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Search: subject_exact:"Volatility"
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Volatility
263
Volatilität
262
Börsenkurs
111
Share price
111
Capital income
103
Kapitaleinkommen
103
Estimation
76
Schätzung
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Hammoudeh, Shawkat
4
Kalev, Petko S.
3
Pan, Zheyao
3
Prokopczuk, Marcel
3
Shi, Yongdong
3
Skiadopoulos, George
3
Aitken, Michael J.
2
Aloui, Chaker
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Anderson, Hamish D.
2
Andreou, Panayiotis C.
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Baig, Ahmed S.
2
Batten, Jonathan A.
2
Blau, Benjamin
2
Butt, Hassan A.
2
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2
Clements, Adam
2
Cumming, Douglas J.
2
Docherty, Paul
2
Escobar, Marcos
2
Faff, Robert W.
2
Frino, Alex
2
Gkionis, Konstantinos
2
Gubareva, Mariya
2
Ignatieva, Ekaterina
2
Jiang, Fuwei
2
Kagkadis, Anastasios
2
Kam Fong Chan
2
Kostakis, Alexandros
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Lee, Chien-chiang
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Lee, Hsiu-chuan
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Lee, Kuan-hui
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Li, Yanshuang
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Liao, Yin
2
Ma, Feng
2
Miao, Hong
2
Nartea, Gilbert V.
2
Philip, Dennis
2
Ramchander, Sanjay
2
Santucci de Magistris, Paolo
2
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Journal of banking & finance
Pacific-Basin finance journal
Finance research letters
476
Energy economics
466
International review of financial analysis
287
The North American journal of economics and finance : a journal of financial economics studies
277
International review of economics & finance : IREF
249
Applied economics
237
Discussion paper / Centre for Economic Policy Research
219
Economic modelling
217
Research in international business and finance
202
Quantitative finance
164
Journal of econometrics
163
Working paper / National Bureau of Economic Research, Inc.
143
Economics letters
136
Applied economics letters
124
Journal of international financial markets, institutions & money
123
Journal of empirical finance
121
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
International journal of forecasting
97
Journal of international money and finance
97
Journal of financial economics
93
Emerging markets, finance and trade : EMFT
91
The journal of futures markets
88
Computational economics
82
Journal of economic dynamics & control
76
International journal of finance & economics : IJFE
74
Discussion papers / CEPR
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
68
International journal of theoretical and applied finance
67
Physica A: Statistical Mechanics and its Applications
67
Journal of financial econometrics
63
The European journal of finance
63
Journal of forecasting
61
CEPR Discussion Papers
57
International journal of financial engineering
57
Journal of financial markets
57
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
51
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ECONIS (ZBW)
263
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263
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1
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
2
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
3
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
4
Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu
;
Liu, Xin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
Saved in:
5
Political uncertainty and commonality in liquidity
Đặng Tùng Lâm
;
Hoang, Luong
;
Nguyen Huong Giang
; …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491128
Saved in:
6
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
7
Hot potatoes : underpricing of stocks following extreme negative returns
Caglayan, Mustafa O.
;
Lawrence, Edward
;
Reyes-Peña, …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462378
Saved in:
8
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
9
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
10
Algorithmic trading and market quality : international evidence of the impact of errors in colocation dates
Aitken, Michael J.
;
Cumming, Douglas J.
;
Zhan, Feng
- In:
Journal of banking & finance
151
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463062
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