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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Schwert, George William"
~subject:"Prognoseverfahren"
~subject:"Share price"
~type_genre:"Article in journal"
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Caporale, Guglielmo Maria
Guo, Hui
Schwert, George William
Gupta, Rangan
75
Madura, Jeff
31
Baghestani, Hamid
28
Wohar, Mark E.
23
Balcilar, Mehmet
17
Pierdzioch, Christian
17
Irwin, Scott H.
16
Stulz, René M.
16
Whaley, Robert E.
14
Akhigbe, Aigbe O.
13
Jegadeesh, Narasimhan
13
Salisu, Afees A.
13
Campbell, John Y.
12
Engle, Robert F.
12
Lakonishok, Josef
12
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11
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10
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10
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Journal of financial economics
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International journal of finance & economics : IJFE
2
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2
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2
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1
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1
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1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
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ECONIS (ZBW)
29
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1
Stock volatility and the crash of '87
Schwert, George William
Persistent link: https://www.econbiz.de/10001274917
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2
Alternative models for conditional stock volatility
Pagan, Adrian R.
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 267-290
Persistent link: https://www.econbiz.de/10001332072
Saved in:
3
Testing for covariance stationarity in stock market data
Pagan, Adrian R.
- In:
Economics letters
33
(
1990
)
2
,
pp. 165-170
Persistent link: https://www.econbiz.de/10001088170
Saved in:
4
Stock market volatility
Schwert, George William
- In:
Financial analysts' journal : FAJ
46
(
1990
)
3
,
pp. 23-34
Persistent link: https://www.econbiz.de/10001089639
Saved in:
5
Margin requirements and stock volatility
Schwert, George William
- In:
Journal of financial services research : JFSR
3
(
1989
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001092932
Saved in:
6
Symposium on market microstructure : focus on Nasdaq
Schwert, George William
(
contributor
)
- In:
Journal of financial economics
45
(
1997
)
1
Persistent link: https://www.econbiz.de/10001224765
Saved in:
7
Poison or placebo? : Evidence on the deterrence and wealth effects of modern antitakeover measures
Comment, Robert
- In:
Journal of financial economics
39
(
1995
)
1
,
pp. 3-43
Persistent link: https://www.econbiz.de/10001185911
Saved in:
8
Markup pricing in mergers and acquisitions
Schwert, George William
- In:
Journal of financial economics
41
(
1996
)
2
,
pp. 153-192
Persistent link: https://www.econbiz.de/10001200422
Saved in:
9
Why does stock market volatility change over time?
Schwert, George William
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1115-1153
Persistent link: https://www.econbiz.de/10001080365
Saved in:
10
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
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