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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Börsenkurs"
~isPartOf:"Economic modelling"
~isPartOf:"The European journal of finance"
~subject:"Insiderhandel"
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Börsenkurs
Insiderhandel
Estimation
1,065
Schätzung
1,064
Theorie
263
Theory
263
Share price
166
Volatility
165
Volatilität
165
Capital income
162
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162
Aktienmarkt
130
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130
Welt
129
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Bohl, Martin T.
17
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6
Gupta, Rangan
5
Wisniewski, Tomasz Piotr
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Siklos, Pierre L.
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2
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2
Chien, Mei-Se
2
Gatfaoui, Hayette
2
Knif, Johan
2
Korczak, Piotr
2
Liu, Li
2
McMillan, David G.
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Pan, Zhiyuan
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Serwa, Dobromił
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1
Anwar, Sajid
1
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1
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1
Arikan, Ozlem
1
Armada, Manuel José da Rocha
1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Economic modelling
The European journal of finance
Finance research letters
126
Applied economics letters
111
NBER working paper series
109
Working paper / National Bureau of Economic Research, Inc.
107
International review of economics & finance : IREF
104
International review of financial analysis
100
Applied economics
95
Journal of banking & finance
94
NBER Working Paper
88
Applied financial economics
87
The North American journal of economics and finance : a journal of financial economics studies
86
Journal of empirical finance
81
Journal of international financial markets, institutions & money
72
Research in international business and finance
67
Energy economics
60
Journal of financial economics
58
Discussion paper / Centre for Economic Policy Research
54
Journal of econometrics
54
Journal of risk and financial management : JRFM
54
Pacific-Basin finance journal
53
Review of quantitative finance and accounting
52
CESifo working papers
45
International journal of economics and finance
44
Cogent economics & finance
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of finance & economics : IJFE
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
The journal of futures markets
37
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The journal of finance : the journal of the American Finance Association
35
Economics letters
33
Journal of financial markets
33
Journal of international money and finance
33
Working paper
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
168
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1
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael
;
Su, Chen
;
Huang, Winifred
;
Lai, Baoying
- In:
The European journal of finance
27
(
2021
)
17
,
pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Saved in:
2
Risk-return tradeoff and serial correlation in the Chinese stock market : a bailout-driven crash feedback hypothesis
Yao, Jing
;
Yang, Yiwen
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472100
Saved in:
3
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
4
The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea
;
Palomba, Giulio
;
Rossi, Eduardo
- In:
Economic modelling
125
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
Saved in:
5
Frequency heterogeneity of tail connectedness : evidence from global stock markets
Jian, Zhihong
;
Lu, Haisong
;
Zhu, Zhican
;
Xu, Huiling
- In:
Economic modelling
125
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463607
Saved in:
6
On the identification of the oil-stock market relationship
Arampatzidis, Ioannis
;
Panagiōtidēs, Theodōros
- In:
Economic modelling
120
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014384178
Saved in:
7
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
8
Algorithmic trading : intraday profitability and trading behavior
Arumugam, Devika
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464406
Saved in:
9
Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula Ephraim
- In:
The European journal of finance
29
(
2023
)
4
,
pp. 466-481
Persistent link: https://www.econbiz.de/10014322538
Saved in:
10
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
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