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Share price
Frankreich
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Volatility
40,917
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40,649
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39,391
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CAPM
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6,069
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Gupta, Rangan
159
Caporale, Guglielmo Maria
145
Zaremba, Adam
93
McMillan, David G.
69
Narayan, Paresh Kumar
69
Gil-Alaña, Luis A.
63
Pierdzioch, Christian
63
Plastun, Alex
63
McAleer, Michael
59
Ryu, Doojin
56
Bali, Turan G.
55
Wohar, Mark E.
54
Campbell, John Y.
53
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50
Ma, Feng
50
Bouri, Elie
45
Lux, Thomas
45
Tiwari, Aviral Kumar
45
Cakici, Nusret
44
Bollerslev, Tim
42
Corbet, Shaen
40
Sum, Vichet
40
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39
Faff, Robert W.
38
Hammoudeh, Shawkat
37
Stambaugh, Robert F.
36
Salisu, Afees A.
35
Allen, David E.
34
Ang, Andrew
34
Bekaert, Geert
34
Stulz, René M.
34
Bloom, Nicholas
33
Chiang, Thomas C.
33
Spagnolo, Nicola
33
Balcilar, Mehmet
32
Lucey, Brian M.
32
Timmermann, Allan
32
Wong, Wing Keung
32
Demirer, Rıza
31
Engle, Robert F.
31
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OECD
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
Federal Reserve System / Division of Research and Statistics
8
Birkbeck College / Department of Economics
7
Institut für Weltwirtschaft
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University of Chicago / Center for Research in Security Prices
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Center for Economic Research <Tilburg>
5
Centre for Economic Policy Research
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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5
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Board of Governors
4
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4
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3
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Federal Reserve Bank of New York
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
3
Gottfried Wilhelm Leibniz Universität Hannover
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Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Exeter / Department of Economics
3
Weltbank / Policy Research Department / Finance and Private Sector Development Division
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William Davidson Institute <Ann Arbor, Mich.>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Barnard College / Economics Department
2
Brown University / Department of Economics
2
Centre for New and Emerging Markets <London>
2
Christian-Albrechts-Universität zu Kiel
2
European University Institute / Department of Economics
2
Harvard Institute of Economic Research
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Institute of Finance and Accounting <London>
2
Internationaler Währungsfonds / European Department <2>
2
Internationaler Währungsfonds / Research Department
2
Maine
2
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Finance research letters
588
International review of financial analysis
401
NBER working paper series
332
Journal of banking & finance
326
Pacific-Basin finance journal
311
International review of economics & finance : IREF
301
Working paper / National Bureau of Economic Research, Inc.
282
Applied economics letters
279
Applied economics
268
Research in international business and finance
254
Journal of financial economics
238
NBER Working Paper
237
The North American journal of economics and finance : a journal of financial economics studies
236
Journal of empirical finance
218
Journal of international financial markets, institutions & money
209
Economic modelling
195
Energy economics
192
Review of quantitative finance and accounting
182
Applied financial economics
173
The journal of finance : the journal of the American Finance Association
161
International journal of economics and financial issues : IJEFI
154
Journal of risk and financial management : JRFM
154
International journal of economics and finance
153
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
151
The European journal of finance
148
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
132
Cogent economics & finance
127
Journal of financial markets
126
Economics letters
123
Investment management and financial innovations
122
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
111
The journal of corporate finance : contracting, governance and organization
110
Journal of financial and quantitative analysis : JFQA
106
International journal of finance & economics : IJFE
105
Management science : journal of the Institute for Operations Research and the Management Sciences
105
The review of financial studies
105
Discussion paper / Centre for Economic Policy Research
102
CESifo working papers
98
Global finance journal
95
Working paper
92
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ECONIS (ZBW)
28,524
Showing
1
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10
of
28,524
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date (oldest first)
1
Noise vs. news in equity returns
Chirinko, Robert S.
;
Foad, Hisham
-
2006
fundamentals and hence the pervasive joint hypothesis quagmire. We avoid this dilemma by measuring noise
volatility
directly by …
Persistent link: https://www.econbiz.de/10003381609
Saved in:
2
Investor sentiment and stock market
volatility
: evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Journal of Asia Pacific business
17
(
2016
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10011499055
Saved in:
3
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
4
Intraday momentum and reversal in Chinese stock market
Chu, Xiaojun
;
Gu, Zherong
;
Zhou, Haigang
- In:
Finance research letters
30
(
2019
),
pp. 83-88
Persistent link: https://www.econbiz.de/10012420230
Saved in:
5
Jumps at ultra-high frequency : evidence from the Chinese stock market
Zhang, Chuanhai
;
Liu, Zhi
;
Liu, Qiang
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013332776
Saved in:
6
State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc
;
Herwartz, Helmut
;
Rengel, Malte
- In:
Journal of applied economics
17
(
2014
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
Saved in:
7
The initial return and its conditional return
volatility
: evidence from the Chinese IPO market
Hussein, M. Monica
;
Zhou, Zhong-guo
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010474387
Saved in:
8
Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities
Ledenyov, Dimitri
-
2015
information absorption capacity by the investors on the IPOs impacts the investor's
investment
decisions and serves as a pre …
investment
strategies can only be selected by the investors with the highest information absorption capacity through the decision … making process on the IPO
investment
choices at the selected stock exchange in the imperfect highly volatile global capital …
Persistent link: https://www.econbiz.de/10013026463
Saved in:
9
ChiNext IPOs' initial returns before and after the 2013 stock market reform : what can we learn?
Zhou, Zhong-guo
;
Hussein, Monica
;
Deng, Qi
- In:
Emerging markets review
48
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013272695
Saved in:
10
Equity Issuances, Equity Mutual Fund Flows, and Noise Trader Sentiment
Chiu, Hsin-Hui
-
2013
We examine whether equity issuances (IPOs and SEOs) are in part driven by investor sentiment by using equity mutual fund flows to proxy for the rational and/or irrational components of aggregate demand for equity. We find that more firms issue equity when flows are higher and repurchase equity...
Persistent link: https://www.econbiz.de/10013092574
Saved in:
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