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subject:"Securities trading"
subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
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Securities trading
Share price
Estimation
959
Schätzung
954
Theorie
288
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288
Capital income
258
Kapitaleinkommen
258
Estimation theory
231
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Todorov, Viktor
9
Tauchen, George Eugene
6
Bollerslev, Tim
5
Li, Jia
5
Hong, Harrison G.
4
Kim, Donggyu
4
Narayan, Paresh Kumar
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3
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Dinh Hoang Bach Phan
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1
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1
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1
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1
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Journal of econometrics
Journal of financial economics
Journal of international financial markets, institutions & money
Finance research letters
132
Working paper / National Bureau of Economic Research, Inc.
121
Applied economics letters
117
NBER working paper series
114
International review of economics & finance : IREF
105
International review of financial analysis
105
Journal of banking & finance
104
Applied economics
97
NBER Working Paper
92
Economic modelling
90
Applied financial economics
87
The North American journal of economics and finance : a journal of financial economics studies
86
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Discussion paper / Centre for Economic Policy Research
63
Energy economics
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Pacific-Basin finance journal
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Cogent economics & finance
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International journal of finance & economics : IJFE
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
The journal of futures markets
41
International journal of economics and financial issues : IJEFI
39
The journal of finance : the journal of the American Finance Association
39
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Journal of financial markets
36
Economics letters
34
Journal of international money and finance
33
SFB 649 discussion paper
33
Working paper
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
32
CFS working paper series
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ECONIS (ZBW)
195
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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
Saved in:
2
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:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
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:
6
Heterogeneous liquidity providers and night-minus-day return predictability
Lu, Zhongjin
;
Malliaris, Steven
;
Qin, Zhongling
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 175-200
Persistent link: https://www.econbiz.de/10014335742
Saved in:
7
Systematic default and return predictability in the stock and bond markets
Bao, Jack
;
Hou, Kewei
;
Zhang, Shaojun
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 349-377
Persistent link: https://www.econbiz.de/10014419606
Saved in:
8
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
9
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:
10
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
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