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~isPartOf:"Pacific-Basin finance journal"
~subject:"Börsenkurs"
~subject:"Time series analysis"
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Börsenkurs
Time series analysis
Theorie
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Chou, Pin-huang
3
Dinh Hoang Bach Phan
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Pacific-Basin finance journal
Journal of econometrics
353
Economics letters
339
International journal of forecasting
329
NBER working paper series
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Tinbergen Institute
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Econometric theory
191
Economic modelling
163
The journal of finance : the journal of the American Finance Association
153
Applied economics
151
Econometric reviews
146
The review of financial studies
136
Journal of banking & finance
133
Journal of economic dynamics & control
131
Finance research letters
129
Discussion paper / Centre for Economic Policy Research
128
Journal of financial economics
127
Applied economics letters
115
Journal of empirical finance
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Computational economics
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
101
Working paper
100
International review of financial analysis
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
94
International review of economics & finance : IREF
88
CESifo working papers
83
Working paper / Department of Econometrics and Business Statistics, Monash University
83
CREATES research paper
81
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
The North American journal of economics and finance : a journal of financial economics studies
74
SFB 649 discussion paper
71
Cowles Foundation discussion paper
70
Applied financial economics
68
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
41
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1
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Saved in:
2
Short selling by individual investors : destabilizing or price discovering?
Jung, Chan Shik
;
Kim, Woojin
;
Lee, Dong Wook
- In:
Pacific-Basin finance journal
21
(
2013
)
1
,
pp. 1232-1248
Persistent link: https://www.econbiz.de/10009693384
Saved in:
3
Is transaction price more value relevant compared to accounting information? : an investigation of a time-series approach
Tswei, Keshin
- In:
Pacific-Basin finance journal
21
(
2013
)
1
,
pp. 1062-1078
Persistent link: https://www.econbiz.de/10009693397
Saved in:
4
Evaluating time-series restrictions for cross-sections of expected returns : multifactor CCAPMs
Kim, Jinyong
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 688-706
Persistent link: https://www.econbiz.de/10009619797
Saved in:
5
Predicting dividends in log-linear present value models
Ang, Andrew
- In:
Pacific-Basin finance journal
20
(
2012
)
1
,
pp. 151-171
Persistent link: https://www.econbiz.de/10009629165
Saved in:
6
Capital gains, illiquidity, and stock returns
Lei, Xiaoyan
;
Zhou, Yuegang
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 273-293
Persistent link: https://www.econbiz.de/10010346740
Saved in:
7
What affects the cool-off duration under price limits?
Chou, Pin-huang
;
Chou, Robin K.
;
Ko, Kuan-cheng
;
Chao, …
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 256-278
Persistent link: https://www.econbiz.de/10010346768
Saved in:
8
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng
;
Chen, Shu-Heng
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
Saved in:
9
Information attributes, information asymmetry and industry sector returns
Gordon, Narelle
;
Watts, Edward
;
Wu, Qiongbing
- In:
Pacific-Basin finance journal
26
(
2014
),
pp. 156-175
Persistent link: https://www.econbiz.de/10010498746
Saved in:
10
A GMM approach for estimation of volatility and regression models when daily prices are subject to price limits
Wei, K. C. John
;
Chiang, Raymond
- In:
Pacific-Basin finance journal
12
(
2004
)
4
,
pp. 445-461
Persistent link: https://www.econbiz.de/10002145026
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