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accessRights:"restricted"
isPartOf:"Journal of Multivariate Analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Anlageverhalten"
~subject:"Regressionsanalyse"
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Anlageverhalten
Regressionsanalyse
Estimation
239
Schätzung
236
Volatility
81
Volatilität
81
Capital income
78
Kapitaleinkommen
78
Börsenkurs
76
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Aktienmarkt
55
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Theorie
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Theory
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Welt
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Portfolio selection
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Portfolio-Management
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USA
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United States
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Spillover effect
28
Spillover-Effekt
28
Time series analysis
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Zeitreihenanalyse
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VAR-Modell
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Gupta, Rangan
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Chen, Mei-Ping
2
Cho, Hoon
2
Hau, Liya
2
Kang, Sang Hoon
2
Lee, Chien-chiang
2
Li, Jinfang
2
Mensi, Walid
2
Ryu, Doojin
2
Seok, Sang Ik
2
Ur Rehman, Mobeen
2
Yoon, Seong-min
2
Yu, Dongwei
2
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1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Yahyaee, Khamis Hamed
1
Alemany, Nuria
1
Alomari, Mohammad
1
Aragó, Vicent
1
Auer, Benjamin R.
1
Bekiros, Stelios
1
Borgards, Oliver
1
Cepni, Oguzhan
1
Chang, Carolyn C. W.
1
Chen, Che-Ying
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Chen, Dongqiao
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Chen, Jen-Nan
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Chen, Qitong
1
Chou, K. W.
1
Christou, Christina
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Dash, Saumya Ranjan
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Degenhardt, Thomas
1
Dong, Xiyong
1
Fu, Junhui
1
Gao, Xinpeng
1
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Journal of Multivariate Analysis
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
65
Finance research letters
58
Applied economics
49
Economic modelling
38
International review of economics & finance : IREF
35
Applied economics letters
34
Discussion paper / Centre for Economic Policy Research
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
International review of financial analysis
30
Research in international business and finance
27
Energy economics
26
Journal of banking & finance
26
Economics letters
24
Discussion papers / CEPR
22
Pacific-Basin finance journal
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of empirical finance
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
International journal of forecasting
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of international financial markets, institutions & money
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Journal of financial economics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
12
SpringerLink / Bücher
12
The European journal of finance
12
Emerging markets, finance and trade : EMFT
11
International journal of economics and finance
11
International journal of finance & economics : IJFE
11
Econometric reviews
10
Journal of economic behavior & organization : JEBO
10
Review of quantitative finance and accounting
10
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
10
Journal of forecasting
9
Computational economics
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of housing economics
8
Journal of quantitative economics
8
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ECONIS (ZBW)
42
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Spillover and connectedness among G7 real estate investment trusts : the effects of investor sentiment and global factors
Mensi, Walid
;
Gubareva, Mariya
;
Teplova, Tamara V.
; …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014483749
Saved in:
3
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
Saved in:
4
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
5
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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6
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
7
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
8
An information diffusion model for momentum effect based on investor wealth
Yang, Haijun
;
Ge, Hengshun
;
Gao, Xinpeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
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9
Does investor sentiment affect fund crashes? : evidence from Chinese open-end funds
Wang, Hu
;
Li, Shouwei
;
Ma, Yuyin
;
Jiang, Shuyang
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013449136
Saved in:
10
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
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