education and the local equity bias around the world
Bose, Udichibarna
;
MacDonald, Ronald
;
Tsoukas, Serafeim
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 65-88
Persistent link: https://www.econbiz.de/10011475603
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2
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
Saved in:
3
Afraid of the stock market
Lim, Yuree
;
Kim, Kyoungtae
- In:
Review of quantitative finance and accounting
53
(
2019
)
3
,
pp. 773-810
Persistent link: https://www.econbiz.de/10012234394
Saved in:
4
The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality
Egginton, Jared
;
Hur, Jungshik
;
Vivek Singh
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 759-780
Persistent link: https://www.econbiz.de/10012171725
Saved in:
5
Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing
Hur, Jungshik
;
Mbanga, Cedric
- In:
Review of quantitative finance and accounting
49
(
2017
)
2
,
pp. 407-433
Persistent link: https://www.econbiz.de/10011797092
Saved in:
6
Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru
- In:
Review of quantitative finance and accounting
37
(
2011
)
3
,
pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
Saved in:
7
An explanation for momentum with a rational model under symmetric information - Evidence from cross country equity markets
Koziol, Christian
;
Proelss, Juliane
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012668191
Saved in:
8
Revisiting disposition effect and momentum : a quantile regression perspective
Ahmed, Mohamed S.
;
Doukas, John A.
- In:
Review of quantitative finance and accounting
56
(
2021
)
3
,
pp. 1087-1128
Persistent link: https://www.econbiz.de/10012498621
Saved in:
9
Avoiding momentum crashes : dynamic momentum and contrarian trading
Dobrynskaja, V. V.
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012263335
Saved in:
10
Cash flow volatility and corporate bond yield spreads
Douglas, Alan V. S.
;
Huang, Alan Guoming
;
Vetzal, Kenneth R.
- In:
Review of quantitative finance and accounting
46
(
2016
)
2
,
pp. 417-458
Persistent link: https://www.econbiz.de/10011588390
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