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type_genre:"Article in journal"
~accessRights:"restricted"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
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Gupta, Rangan
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Huber, Jürgen
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Lillo, Fabrizio
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Ma, Chaoqun
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Nonejad, Nima
4
Noussair, Charles
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Schmitt, Noemi
4
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Finance research letters
77
Journal of empirical finance
55
International review of financial analysis
53
Journal of financial economics
48
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of banking & finance
45
Journal of economic dynamics & control
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Economic modelling
42
International review of economics & finance : IREF
42
Quantitative finance
37
Management science : journal of the Institute for Operations Research and the Management Sciences
29
Applied economics
28
Journal of financial markets
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Economics letters
27
Journal of economic behavior & organization : JEBO
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Review of quantitative finance and accounting
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The European journal of finance
25
Applied economics letters
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The review of financial studies
23
Journal of econometrics
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Computational economics
19
Journal of international financial markets, institutions & money
19
Research in international business and finance
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Journal of economic theory
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
The journal of corporate finance : contracting, governance and organization
14
International journal of theoretical and applied finance
13
Journal of financial econometrics
12
Journal of forecasting
12
International journal of forecasting
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Market microstructure and liquidity
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Mathematics and financial economics
11
International journal of finance & economics : IJFE
10
Journal of international money and finance
10
Journal of monetary economics
10
The accounting review : a publication of the American Accounting Association
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Annals of finance
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ECONIS (ZBW)
1,680
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1
Disagreement about public information quality and informational price efficiency
Huang, Chong
;
Lunawat, Radhika
;
Wang, Qiguang
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452130
Saved in:
2
A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles
Ciaschini, Clio
;
Recchioni, Maria Cristina
- In:
Review of behavioral finance : RBF
16
(
2024
)
1
,
pp. 17-38
Persistent link: https://www.econbiz.de/10014471744
Saved in:
3
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
Saved in:
4
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
7
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
8
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
9
Multiple time scales investor sentiment impact the stock market index fluctuation : from margin trading business perspective
Chen, Xinxin
;
Guo, Yanhong
;
Song, Yingying
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014445599
Saved in:
10
A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Zhang, Junting
;
Liu, Haifei
;
Bai, Wei
;
Li, Xiaojing
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014445634
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