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subject:"Share price"
subject:"Stock index"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Marktinformation"
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Share price
Stock index
Estimation
307
Schätzung
307
Volatility
96
Volatilität
96
Capital income
89
Kapitaleinkommen
89
Börsenkurs
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Gupta, Rangan
6
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4
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3
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3
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2
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2
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2
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2
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
129
Applied economics letters
117
Applied financial economics
108
International review of financial analysis
108
International review of economics & finance : IREF
107
Applied economics
103
Journal of banking & finance
96
Economic modelling
90
Journal of empirical finance
87
Journal of international financial markets, institutions & money
73
Research in international business and finance
71
Energy economics
61
Journal of financial economics
59
Journal of econometrics
57
Journal of risk and financial management : JRFM
57
The European journal of finance
54
Pacific-Basin finance journal
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Review of quantitative finance and accounting
52
International journal of economics and finance
46
International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Cogent economics & finance
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The journal of futures markets
43
International journal of economics and financial issues : IJEFI
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
39
The journal of finance : the journal of the American Finance Association
38
Economics letters
36
Journal of international money and finance
34
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of financial markets
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The empirical economics letters : a monthly international journal of economics
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Investment management and financial innovations
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Quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Economic research
28
Journal of forecasting
27
Emerging markets, finance and trade : EMFT
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ECONIS (ZBW)
92
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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
Saved in:
3
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
4
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:
5
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
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6
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
Saved in:
7
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
Saved in:
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
Saved in:
10
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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