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Theory
Börsenkurs
52,644
Share price
51,119
Aktienmarkt
13,912
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13,888
Capital income
13,869
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7,451
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2,238
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2,231
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2,207
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Lux, Thomas
44
Hautsch, Nikolaus
41
Caporale, Guglielmo Maria
36
Campbell, John Y.
33
Dow, James
33
Foucault, Thierry
29
Härdle, Wolfgang
29
Gupta, Rangan
27
Timmermann, Allan
26
Veronesi, Pietro
26
Westerhoff, Frank H.
26
Gorton, Gary
25
Jarrow, Robert A.
25
Lo, Andrew W.
25
Subrahmanyam, Avanidhar
24
Shleifer, Andrei
23
Weber, Michael
23
Bansal, Ravi
21
Chiarella, Carl
21
Gil-Alaña, Luis A.
21
Stambaugh, Robert F.
21
Wang, Jiang
21
Bekaert, Geert
20
Grammig, Joachim
19
He, Xue-zhong
19
Abel, Andrew B.
18
Bollerslev, Tim
18
Engle, Robert F.
18
Hess, Dieter
18
Shiller, Robert J.
18
Allen, Franklin
17
Bali, Turan G.
17
Hong, Harrison G.
17
Jovanovic, Boyan
17
Pesaran, M. Hashem
17
Platen, Eckhard
17
Sornette, Didier
17
Stein, Jeremy C.
17
Dumas, Bernard
16
Madhavan, Ananth Narayan
16
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National Bureau of Economic Research
212
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
11
Birkbeck College / Department of Economics
8
Rodney L. White Center for Financial Research
6
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Universität Mannheim
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Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel
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Deutsche Forschungsgemeinschaft
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Federal Reserve System / Board of Governors
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Federal Reserve System / Division of Research and Statistics
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Goethe-Universität Frankfurt am Main
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Institut für Höhere Studien
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Monetary Fund
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Chicago / Center for Research in Security Prices
3
American Finance Association
2
Center for Economic Research <Tilburg>
2
Centre for Analytical Finance <Århus>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Institut for Finansiering <Frederiksberg>
2
Johannes Gutenberg-Universität Mainz
2
Massachusetts Institute of Technology / Department of Economics
2
Robert Schuman Centre for Advanced Studies
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
The Wharton Financial Institutions Center
2
USA / Department of Agriculture
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Exeter / Department of Economics
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Weltbank / Policy Research Department / Finance and Private Sector Development Division
2
AMACOM
1
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NBER working paper series
209
Working paper / National Bureau of Economic Research, Inc.
203
NBER Working Paper
161
The journal of finance : the journal of the American Finance Association
141
The review of financial studies
130
Journal of financial economics
121
Journal of banking & finance
110
Finance research letters
109
Discussion paper / Centre for Economic Policy Research
94
International review of financial analysis
81
Journal of empirical finance
80
Economics letters
76
Journal of economic dynamics & control
69
International review of economics & finance : IREF
67
Economic modelling
61
The North American journal of economics and finance : a journal of financial economics studies
56
Applied economics
52
Journal of financial and quantitative analysis : JFQA
51
Review of quantitative finance and accounting
51
Journal of financial markets
50
The European journal of finance
50
Applied economics letters
48
The American economic review
48
Research paper series / Swiss Finance Institute
46
Quantitative finance
44
Applied financial economics
43
CESifo working papers
41
Journal of econometrics
41
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Computational economics
38
Journal of forecasting
38
Journal of accounting & economics
37
SFB 649 discussion paper
37
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
37
Journal of economic behavior & organization : JEBO
36
Pacific-Basin finance journal
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
International journal of theoretical and applied finance
34
Journal of international financial markets, institutions & money
34
Discussion paper / Tinbergen Institute
33
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ECONIS (ZBW)
10,985
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1
Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z.
-
1997
Persistent link: https://www.econbiz.de/10000962219
Saved in:
2
Self-exciting extreme value models for stock market crashes
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003781013
Saved in:
3
Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Chen, Yanhui
;
Lai, Kin Keung
;
Du, Jiangze
- In:
Eurasian economic review : a journal in applied …
4
(
2014
)
2
,
pp. 113-132
Persistent link: https://www.econbiz.de/10010514801
Saved in:
4
The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi
;
Huszár, Zsuzsa R.
;
Zhang, Weina
- In:
The journal of real estate finance and economics
46
(
2013
)
4
,
pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
Saved in:
5
Price exhaustion in the Hang Seng Index
Doucouliagos, Chris
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002840331
Saved in:
6
On the measurement of the international propagation of shocks: is the transmission stable?
Rigobón, Roberto
- In:
Journal of international economics
61
(
2003
)
2
,
pp. 261-283
Persistent link: https://www.econbiz.de/10001815790
Saved in:
7
Capital flows and stock price volatility : evidence from Hong Kong
Hung, Bill Wan-Sing
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10001174921
Saved in:
8
Modelling the asymmetry of stock market volatility
Henry, Ólan Thomas John
- In:
Applied financial economics
8
(
1998
)
2
,
pp. 145-153
Persistent link: https://www.econbiz.de/10001244119
Saved in:
9
Statistical analysis of risk surrogates for Hong Kong Hang Seng Index constituent stocks
Chan, Daniel P.
- In:
Asian economies
(
1991
),
pp. 77-93
Persistent link: https://www.econbiz.de/10001106220
Saved in:
10
Price changes and trading volume relationship in the Hong Kong stock market
Lin, Jianzhi
- In:
Asia Pacific journal of management : APJM ; a …
7
(
1990
),
pp. 25-42
Persistent link: https://www.econbiz.de/10001109260
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