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subject:"Börsenkurs"
subject:"Announcement effect"
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Börsenkurs
Announcement effect
Estimation
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44
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Bredin, Donal
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International journal of finance & economics : IJFE
Finance research letters
126
NBER working paper series
116
Working paper / National Bureau of Economic Research, Inc.
115
Applied economics letters
113
International review of economics & finance : IREF
106
International review of financial analysis
101
Journal of banking & finance
101
Applied economics
95
NBER Working Paper
93
Economic modelling
92
The North American journal of economics and finance : a journal of financial economics studies
88
Applied financial economics
87
Journal of empirical finance
82
Journal of international financial markets, institutions & money
74
Research in international business and finance
70
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61
Journal of financial economics
61
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56
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55
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55
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54
Review of quantitative finance and accounting
54
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The European journal of finance
49
International journal of economics and finance
45
Cogent economics & finance
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Journal of international money and finance
41
The journal of futures markets
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Economics letters
36
The journal of finance : the journal of the American Finance Association
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Journal of financial markets
33
CFS working paper series
31
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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1
Better ways to test for herding
Wang, Junkai
;
Hudson, Robert
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 790-818
Persistent link: https://www.econbiz.de/10014469057
Saved in:
2
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
3
Greek government-debt crisis events and European financial markets : news surprises on Greek bond yields and inter-relations of European financial markets
Gillas, Konstantinos Gkillas
;
Katsiampa, Paraskevi
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4037-4054
Persistent link: https://www.econbiz.de/10014429282
Saved in:
4
Power of moment-based normality tests : empirical analysis on Indian stock market index
Shaik, Muneer
;
Gulhane, Rutvik Digambar
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2989-2997
Persistent link: https://www.econbiz.de/10014327637
Saved in:
5
Day-of-the-week effect and market liquidity : a comparative study from emerging stock markets of Asia
Khan, Badal
;
Aqil, Muhammad
;
Kazmi, Syed Hasnain Alam
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 544-561
Persistent link: https://www.econbiz.de/10014253231
Saved in:
6
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
7
Covid-19 outbreak and stocks return on the West African Economic and Monetary Union's stock market : an empirical analysis of the relationship through the event study approach
Zoungrana, Tibi Didier
;
TanToé, Daouda Lawa
;
Toé, Mamadou
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1404-1422
Persistent link: https://www.econbiz.de/10014253404
Saved in:
8
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
9
The news effects on exchange rate returns and volatility : evidence from Pakistan
Jabeen, Munazza
;
Rashid, Abdul
;
Ihsan, Hajra
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 745-769
Persistent link: https://www.econbiz.de/10012814860
Saved in:
10
Trade policy and return on capital : an empirical analysis based on China's antidumping
Wang, Xiaosong
;
Wu, Huan
;
Li, Le
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 865-892
Persistent link: https://www.econbiz.de/10012814941
Saved in:
11
Effects of diamond price volatility on stock returns : evidence from a developing economy
Brou, Jean Marcelin Bosson
;
Mougoué, Mbodja
;
Kouassi, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1025-1043
Persistent link: https://www.econbiz.de/10012814972
Saved in:
12
Oil and stock prices : new evidence from a time varying homogenous panel smooth transition VECM for seven developing countries
Ceylan, Resat
;
Ivrendi, Mehmet
;
Shahbaz, Muhammed
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1085-1100
Persistent link: https://www.econbiz.de/10012814984
Saved in:
13
A firm level analysis of asymmetric response of U.S. stock returns to exchange rate movements
Salisu, Afees A.
;
Isah, Kazeem
;
Ogbonnaya-Orji, Nnenna
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1220-1239
Persistent link: https://www.econbiz.de/10012815021
Saved in:
14
Volatility forecasting revisited using Markov-switching with time-varying probability transition
Wang, Jiqian
;
Ma, Feng
;
Liang, Chao
;
Chen, Zhonglu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1387-1400
Persistent link: https://www.econbiz.de/10012815077
Saved in:
15
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
16
Daily investor sentiment, order flow imbalance and stock liquidity : evidence from the Chinese stock market
Yin, Haiyuan
;
Wu, Xingying
;
Kong, Sophie X.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4816-4836
Persistent link: https://www.econbiz.de/10013461380
Saved in:
17
Can sentiments on macroeconomic news explain stock returns? : evidence form social network data
Xu, Yingying
;
Zhao, Jichang
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2073-2088
Persistent link: https://www.econbiz.de/10013184675
Saved in:
18
Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein
;
Yeganegi, Mohammad Reza
;
Gupta, Rangan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
Saved in:
19
A portfolio construction framework using LSTM-based stock markets forecasting
Cipiloglu Yildiz, Zeynep
;
Yildiz, Selim Baha
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2356-2366
Persistent link: https://www.econbiz.de/10013184892
Saved in:
20
Financial wealth effects and consumption expenditure
Swamy, Vighneswara
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1933-1946
Persistent link: https://www.econbiz.de/10013184413
Saved in:
21
On equity risk prediction and tail spillovers
Pouliasis, Panos
;
Kyriakou, Ioannis
;
Papapostolou, Nikos
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10011960379
Saved in:
22
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
23
The return of the monday effect in European currency markets : an empirical analysis of the impact of the economic crisis on market efficiency
Bush, Peter J.
;
Stephens, John E.
- In:
International journal of finance & economics : IJFE
21
(
2016
)
3
,
pp. 241-246
Persistent link: https://www.econbiz.de/10011560503
Saved in:
24
International sentiment spillovers in equity returns
Bathia, Deven
;
Bredin, Donal
;
Nitzsche, Dirk
- In:
International journal of finance & economics : IJFE
21
(
2016
)
4
,
pp. 332-359
Persistent link: https://www.econbiz.de/10011698788
Saved in:
25
Time-varying predictability for stock returns, dividend growth and consumption growth
McMillan, David G.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
4
,
pp. 362-373
Persistent link: https://www.econbiz.de/10011495564
Saved in:
26
Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
27
Modeling volatility spillover effects between developed stock markets and Asian emerging stock markets
Li, Yanan
;
Giles, David E. A.
- In:
International journal of finance & economics : IJFE
20
(
2015
)
2
,
pp. 155-177
Persistent link: https://www.econbiz.de/10011348426
Saved in:
28
International stock market indices comovements : a new look
Madaleno, Mara
;
Pinho, Carlos
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 89-102
Persistent link: https://www.econbiz.de/10009507847
Saved in:
29
Oil prices and stock markets in GCC countries : empirical evidence from panel analysis
Arouri, Mohamed
;
Rault, Christophe
- In:
International journal of finance & economics : IJFE
17
(
2012
)
3
,
pp. 242-253
Persistent link: https://www.econbiz.de/10009615687
Saved in:
30
What explains comovement in stock market returns during the 2007 - 2008 crisis?
Didier, Tatiana
;
Love, Inessa
;
Martínez Pería, María …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
2
,
pp. 182-202
Persistent link: https://www.econbiz.de/10009615694
Saved in:
31
When markets fall down : are emerging markets all the same?
Ramos, Sofia B.
;
Vermunt, Jeroen K.
;
Dias, José G.
- In:
International journal of finance & economics : IJFE
16
(
2011
)
4
,
pp. 324-338
Persistent link: https://www.econbiz.de/10009508119
Saved in:
32
Co-movements between US and UK stock prices : the role of time-varying conditional correlations
Aslanidis, Nektarios
;
Osborn, Denise R.
;
Sensier, Marianne
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 366-380
Persistent link: https://www.econbiz.de/10008811289
Saved in:
33
Stock return predictability and dividend-price ratio : a nonlinear approach
McMillan, David G.
;
Wohar, Mark E.
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10008811291
Saved in:
34
Forecasting financial volatility of the Athens stock exchange daily returns : an application of the asymmetric normal mixture GARCH model
Drakos, Anastassios A.
;
Kouretas, Georgios P.
; …
- In:
International journal of finance & economics : IJFE
15
(
2010
)
4
,
pp. 331-350
Persistent link: https://www.econbiz.de/10008811307
Saved in:
35
Tests of the conditional asset pricing model : further evidence from the cross-section of stock returns
Hyde, Stuart
;
Sherif, Mohamed
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10008702351
Saved in:
36
Causality from real stock returns to real activity : evidence of regime-dependence
Kanas, Angelos
;
Ioannidis, Christos
- In:
International journal of finance & economics : IJFE
15
(
2010
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10008702354
Saved in:
37
European monetary policy surprises : the aggregate and sectoral stock market response
Bredin, Donal
;
Hyde, Stuart
;
Nitzsche, Dirk
;
O'Reilly, …
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 156-171
Persistent link: https://www.econbiz.de/10003824844
Saved in:
38
An empirical model of daily highs and lows
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
12
(
2007
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003416321
Saved in:
39
Exchange rates and fundamentals : a non-linear relationship?
De Grauwe, Paul
;
Vansteenkiste, Isabel
- In:
International journal of finance & economics : IJFE
12
(
2007
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10003416329
Saved in:
40
Neural network linear forecast for stock returns
Kanas, Angelos
- In:
International journal of finance & economics : IJFE
6
(
2001
)
3
,
pp. 245-254
Persistent link: https://www.econbiz.de/10001607411
Saved in:
41
Unified tests of causality and cost of carry : the pricing of the French stock index futures contract
Green, Christopher J.
;
Joujon, Emmanuel
- In:
International journal of finance & economics : IJFE
5
(
2000
)
2
,
pp. 121-140
Persistent link: https://www.econbiz.de/10001519416
Saved in:
42
Switching volatility in private international equity markets
Susmel, Raul
- In:
International journal of finance & economics : IJFE
5
(
2000
)
4
,
pp. 265-283
Persistent link: https://www.econbiz.de/10001539840
Saved in:
43
Openness and the exchange rate exposure of national stock markets
Friberg, Richard
;
Nydahl, Stefan
- In:
International journal of finance & economics : IJFE
4
(
1999
)
1
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001434258
Saved in:
44
Multivariate EGARCHX-modelling of the international asset return signal response mechanism
Östermark, Ralf
- In:
International journal of finance & economics : IJFE
2
(
1997
)
3
,
pp. 249-262
Persistent link: https://www.econbiz.de/10001227630
Saved in:
45
Stock market volatility and fractional integration
Cheung, Yin-Wong
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 263-273
Persistent link: https://www.econbiz.de/10001211528
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