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isPartOf:"Journal of financial economics"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Kapitaleinkommen
Schätzung
Volatility
349
Volatilität
349
Börsenkurs
143
Capital income
143
Share price
143
Theorie
83
Theory
83
Aktienmarkt
81
Stock market
81
Estimation
70
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54
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52
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Option pricing theory
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23
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23
Ankündigungseffekt
22
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Financial market
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Bollerslev, Tim
5
Todorov, Viktor
4
Aït-Sahalia, Yacine
3
Christoffersen, Peter F.
3
Li, Sophia Zhengzi
3
Andersen, Torben
2
Ang, Andrew
2
Bai, Jennie
2
Bali, Turan G.
2
Bekaert, Geert
2
Brandt, Michael W.
2
Docherty, Paul
2
Ermolov, Andrey
2
Fusari, Nicola
2
Goldstein, Robert S.
2
Harvey, Campbell R.
2
Jacobs, Kris
2
Kang, Qiang
2
Kelly, Bryan T.
2
Lee, Hsiu-chuan
2
McCurdy, Thomas H.
2
Nartea, Gilbert V.
2
Ornthanalai, Chayawat
2
Pan, Jun
2
Renò, Roberto
2
Wen, Conghua
2
Xiong, Xiong
2
Zhang, Chuanhai
2
Zhao, Xiaofei
2
Agarwal, Vikas
1
Ahmed, Walid M. A.
1
Ahn, Yongkil
1
Ajlouni, Ahmed AL
1
Amar, Amine Ben
1
Amaya, Diego
1
Anderson, Hamish D.
1
Ang, Tze Chuan
1
Arisoy, Yakup Eser
1
Bae, Kee-hong
1
Bae, Kyounghun
1
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Journal of financial economics
Pacific-Basin finance journal
Finance research letters
205
Energy economics
203
International review of financial analysis
176
Applied economics
168
International review of economics & finance : IREF
165
The North American journal of economics and finance : a journal of financial economics studies
153
Journal of banking & finance
151
Economic modelling
149
Journal of empirical finance
140
Journal of econometrics
139
Working paper / National Bureau of Economic Research, Inc.
137
NBER working paper series
133
Applied financial economics
131
Research in international business and finance
119
NBER Working Paper
116
Applied economics letters
113
Journal of international financial markets, institutions & money
105
Working paper
95
Journal of risk and financial management : JRFM
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Journal of international money and finance
87
Economics letters
84
The journal of futures markets
81
International journal of forecasting
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
71
CESifo working papers
70
The European journal of finance
70
Discussion paper / Centre for Economic Policy Research
67
International journal of finance & economics : IJFE
61
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Journal of forecasting
57
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
International Journal of Energy Economics and Policy : IJEEP
51
International journal of economics and finance
50
Cogent economics & finance
47
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
173
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1
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
5
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
6
Return predictability with endogenous growth
Bandi, Federico M.
;
Bretscher, Lorenzo
;
Tamoni, Andrea
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462652
Saved in:
7
Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Tsafack, Georges
;
Becker, Ying
;
Han, Ki C.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463244
Saved in:
8
Overnight versus intraday returns of anomalies in China
Lin, Chaonan
;
Chang, Hui-Wen
;
Chou, Robin K.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Saved in:
9
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
10
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
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