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Volatilität
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Bollerslev, Tim
76
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63
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57
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46
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46
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45
Härdle, Wolfgang
38
Aizenman, Joshua
33
Gupta, Rangan
33
Chiarella, Carl
32
Caporin, Massimiliano
31
Hautsch, Nikolaus
31
Bekaert, Geert
30
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30
Asai, Manabu
27
Herwartz, Helmut
27
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25
Schlag, Christian
25
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Todorov, Viktor
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23
Christoffersen, Peter F.
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Lucas, André
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Clark, Todd E.
22
Ghysels, Eric
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Meddahi, Nour
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Yu, Jun
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Caballero, Ricardo J.
21
Mittnik, Stefan
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Westerhoff, Frank H.
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Aït-Sahalia, Yacine
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Bauwens, Luc
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Engle, Robert F.
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Gonçalves, Sílvia
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Chan, Joshua
19
Giglio, Stefano
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Li, Kai
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Liesenfeld, Roman
19
Lütkepohl, Helmut
19
Mumtaz, Haroon
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Rodney L. White Center for Financial Research
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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World Bank
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International Monetary Fund
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Kansantaloustieteen Laitos <Tampere>
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University of Exeter / Department of Economics
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Journal of financial economics
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Journal of economic dynamics & control
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Journal of international money and finance
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International review of financial analysis
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The European journal of finance
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Energy economics
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International review of economics & finance : IREF
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The review of financial studies
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Applied economics
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Econometric reviews
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Applied economics letters
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The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of monetary economics
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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ArchiDok
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OLC EcoSci
1
RePEc
1
Showing
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1
Do Hedge and
Merger
Arbitrage Funds Actually Hedge? A Time-Varying Volatility Spillover Approach
Papathanasiou, Spyros
;
Vasiliou, Dimitrios
;
Magoutas, …
-
2021
We examine the interaction between funds implementing hedge and
merger
arbitrage strategies and a set of traditional …
Persistent link: https://www.econbiz.de/10013230114
Saved in:
2
Volatility of implied volatility and mergers and acquisitions
Betton, Sandra
;
El Meslmani, Nabil
;
Switzer, Lorne N.
- In:
The journal of corporate finance : contracting, …
75
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013383468
Saved in:
3
Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain
Mihov, Atanas
;
Naranjo, Andy
- In:
Journal of empirical finance
40
(
2017
),
pp. 73-100
Persistent link: https://www.econbiz.de/10011744438
Saved in:
4
Concentration and liquidity costs in emerging commodity exchanges
Costa Jr, Geraldo
;
Trujillo-Barrera, Andres
;
Pennings, …
- In:
Journal of agricultural and resource economics : JARE ; …
43
(
2018
)
3
,
pp. 441-456
Persistent link: https://www.econbiz.de/10011960984
Saved in:
5
Effect of index concentration on index volatility and performance
Pandey, Amit
;
Sharma, Anil Kumar
- In:
Asia Pacific financial markets
30
(
2023
)
3
,
pp. 559-585
Persistent link: https://www.econbiz.de/10014362642
Saved in:
6
Post-announcement return volatility and takeover outcomes : evidence of differential information arrival
Hall, John R.
- In:
The journal of applied business research
14
(
1998
)
3
,
pp. 79-91
Persistent link: https://www.econbiz.de/10001246664
Saved in:
7
Oil returns and volatility : the role of mergers and acquisitions
Bos, Martijn
;
Demirer, Rıza
;
Gupta, Rangan
;
Tiwari, …
- In:
Energy economics
71
(
2018
),
pp. 62-69
Persistent link: https://www.econbiz.de/10011942945
Saved in:
8
The real effects of uncertainty on
merger
activity
Bhagwat, Vineet
;
Dam, Robert
;
Harford, Jarrad V. T.
; …
- In:
The review of financial studies
29
(
2016
)
11
,
pp. 3000-3034
Persistent link: https://www.econbiz.de/10011619966
Saved in:
9
The risk effects of acquiring distressed firms
Bruyland, Evy
;
De Maeseneire, Wouter
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
9/10
,
pp. 1297-1324
Persistent link: https://www.econbiz.de/10011643937
Saved in:
10
Idiosyncratic volatility and mergers and acquisitions in emerging markets
Zhu, PengCheng
;
Jog, Vijay M.
;
Otchere, Isaac
- In:
Emerging markets review
19
(
2014
),
pp. 18-48
Persistent link: https://www.econbiz.de/10010418053
Saved in:
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