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isPartOf:"MPRA Paper"
~isPartOf:"Journal of financial markets"
~subject:"CAPM"
~subject:"Stock market"
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Search: subject_exact:"Volatility"
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CAPM
Stock market
Volatility
175
Volatilität
87
volatility
83
Börsenkurs
39
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39
Capital income
32
Kapitaleinkommen
32
Estimation
26
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Aboura, Sofiane
1
Andersen, Torben
1
Antonakakis, Nikolaos
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Avramov, Doron
1
Baruník, Jozef
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1
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Kyle, Albert S.
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1
Li, Wei
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Journal of financial markets
Finance research letters
167
International review of financial analysis
128
The North American journal of economics and finance : a journal of financial economics studies
112
Energy economics
109
International review of economics & finance : IREF
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of econometrics
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International journal of economics and finance
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Journal of international money and finance
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International Journal of Energy Economics and Policy : IJEEP
32
Discussion paper / Centre for Economic Policy Research
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Investment management and financial innovations
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Journal of economic dynamics & control
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Review of quantitative finance and accounting
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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RePEc
5
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1
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
4
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
5
Intraday time series momentum : global evidence and links to market characteristics
Li, Zeming
;
Sakkas, Athanasios
;
Urquhart, Andrew
- In:
Journal of financial markets
57
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013188695
Saved in:
6
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
7
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
8
Volatility of order imbalance of institutional traders and expected asset returns : evidence from Taiwan
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Wu, …
- In:
Journal of financial markets
52
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013266271
Saved in:
9
Information processing on equity prices and exchange rate for cross-listed stocks
Scherrer, Cristina Mabel
- In:
Journal of financial markets
54
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013273177
Saved in:
10
The memory of stock return volatility : asset pricing implications
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Sibbertsen, …
- In:
Journal of financial markets
47
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012631778
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