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Theorie
Handelsvolumen der Börse
37
Trading volume
37
Volatility
17
Volatilität
17
Capital income
16
Kapitaleinkommen
16
Börsenkurs
10
Share price
10
Aktienmarkt
9
Estimation
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Schätzung
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USA
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United States
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Großbritannien
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Spanien
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Theory
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ARCH model
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ARCH-Modell
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Ankündigungseffekt
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Derivat
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Derivative
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Exchange rate
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Financial crisis
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Finanzkrise
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Wechselkurs
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2002
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Anlageverhalten
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Asymmetric information
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Asymmetrische Information
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Behavioural finance
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Carroll, Rachael
1
Hayashida, Minoru
1
Kearney, Colm
1
Khemiri, Rim
1
McKenzie, Eddie
1
Omran, M. F.
1
Ono, Hiroyuki
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Applied financial economics
Journal of banking & finance
15
Working paper / National Bureau of Economic Research, Inc.
14
NBER working paper series
13
Journal of financial economics
12
Journal of financial markets
11
NBER Working Paper
11
The review of financial studies
11
SFB 649 discussion paper
8
The journal of finance : the journal of the American Finance Association
8
CFS working paper series
7
Discussion paper / Centre for Economic Policy Research
7
Finance research letters
7
Applied economics
6
Journal of economic dynamics & control
6
Computational economics
5
Journal of empirical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The European journal of finance
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
CoFE discussion papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
NES working paper series : working paper
4
Research paper series / Swiss Finance Institute
4
The journal of futures markets
4
Working paper / Centre for Financial Research
4
Asia-Pacific journal of financial studies
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Discussion papers / CEPR
3
Economic modelling
3
Economics letters
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and economics discussion series
3
Finance and stochastics
3
International review of economics & finance : IREF
3
Journal of Asian finance, economics and business : JAFEB
3
Journal of econometrics
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ECONIS (ZBW)
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1
Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Khemiri, Rim
- In:
Applied financial economics
22
(
2012
)
13/15
,
pp. 1121-1133
Persistent link: https://www.econbiz.de/10009625405
Saved in:
2
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
Saved in:
3
Turnover tax, transaction cost and stock
trading
volume
revisited : investigation of the Japanese case
Hayashida, Minoru
;
Ono, Hiroyuki
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1809-1817
Persistent link: https://www.econbiz.de/10009384774
Saved in:
4
Heteroscedasticity in stock returns data revisited : volume versus GARCH effects
Omran, M. F.
;
McKenzie, Eddie
- In:
Applied financial economics
10
(
2000
)
5
,
pp. 553-560
Persistent link: https://www.econbiz.de/10001527054
Saved in:
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