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~subject:"Announcement effect"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
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Announcement effect
Capital income
Kapitaleinkommen
Börsenkurs
51,262
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51,194
Optionspreistheorie
14,846
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Gupta, Rangan
97
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88
Zaremba, Adam
83
Plastun, Alex
55
McMillan, David G.
51
Narayan, Paresh Kumar
49
Bali, Turan G.
46
Campbell, John Y.
39
Cakici, Nusret
38
Bollerslev, Tim
37
Pierdzioch, Christian
37
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33
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32
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32
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31
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30
Faff, Robert W.
29
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29
Bekaert, Geert
28
Gil-Alaña, Luis A.
28
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28
Zhou, Guofu
28
Bouri, Elie
26
Lamont, Owen A.
26
Schiereck, Dirk
26
Ang, Andrew
25
Engle, Robert F.
25
Chiang, Thomas C.
24
Ma, Feng
24
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24
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23
Sum, Vichet
23
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22
Hassan, M. Kabir
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21
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20
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Mediobanca <Mailand>
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Centre for Economic Policy Research
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Centre for International Economic Studies
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Eberhard Karls Universität Tübingen
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Finance research letters
382
International review of financial analysis
281
Journal of banking & finance
273
Journal of financial economics
222
Pacific-Basin finance journal
216
International review of economics & finance : IREF
195
NBER working paper series
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Applied economics letters
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Journal of empirical finance
173
Applied economics
165
Research in international business and finance
161
The journal of finance : the journal of the American Finance Association
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Review of quantitative finance and accounting
155
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The North American journal of economics and finance : a journal of financial economics studies
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NBER Working Paper
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127
Journal of international financial markets, institutions & money
115
The European journal of finance
106
Journal of financial and quantitative analysis : JFQA
104
Economic modelling
101
Management science : journal of the Institute for Operations Research and the Management Sciences
101
Economics letters
100
International journal of economics and finance
95
Energy economics
94
International journal of economics and financial issues : IJEFI
94
Journal of risk and financial management : JRFM
93
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
91
Applied financial economics
90
The review of financial studies
90
Investment management and financial innovations
87
Journal of financial markets
87
The journal of corporate finance : contracting, governance and organization
86
Cogent economics & finance
73
Journal of economics and finance
72
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
65
Global finance journal
64
The journal of applied business research
62
CESifo working papers
59
International journal of finance & economics : IJFE
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ECONIS (ZBW)
18,089
EconStor
1
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1
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18,090
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date (oldest first)
1
Inferring changing macroeconomic expectations from current financial indicators
Ratcliff, Ryan David
-
2005
Persistent link: https://www.econbiz.de/10003909239
Saved in:
2
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
3
Identifying jumps in financial assets : a comparison between nonparametric jump tests
Dumitru, Ana-Maria
;
Urga, Giovanni
-
2011
Persistent link: https://www.econbiz.de/10009381375
Saved in:
4
Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
5
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
6
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
7
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
8
Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa
;
Altay-Salih, Aslihan
;
Yasar, Burze
- In:
Finance research letters
11
(
2014
)
4
,
pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
Saved in:
9
Can derivative information predict stock price jumps?
Kwark, Noe-Keol
;
Kang, Hyoung Goo
;
Jun, Sang-Gyung
- In:
The journal of applied business research
31
(
2015
)
3
,
pp. 845-860
Persistent link: https://www.econbiz.de/10011304812
Saved in:
10
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
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