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type_genre:"Article in journal"
~isPartOf:"Applied economics"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Share price
Theorie
1,483
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1,483
Estimation
315
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315
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155
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155
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102
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102
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Karathanassis, George A.
2
Li, Jinfang
2
Xu, Dinghai
2
Yang, Chunpeng
2
Alam, Md Rafayet
1
Allen, David E.
1
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1
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1
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Applied economics
The journal of finance : the journal of the American Finance Association
134
The review of financial studies
130
Journal of financial economics
114
Journal of banking & finance
108
Finance research letters
83
Journal of empirical finance
79
International review of financial analysis
77
Economics letters
70
Journal of economic dynamics & control
68
International review of economics & finance : IREF
61
Economic modelling
60
The North American journal of economics and finance : a journal of financial economics studies
55
Journal of financial markets
49
Review of quantitative finance and accounting
49
Applied economics letters
48
The American economic review
48
Journal of financial and quantitative analysis : JFQA
47
The European journal of finance
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Applied financial economics
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Quantitative finance
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Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
38
Computational economics
36
Journal of accounting & economics
36
Journal of forecasting
36
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
Journal of economic behavior & organization : JEBO
35
International journal of theoretical and applied finance
34
Pacific-Basin finance journal
34
Journal of economic theory
33
Journal of international financial markets, institutions & money
33
The journal of futures markets
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Journal of international money and finance
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
27
Journal of monetary economics
26
Journal of risk and financial management : JRFM
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
49
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49
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1
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:
2
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
3
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
4
Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Applied economics
55
(
2023
)
51
,
pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
Saved in:
5
Salience in beta anomaly
Li, Xiaofang
;
Li, Daye
;
Yi, Kefu
;
Men, Ming
- In:
Applied economics
55
(
2023
)
55
,
pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
Saved in:
6
Effects of market liquidity on price dynamics in a heterogeneous belief model
Zhou, Yongguang
;
Wang, Yiming
;
Gao, Zhennan
- In:
Applied economics
55
(
2023
)
17
,
pp. 1972-1989
Persistent link: https://www.econbiz.de/10013555091
Saved in:
7
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
8
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
9
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
10
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
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