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subject:"Volatilität"
~subject:"Share price"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
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Gupta, Rangan
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of economics & finance : IREF
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
Volatility feedback effect and risk-return tradeoff
Chelikani, Surya
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
The quarterly review of economics and finance : journal …
92
(
2023
),
pp. 49-65
Persistent link: https://www.econbiz.de/10014490242
Saved in:
3
Trading strategies and the frequency of time-series
Isaenko, Sergei
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
Saved in:
4
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
5
Detecting periodically collapsing bubbles in the S&P 500
Nguyen, Quynh Nhu
;
Waters, George
- In:
The quarterly review of economics and finance : journal …
83
(
2022
),
pp. 83-91
Persistent link: https://www.econbiz.de/10013258514
Saved in:
6
Macroeconomic determinants of foreign exchange rate exposure
Fuchs, Fabian U.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 77-102
Persistent link: https://www.econbiz.de/10013336073
Saved in:
7
Does off-exchange trading decrease in the presence of uncertainty?
Jurich, Stephen N.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 201-213
Persistent link: https://www.econbiz.de/10012656285
Saved in:
8
Predicting stock returns from the pricing and mispricing of accounting fundamentals
Walkshäusl, Christian
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 253-260
Persistent link: https://www.econbiz.de/10012656290
Saved in:
9
Further evidence on long-run abnormal returns after corporate events
Kolari, James W.
;
Pynnönen, Seppo
;
Tuncez, Ahmet M.
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 421-439
Persistent link: https://www.econbiz.de/10012656438
Saved in:
10
Dynamic connectedness between the US financial market and Euro-Asian financial markets : Testing transmission of uncertainty through spatial regressions models
Tissaoui, Kais
;
Zaghdoudi, Taha
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 481-492
Persistent link: https://www.econbiz.de/10012656447
Saved in:
11
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
12
Dynamic impact of the US monetary policy on oil market returns and volatility
Marfatia, Hardik A.
;
Gupta, Rangan
;
Cakan, Esin
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 159-169
Persistent link: https://www.econbiz.de/10012655291
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13
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
Saved in:
14
When and why do stock and bond markets predict US economic growth?
McMillan, David G.
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 331-343
Persistent link: https://www.econbiz.de/10012655482
Saved in:
15
Conditional correlation between exchange rates and stock prices
Ding, Liang
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 452-463
Persistent link: https://www.econbiz.de/10012655525
Saved in:
16
Individual investor ownership and the news coverage premium
Marmora, Paul
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 494-507
Persistent link: https://www.econbiz.de/10012655544
Saved in:
17
Earnings and liquidity factors
Snigaroff, Robert
;
Wroblewski, David
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 508-523
Persistent link: https://www.econbiz.de/10012655545
Saved in:
18
Causal nexus between crude oil and US corporate bonds
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Hernandez, …
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 577-589
Persistent link: https://www.econbiz.de/10012655570
Saved in:
19
Volatility spillover between exchange rate and stock returns under volatility shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
20
The impact of order flow on event study returns : new evidence from zero-leverage firms
Zhang, Sijia
;
Gregoriou, Andros
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 627-634
Persistent link: https://www.econbiz.de/10012655584
Saved in:
21
Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao
;
Osmer, Eric
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 854-867
Persistent link: https://www.econbiz.de/10012655714
Saved in:
22
Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue
;
Goodell, John W.
;
Shen, Dehua
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 113-122
Persistent link: https://www.econbiz.de/10012656244
Saved in:
23
Uncertainty and daily predictability of housing returns and volatility of the United States : evidence from a higher-order nonparametric causality-in-quantiles test
Bouri, Elie
;
Gupta, Rangan
;
Kyei, Clement Kweku
; …
- In:
The quarterly review of economics and finance : journal …
82
(
2021
),
pp. 200-206
Persistent link: https://www.econbiz.de/10013258467
Saved in:
24
The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan
;
Lin, Chien-Hsiu
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
Saved in:
25
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
26
Quantile causality between banking stock and real estate securities returns in the US
Albulescu, C. T.
;
Bouri, E.
;
Tiwari, Aviral Kumar
; …
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 251-260
Persistent link: https://www.econbiz.de/10012431274
Saved in:
27
Natural gas price, market fundamentals and hedging effectiveness
Song Zan Chiou Wei
;
Chen, Sheng-Hung
;
Zhu, Zhen
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 321-337
Persistent link: https://www.econbiz.de/10012431299
Saved in:
28
Momentum, asymmetric volatility and idiosyncratic risk-momentum relation : does technology-sector matter?
Ahmed, Mohamed S.
;
Alhadab, Mohammad
- In:
The quarterly review of economics and finance : journal …
78
(
2020
),
pp. 355-371
Persistent link: https://www.econbiz.de/10012431325
Saved in:
29
The asymmetric relationship between the oil price and the US-Canada exchange rate
Jung, Young Cheol
;
Das, Anupam
;
McFarlane, Adian A.
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 198-206
Persistent link: https://www.econbiz.de/10012417578
Saved in:
30
Extreme returns and the investor's expectation for future volatility : evidence from the Finnish stock market
Ali, Syed Riaz Mahmood
;
Ahmed, Shaker
;
Östermark, Ralf
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 260-269
Persistent link: https://www.econbiz.de/10012417625
Saved in:
31
Investors and dividend yields
Baker, H. Kent
;
De Ridder, Adri
;
Råsbrant, Jonas
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 386-395
Persistent link: https://www.econbiz.de/10012417789
Saved in:
32
Dynamics and determinants of spillovers across the option-implied volatilities of US equities
Bouri, Elie
;
Lucey, Brian M.
;
Roubaud, David
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 257-264
Persistent link: https://www.econbiz.de/10012416566
Saved in:
33
Dynamic transmissions between main stock markets and SME stock markets : evidence from tropical economies
Nguyen, Trang
;
Chaiechi, Taha
;
Eagle, Lynne C.
;
Low, …
- In:
The quarterly review of economics and finance : journal …
75
(
2020
),
pp. 308-324
Persistent link: https://www.econbiz.de/10012416910
Saved in:
34
Arbitrage risk and a sentiment as causes of persistent mispricing : the European evidence
Guidolin, Massimo
;
Ricci, Andrea
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012417037
Saved in:
35
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
36
Institutions and return predictability in oil-exporting countries
Aramonte, Sirio
;
Jahan-Parvar, Mohammad R.
;
Shugarman, …
- In:
The quarterly review of economics and finance : journal …
71
(
2019
),
pp. 14-26
Persistent link: https://www.econbiz.de/10012175820
Saved in:
37
Asymmetric impact of oil prices on exchange rate and stock prices
Kumar, Satish
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 41-51
Persistent link: https://www.econbiz.de/10012176115
Saved in:
38
Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
Saved in:
39
Testing the alternative two-state options pricing models : An empirical analysis on TXO
Su, Ender
;
Wong, Kai Wen
- In:
The quarterly review of economics and finance : journal …
72
(
2019
),
pp. 101-116
Persistent link: https://www.econbiz.de/10012176286
Saved in:
40
The dynamic behavior of evolving efficiency : evidence from the UAE stock markets
Al-Shboul, Mohammad
;
Alsharari, Nizar Mohammad
- In:
The quarterly review of economics and finance : journal …
73
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012296690
Saved in:
41
Subprime credit, idiosyncratic risk, and foreclosures
Simlai, Prodosh
- In:
The quarterly review of economics and finance : journal …
74
(
2019
),
pp. 175-189
Persistent link: https://www.econbiz.de/10012297241
Saved in:
42
Measuring contagion effects between crude oil and Chinese stock market sectors
Fang, Sheng
;
Egan, Paul
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 31-38
Persistent link: https://www.econbiz.de/10012034503
Saved in:
43
Temporary price trends in the stock market with rational agents
Ichkitidze, Yuri
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012034517
Saved in:
44
Equivalent volume and comovement
Staer, Arsenio
;
Sottile, Pedro
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 143-157
Persistent link: https://www.econbiz.de/10012034530
Saved in:
45
Interest rate volatility and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Saved in:
46
An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns
Lengua Lafosse, Patricia
;
Rodriguez, Gabriel
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 155-173
Persistent link: https://www.econbiz.de/10012035007
Saved in:
47
Volatility spillovers between foreign exchange and stock markets in industrialized countries
Morales Zumaquero, Amalia
;
Sosvilla-Rivero, Simón
- In:
The quarterly review of economics and finance : journal …
70
(
2018
),
pp. 121-136
Persistent link: https://www.econbiz.de/10012035037
Saved in:
48
Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
Saved in:
49
U.S. stock markets and the role of real interest rates
Huang, Wanling
;
Mollick, André Varella
;
Nguyen Khoa Huu
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 231-242
Persistent link: https://www.econbiz.de/10011627292
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50
Realized correlation analysis of contagion
Vortelinos, Dimitrios I.
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 138-148
Persistent link: https://www.econbiz.de/10011627396
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