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accessRights:"restricted"
subject:"Share price"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of economics and finance"
~type_genre:"Article in journal"
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Share price
Estimation
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Volatility
32
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Gupta, Rangan
2
Adekoya, Oluwasegun B.
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Afzal, Alia
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Ahmed, M. Iqbal
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Al-Nassar, Nassar S.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of economics and finance
Finance research letters
120
International review of economics & finance : IREF
78
The North American journal of economics and finance : a journal of financial economics studies
76
International review of financial analysis
73
Applied economics
63
Economic modelling
62
Research in international business and finance
58
Energy economics
53
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53
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52
Pacific-Basin finance journal
48
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44
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40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
Review of quantitative finance and accounting
32
Journal of financial economics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The European journal of finance
27
International journal of economics and finance
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Emerging markets, finance and trade : EMFT
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Journal of financial markets
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International journal of finance & economics : IJFE
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Global finance journal
17
Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economic research
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International journal of emerging markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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The journal of futures markets
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Investment management and financial innovations
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International journal of forecasting
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Journal of economic dynamics & control
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Journal of forecasting
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ECONIS (ZBW)
24
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1
Tail risk, beta anomaly, and demand for lottery : what explains cross-sectional variations in equity returns?
Ali, Asgar
;
Badhani, K. N.
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 775-804
Persistent link: https://www.econbiz.de/10014329083
Saved in:
2
US partisan conflict shocks and international stock market returns
Apergēs, Nikolaos
;
Chatziantoniou, Ioannis
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
6
,
pp. 2817-2854
Persistent link: https://www.econbiz.de/10013440530
Saved in:
3
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman
;
Taṣpınar, Süleyman
;
Bera, Anil K.
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
5
,
pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Saved in:
4
Modeling fractional cointegration between high and low stock prices in Asian countries
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 661-682
Persistent link: https://www.econbiz.de/10012490321
Saved in:
5
Asymmetry in the distribution of daily stock returns
Krämer, Walter
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1115-1125
Persistent link: https://www.econbiz.de/10012490507
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6
Dynamic cross-correlation and dynamic contagion of stock markets : a sliding windows approach with the DCCA correlation coefficient
Tilfani, Oussama
;
Ferreira, Paulo
;
El Boukfaoui, My Youssef
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
3
,
pp. 1127-1156
Persistent link: https://www.econbiz.de/10012490509
Saved in:
7
The dynamics and volatility of prices in multiple markets : a quantile approach
Chavas, Jean-Paul
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
4
,
pp. 1607-1628
Persistent link: https://www.econbiz.de/10012490621
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8
Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar
;
Bekiros, Stelios
;
McColl, John H.
; …
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
Saved in:
9
Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
Saved in:
10
Crises, market shocks, and herding behavior in stock price forecasts
Tsuchiya, Yoichi
- In:
Empirical economics : a quarterly journal of the …
61
(
2021
)
2
,
pp. 919-945
Persistent link: https://www.econbiz.de/10012616940
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