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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Autocorrelation"
~subject:"Stock market"
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Capital income
Autocorrelation
Stock market
Estimation
298
Schätzung
298
Börsenkurs
102
Share price
102
Kapitaleinkommen
92
Aktienmarkt
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Bohl, Martin T.
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Zaremba, Adam
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Long, Huaigang
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Morelli, David
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of international financial markets, institutions & money
Finance research letters
187
International review of financial analysis
170
International review of economics & finance : IREF
166
Journal of banking & finance
159
Journal of empirical finance
145
Applied economics
142
Applied economics letters
140
Journal of financial economics
134
Economic modelling
131
Applied financial economics
128
NBER working paper series
127
Working paper / National Bureau of Economic Research, Inc.
125
The North American journal of economics and finance : a journal of financial economics studies
120
Research in international business and finance
108
NBER Working Paper
100
The European journal of finance
87
Pacific-Basin finance journal
80
Review of quantitative finance and accounting
71
Journal of econometrics
70
Journal of international money and finance
65
Journal of risk and financial management : JRFM
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Energy economics
62
International journal of finance & economics : IJFE
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
CESifo working papers
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
57
Cogent economics & finance
55
International journal of economics and finance
54
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
International journal of economics and financial issues : IJEFI
45
Discussion paper / Centre for Economic Policy Research
44
Journal of financial markets
44
Research paper series / Swiss Finance Institute
44
Working paper
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
The empirical economics letters : a monthly international journal of economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
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ECONIS (ZBW)
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
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2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
4
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
5
Hedging effectiveness of cryptocurrencies in the European stock market
Gambarelli, Luca
;
Marchi, Gianluca
;
Muzzioli, Silvia
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014333731
Saved in:
6
The long-run risk premium in the intertemporal CAPM : international evidence
Sakemoto, Ryuta
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014490038
Saved in:
7
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
8
Blockchain characteristics and cryptocurrency returns
Bhambhwani, Siddharth M.
;
Delikouras, Stefanos
; …
- In:
Journal of international financial markets, …
86
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433335
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9
Do world stock markets "jump" together? : a measure of high-frequency volatility risk spillover networks
Zhou, Dong-hai
;
Liu, Xiao-xing
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-31
Persistent link: https://www.econbiz.de/10014483183
Saved in:
10
European stock market volatility connectedness : the role of country and sector membership
Vidal-Llana, Xenxo
;
Uribe, Jorge
;
Guillén, Montserrat
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014245900
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