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Gupta, Rangan
124
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84
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60
McAleer, Michael
56
Zaremba, Adam
55
Lux, Thomas
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49
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Ma, Feng
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38
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37
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37
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35
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33
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Timmermann, Allan
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Westerhoff, Frank H.
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Demirer, Rıza
28
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28
Jarrow, Robert A.
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Shleifer, Andrei
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Balcilar, Mehmet
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Salisu, Afees A.
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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University of Chicago / Center for Research in Security Prices
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American Finance Association
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Chambre de commerce et d'industrie de Paris
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Eberhard Karls Universität Tübingen
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2
Federal Reserve Bank of San Francisco
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Federal Reserve Bank of St. Louis
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Gottfried Wilhelm Leibniz Universität Hannover
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NBER working paper series
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312
Finance research letters
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242
International review of financial analysis
234
Journal of banking & finance
226
Journal of financial economics
207
The journal of finance : the journal of the American Finance Association
183
International review of economics & finance : IREF
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167
The review of financial studies
165
Journal of empirical finance
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Applied economics
155
Energy economics
147
Economic modelling
140
Discussion paper / Centre for Economic Policy Research
139
Pacific-Basin finance journal
136
Applied economics letters
129
Journal of international financial markets, institutions & money
118
Economics letters
117
Applied financial economics
108
Research in international business and finance
104
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
103
The journal of futures markets
95
The European journal of finance
94
Journal of risk and financial management : JRFM
93
Review of quantitative finance and accounting
93
Journal of econometrics
88
Journal of financial and quantitative analysis : JFQA
88
Journal of economic dynamics & control
85
Journal of financial markets
84
Research paper series / Swiss Finance Institute
84
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82
CESifo working papers
80
Management science : journal of the Institute for Operations Research and the Management Sciences
71
International Journal of Energy Economics and Policy : IJEEP
67
Journal of international money and finance
67
Quantitative finance
67
Cogent economics & finance
63
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
20,084
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1
Investigating the drivers of international comovement in real financial asset returns
McKinnon, Kate
-
2019
Persistent link: https://www.econbiz.de/10012224630
Saved in:
2
Asset pricing with time varying pessimism and rare disasters
Zhang, Jian
;
Kong, Dongmin
;
Liu, Hening
;
Wu, Ji
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
Saved in:
3
News shocks and asset price
volatility
in general equilibrium
Matsumoto, Akito
;
Cova, Pietro
;
Pisani, Massimiliano
; …
-
2011
Persistent link: https://www.econbiz.de/10009533805
Saved in:
4
Trading frictions and consumption-output comovement
Zhao, Yan
;
Guo, Shen
;
Liu, Xingfei
- In:
Journal of macroeconomics
42
(
2014
),
pp. 229-240
Persistent link: https://www.econbiz.de/10011286616
Saved in:
5
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
6
News shocks, nonfundamentalness and
volatility
Offick, Sven
;
Wohltmann, Hans-Werner
- In:
Economics letters
119
(
2013
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10009727087
Saved in:
7
Asymmetry effects of shocks in Chinese stock markets
volatility
: a generalized additive nonparametric approach
Hou, Ai Jun
- In:
Journal of international financial markets, …
23
(
2013
),
pp. 12-32
Persistent link: https://www.econbiz.de/10009707516
Saved in:
8
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
-
2016
Persistent link: https://www.econbiz.de/10011485635
Saved in:
9
Information aggregation and optimal market size
Kawakami, Kei
-
2014
Persistent link: https://www.econbiz.de/10010411872
Saved in:
10
Intraday return spillovers and its variations across trading sessions
Chang, Chia-ching
;
Chen, Sheng-syan
;
Chou, Robin K.
; …
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 355-390
Persistent link: https://www.econbiz.de/10009272478
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