//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Review of quantitative finance and accounting"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Empirical asset return distrib...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
247
Kapitaleinkommen
247
Börsenkurs
117
Share price
117
Estimation
60
Schätzung
60
Aktienmarkt
49
Stock market
49
USA
47
United States
47
Portfolio selection
46
Portfolio-Management
46
Anlageverhalten
42
Behavioural finance
42
Theorie
42
Theory
42
Ankündigungseffekt
40
Announcement effect
40
Volatility
37
Volatilität
37
CAPM
30
Gewinn
30
Profit
30
Forecasting model
23
Prognoseverfahren
23
Financial analysis
22
Finanzanalyse
22
ARCH model
21
ARCH-Modell
21
Investment Fund
21
Investmentfonds
21
Risiko
19
Risk
19
China
17
Earnings announcement
17
Statistical distribution
17
Statistische Verteilung
17
Gewinnprognose
16
Takeover
16
Übernahme
16
more ...
less ...
Online availability
All
Undetermined
124
Free
6
Type of publication
All
Article
259
Type of publication (narrower categories)
All
Article in journal
259
Aufsatz in Zeitschrift
259
Language
All
English
259
Author
All
Lee, Cheng F.
5
Vivek Singh
5
Hur, Jungshik
4
Nam, Kiseok
4
Cai, Charlie X.
3
Chiang, Thomas C.
3
Faff, Robert W.
3
Fletcher, Jonathan
3
Gangopadhyay, Partha
3
Lu, Chiuling
3
Savva, Christos S.
3
Zhang, Qi
3
Zhou, Zhong-guo
3
Andriosopoulos, Dimitris
2
Bielstein, Patrick
2
Brown, Robert M.
2
Cakici, Nusret
2
Chen, Carl R.
2
Chidambaran, Nemmara
2
Chuang, Kai-Shi
2
Fung, Hung-gay
2
Gregoriou, Andros
2
Harjoto, Maretno Agus
2
Huang, Alan Guoming
2
Jawadi, Fredj
2
Jiang, Ying
2
John, Kose
2
Karafiath, Imre
2
Keasey, Kevin
2
Koutmos, Dimitrios
2
Lambertides, Neophytos
2
Larsen, Glen A.
2
Lee, Bong-soo
2
Lin, Shih-kuei
2
Liu, Xiaoquan
2
Lung, Peter P.
2
Malik, Farooq
2
Mazouz, Khelifa
2
McGuinness, Paul B.
2
McKenzie, Michael D.
2
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
NBER working paper series
631
Finance research letters
616
Journal of banking & finance
605
Working paper / National Bureau of Economic Research, Inc.
600
International review of financial analysis
528
NBER Working Paper
486
Journal of financial economics
461
Journal of empirical finance
405
The journal of finance : the journal of the American Finance Association
381
Pacific-Basin finance journal
374
Applied financial economics
365
International review of economics & finance : IREF
357
Applied economics
348
Applied economics letters
321
Journal of econometrics
298
Economics letters
283
The European journal of finance
269
The review of financial studies
269
The North American journal of economics and finance : a journal of financial economics studies
266
Journal of international financial markets, institutions & money
256
Journal of financial and quantitative analysis : JFQA
255
Research in international business and finance
242
Economic modelling
237
Insurance / Mathematics & economics
224
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
213
Management science : journal of the Institute for Operations Research and the Management Sciences
209
Discussion paper / Centre for Economic Policy Research
199
Journal of risk and financial management : JRFM
186
Discussion paper / Tinbergen Institute
182
International journal of economics and finance
182
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
177
Energy economics
176
International journal of forecasting
175
The journal of real estate finance and economics
167
Research paper series / Swiss Finance Institute
163
Working paper
163
Investment management and financial innovations
157
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
156
The journal of asset management
151
more ...
less ...
Source
All
ECONIS (ZBW)
259
Showing
1
-
10
of
259
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock price distributions and news : evidence from index options
Steeley, James M.
- In:
Review of quantitative finance and accounting
23
(
2004
)
3
,
pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
Saved in:
2
A model for stock market returns : non-Gaussian fluctuations and financial factors
Craven, B. D.
;
Islam, Sardar M. N.
- In:
Review of quantitative finance and accounting
30
(
2008
)
4
,
pp. 355-370
Persistent link: https://www.econbiz.de/10003711385
Saved in:
3
Realized higher moments and trading activity
Yuan, Shu-Fang
- In:
Review of quantitative finance and accounting
62
(
2024
)
3
,
pp. 971-1005
Persistent link: https://www.econbiz.de/10014503204
Saved in:
4
Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
Review of quantitative finance and accounting
56
(
2021
)
4
,
pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795
Saved in:
5
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
6
Retrieving risk neutral moments and expected quadratic variation from option prices
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 955-1002
Persistent link: https://www.econbiz.de/10011796976
Saved in:
7
Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.
;
Su, Jung-bin
- In:
Review of quantitative finance and accounting
39
(
2012
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
Saved in:
8
Evaluating effects of excess kurtosis on VaR estimates : evidence for international stock indices
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Review of quantitative finance and accounting
27
(
2006
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10003344297
Saved in:
9
Density estimation through quasi-analytic Monte-Carlo simulation : options arbitrage with transactions costs
Chidambaran, Nemmara
- In:
Review of quantitative finance and accounting
28
(
2007
)
1
,
pp. 101-122
Persistent link: https://www.econbiz.de/10003410833
Saved in:
10
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->