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isPartOf:"Journal of the Japanese and international economies : an international journal ; JJIE"
subject:"Japan"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Business cycle"
~subject:"Share price"
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Japan
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Estimation
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Volatility
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Gupta, Rangan
6
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Xuan Vinh Vo
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Journal of the Japanese and international economies : an international journal ; JJIE
The North American journal of economics and finance : a journal of financial economics studies
Working paper / National Bureau of Economic Research, Inc.
255
NBER working paper series
245
NBER Working Paper
218
Applied economics
201
Applied economics letters
195
Economic modelling
166
Discussion paper / Centre for Economic Policy Research
152
CESifo working papers
139
Finance research letters
135
International review of economics & finance : IREF
129
Applied financial economics
111
International review of financial analysis
110
Journal of banking & finance
110
Discussion paper series / IZA
108
Economics letters
95
Journal of empirical finance
90
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
Journal of international money and finance
89
Journal of international financial markets, institutions & money
85
RIETI discussion paper
77
Research in international business and finance
76
Energy economics
74
Working paper
74
Journal of financial economics
69
Journal of econometrics
65
Journal of economic dynamics & control
65
Discussion papers / CEPR
64
Discussion paper / Tinbergen Institute
61
Kiel working paper
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of monetary economics
58
Journal of risk and financial management : JRFM
58
Pacific-Basin finance journal
58
Review of quantitative finance and accounting
56
International journal of finance & economics : IJFE
55
Journal of macroeconomics
54
The European journal of finance
53
Discussion paper
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ECONIS (ZBW)
163
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
Wang, Xiangning
;
Huang, Qian
;
Zhang, Shuguang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014484008
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3
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
4
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
5
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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6
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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7
Do the self-employed underreport their income? : evidence from Japanese panel data
Niizeki, Takeshi
;
Hamaaki, Junya
- In:
Journal of the Japanese and international economies : …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014252709
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8
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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9
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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10
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
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