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Price volatility in the contex...
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CAPM
Volatility
43,904
Volatilität
43,642
Aktienmarkt
29,277
Stock market
29,160
Börsenkurs
20,235
Share price
20,012
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11,222
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7,880
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7,148
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5,476
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Anlageverhalten
4,586
Behavioural finance
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Finanzmarkt
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Stochastischer Prozess
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Risk
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Optionspreistheorie
4,247
Risiko
4,214
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4,184
Market microstructure
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Zaremba, Adam
39
Campbell, John Y.
28
Guo, Hui
24
Bekaert, Geert
19
Cakici, Nusret
18
Ferson, Wayne E.
17
Aït-Sahalia, Yacine
16
Christoffersen, Peter F.
15
Polk, Christopher
15
Sehgal, Sanjay
15
Bali, Turan G.
14
Bansal, Ravi
14
Fabozzi, Frank J.
14
Guesmi, Khaled
13
Jacobs, Kris
13
Lustig, Hanno
13
Giglio, Stefano
12
Harvey, Campbell R.
12
Rodríguez, Rosa
12
Barro, Robert J.
11
Cochrane, John H.
11
Engstrom, Eric
11
Todorov, Viktor
11
Blitz, David
10
Collin-Dufresne, Pierre
10
Guidolin, Massimo
10
Chari, Anusha
9
Chiang, Thomas C.
9
Flood, Robert P.
9
Frankel, Jeffrey A.
9
Goldstein, Robert S.
9
Lettau, Martin
9
Ludvigson, Sydney C.
9
Mykland, Per A.
9
Nakov, Anton
9
Nuño, Galo
9
Tauchen, George Eugene
9
Veronesi, Pietro
9
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8
Andersen, Torben
8
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61
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5
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2
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2
Instituto Valenciano de Investigaciones Económicas
2
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1
Aston Bond SA <Lugano>
1
Chambre de commerce et d'industrie de Paris
1
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1
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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European University Institute / Department of Economics
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Federal Reserve Bank of Kansas City / Research Division
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Federal Reserve Bank of San Francisco
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Friedrich-Schiller-Universität Jena
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Gottfried Wilhelm Leibniz Universität Hannover
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IEAP Meeting: Investor Emotions & Asset Pricing <1., 2022, Lille>
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
Institute of Business and Economic Research (IBER), Walter A. Haas School of Business
1
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1
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1
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1
New York Stock Exchange
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Svenska Handelshögskolan <Helsinki>
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University of Chicago / Center for Research in Security Prices
1
University of Exeter / Department of Economics
1
University of Hong Kong / School of Economics and Finance
1
Universität Augsburg / Institut für Statistik und Mathematische Wirtschaftstheorie
1
Universität Mannheim
1
Université de Genève / Institut de hautes études internationales
1
Weltbank / Policy Research Department / Finance and Private Sector Development Division
1
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Finance research letters
61
Journal of banking & finance
61
Journal of financial economics
59
NBER working paper series
59
Working paper / National Bureau of Economic Research, Inc.
56
Journal of empirical finance
52
Pacific-Basin finance journal
50
NBER Working Paper
49
International review of economics & finance : IREF
41
International review of financial analysis
41
Journal of econometrics
31
Journal of international financial markets, institutions & money
30
Applied economics
29
Economic modelling
28
Journal of economic dynamics & control
27
Research in international business and finance
27
Management science : journal of the Institute for Operations Research and the Management Sciences
26
The North American journal of economics and finance : a journal of financial economics studies
23
The review of financial studies
23
International journal of theoretical and applied finance
22
The journal of finance : the journal of the American Finance Association
22
Economics letters
21
Emerging markets review
20
International journal of economics and finance
20
Journal of financial markets
19
Working paper
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Journal of international money and finance
18
Journal of risk and financial management : JRFM
18
Applied financial economics
17
Journal of financial and quantitative analysis : JFQA
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Discussion paper / Centre for Economic Policy Research
15
Research paper series / Swiss Finance Institute
15
Annals of finance
14
Journal of mathematical finance
14
Quantitative finance
14
The European journal of finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
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ECONIS (ZBW)
3,371
EconStor
20
RePEc
14
OLC EcoSci
2
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1
Dissecting the idiosyncratic
volatility
anomaly
Chen, Linda H.
;
Jiang, George J.
;
Xu, Danielle D.
;
Yao, Tong
- In:
Journal of empirical finance
59
(
2020
),
pp. 193-209
Persistent link: https://www.econbiz.de/10012437973
Saved in:
2
The information transmission effect and asset prices : evidence from the China B-share discount
Liao, Szu-Lang
;
Tsai, Tsung-Ying
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
),
pp. 73-85
Persistent link: https://www.econbiz.de/10011603390
Saved in:
3
Invariance in buy-sell switching points
Bae, Kyoung-hun
;
Bondarenko, Oleg
;
Lee, Eun Jung
; …
-
2020
Persistent link: https://www.econbiz.de/10012494223
Saved in:
4
Capital asset pricing model with frictions : application to the Tunisian stock market
Bouchaddekh, Tarek
;
Bouri, Abdelfatteh
;
Kefi, Mohamed Karim
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 657-668
Persistent link: https://www.econbiz.de/10010526888
Saved in:
5
Trading imbalance, liquidity and stock returns : evidence from Brazil
Pereira, Gustavo Magno Lopes
;
Camilo-da-Silva, Eduardo
; …
- In:
Latin American business review
21
(
2020
)
2
,
pp. 173-195
Persistent link: https://www.econbiz.de/10012258474
Saved in:
6
Equity trading
Fohlin, Caroline
- In:
Research handbook of financial markets
,
(pp. 358-377)
.
2023
Persistent link: https://www.econbiz.de/10014331077
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic
volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Microstructure and asset pricing : an insight on African frontier stock markets
Hikouatcha, Prince
;
Njamen Kengdo, Arsène Aurelien
; …
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 944-987
Persistent link: https://www.econbiz.de/10014435621
Saved in:
9
International stock market liquidity : a review
Ma, Rui
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
Managerial finance
42
(
2016
)
2
,
pp. 118-135
Persistent link: https://www.econbiz.de/10011539313
Saved in:
10
Stock liquidity, feedback prices, and asset liquidity : evidence from the Tunisian stock market
Loukil, Nadia
- In:
The journal of applied business research
31
(
2015
)
2
,
pp. 407-416
Persistent link: https://www.econbiz.de/10010526770
Saved in:
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