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Share price
Volatility
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Gupta, Rangan
105
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57
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55
Ma, Feng
39
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37
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33
Bollerslev, Tim
32
Spagnolo, Nicola
32
Hautsch, Nikolaus
30
Lux, Thomas
29
Pierdzioch, Christian
29
Ryu, Doojin
28
Salisu, Afees A.
25
Wohar, Mark E.
25
Corbet, Shaen
24
Lettau, Martin
24
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23
Andersen, Torben
22
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22
Demirer, Rıza
22
Todorov, Viktor
22
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21
Molnár, Peter
21
Ang, Andrew
20
Christiansen, Charlotte
20
Davis, Steven J.
20
Gil-Alaña, Luis A.
20
Kang, Wensheng
20
Stulz, René M.
20
Balcilar, Mehmet
19
Hale, Galina
19
Jiang, George J.
19
Narayan, Paresh Kumar
19
Ratti, Ronald A.
19
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19
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19
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18
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18
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Kansantaloustieteen Laitos <Tampere>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Brown University / Department of Economics
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International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
Internationaler Währungsfonds / European Department <2>
1
Johns Hopkins University / Department of Economics
1
Karlsruher Institut für Technologie
1
Konjunkturinstitutet <Stockholm>
1
Nihon Keizai Shinbunsha
1
Nikkei Econophysics Symposium <2, 2002, Tokio>
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Finance research letters
220
International review of financial analysis
141
Energy economics
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
116
International review of economics & finance : IREF
115
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The journal of futures markets
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Applied financial economics
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International Journal of Energy Economics and Policy : IJEEP
61
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Working paper
52
The European journal of finance
50
Finance India : the quarterly journal of Indian Institute of Finance
47
Discussion paper / Centre for Economic Policy Research
46
Economics letters
45
CESifo working papers
43
Cogent economics & finance
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
International journal of finance & economics : IJFE
40
Journal of financial markets
40
The journal of finance : the journal of the American Finance Association
40
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
39
Research paper series / Swiss Finance Institute
38
Journal of financial and quantitative analysis : JFQA
37
Review of quantitative finance and accounting
36
The review of financial studies
36
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
9,317
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1
Intraday
volatility
and
scaling
in high frequency foreign exchange markets
Seemann, Lars
;
McCauley, Joseph L.
;
Gunaratne, Gemunu H.
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
Saved in:
2
The effect of price
volatility
on judgmental forecasts : the correlated response model
Sobolev, Daphne
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 605-617
Persistent link: https://www.econbiz.de/10011746193
Saved in:
3
Nonlinear and time-varying risk premia
Ma, Chaoqun
;
Mi, Xianhua
;
Cai, Zongwu
- In:
China economic review : an international journal
62
(
2020
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012607208
Saved in:
4
Downside risk in the oil market : does it affect stock returns in China?
Su, Zhi
;
Mo, Xuan
;
Yin, Libo
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
11
,
pp. 3139-3152
Persistent link: https://www.econbiz.de/10012607465
Saved in:
5
Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges
Chu, Patrick Kuok-Kun
- In:
The journal of prediction markets
13
(
2019
)
2
,
pp. 45-62
Persistent link: https://www.econbiz.de/10012607897
Saved in:
6
Intraday jumps and trading volume : a nonlinear Tobit specification
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
4
,
pp. 1167-1186
Persistent link: https://www.econbiz.de/10011596214
Saved in:
7
Asymmetric exchange rate pass-through and sectoral stock price indices : evidence from Turkey
Benli, Muhammed
;
Durmuskaya, Sedat
;
Bayramoglu, Gokberk
- In:
International journal of business & management : IJoBM
7
(
2019
)
1
,
pp. 25-47
Persistent link: https://www.econbiz.de/10012197134
Saved in:
8
What drives dynamic comovements of stock markets in the Pacific Basin region? : a quantile regression approach
Lee, Hyunchul
;
Seung Mo Cho
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 314-327
Persistent link: https://www.econbiz.de/10011754455
Saved in:
9
Intraday realised
volatility
forecasting and announcements
Vortelinos, Dimitrios I.
;
Gillas, Konstantinos Gkillas
- In:
International journal of banking, accounting and finance
9
(
2018
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011955197
Saved in:
10
How tick size affects the high frequency
scaling
of stock return distributions
Curato, Gianbiagio
;
Lillo, Fabrizio
- In:
Financial econometrics and empirical market microstructure
,
(pp. 55-76)
.
2015
Persistent link: https://www.econbiz.de/10011326716
Saved in:
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