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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
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Volatility
Aktienmarkt
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Estimation
405
Schätzung
404
Capital income
179
Kapitaleinkommen
179
Share price
132
Theorie
130
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Hur, Jungshik
4
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3
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2
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2
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Journal of empirical finance
Review of quantitative finance and accounting
Finance research letters
209
Applied economics
206
International review of economics & finance : IREF
195
International review of financial analysis
189
Working paper / National Bureau of Economic Research, Inc.
186
Economic modelling
183
NBER working paper series
179
Applied economics letters
173
Applied financial economics
168
Journal of banking & finance
162
Energy economics
159
NBER Working Paper
158
The North American journal of economics and finance : a journal of financial economics studies
154
Journal of international financial markets, institutions & money
128
Research in international business and finance
125
Journal of econometrics
120
Discussion paper / Centre for Economic Policy Research
101
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100
Journal of financial economics
97
Working paper
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CESifo working papers
91
The European journal of finance
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Journal of risk and financial management : JRFM
88
Pacific-Basin finance journal
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The journal of futures markets
84
Economics letters
80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
International journal of economics and finance
75
International journal of finance & economics : IJFE
75
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
74
Discussion paper / Tinbergen Institute
69
Cogent economics & finance
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
60
International journal of economics and financial issues : IJEFI
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Journal of financial markets
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
The context of earnings management and its ability to predict future stock returns
Nguyen, Nguyet T. M.
;
Iqbal, Abdullah
;
Shiwakoti, Radha K.
- In:
Review of quantitative finance and accounting
59
(
2022
)
1
,
pp. 123-169
Persistent link: https://www.econbiz.de/10013459262
Saved in:
2
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
3
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
4
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
5
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
6
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
7
Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju
;
Yanzhi, Wang
- In:
Journal of empirical finance
73
(
2023
),
pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
Saved in:
8
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
9
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
10
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
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