//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial economics"
~isPartOf:"Economics letters"
~subject:"Share price"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Volatility
430
Volatilität
430
Theorie
153
Theory
153
Capital income
119
Kapitaleinkommen
119
Börsenkurs
117
Estimation
94
Schätzung
94
USA
62
United States
62
ARCH model
61
ARCH-Modell
61
CAPM
56
Risiko
52
Risk
52
Risikoprämie
50
Risk premium
50
Time series analysis
48
Zeitreihenanalyse
48
Stochastic process
45
Stochastischer Prozess
45
Aktienmarkt
44
Stock market
44
Forecasting model
43
Prognoseverfahren
43
Welt
42
World
42
Business cycle
38
Konjunktur
38
Exchange rate
37
Option pricing theory
37
Optionspreistheorie
37
Wechselkurs
37
Schock
34
Shock
34
Portfolio selection
33
Portfolio-Management
33
Estimation theory
28
more ...
less ...
Online availability
All
Undetermined
64
Type of publication
All
Article
117
Type of publication (narrower categories)
All
Article in journal
117
Aufsatz in Zeitschrift
117
Language
All
English
117
Author
All
Bollerslev, Tim
4
Gupta, Rangan
3
Li, Sophia Zhengzi
3
Spagnolo, Nicola
3
Ang, Andrew
2
Ardia, David
2
Aït-Sahalia, Yacine
2
Bali, Turan G.
2
Demirer, Rıza
2
Hoogerheide, Lennart F.
2
Muravyev, Dmitriy
2
Panageas, Stauros
2
Renò, Roberto
2
Todorov, Viktor
2
Yuan, Yu
2
Ali, Faek Menla
1
Arin, Kerim Peren
1
Armstrong, Will J.
1
Avino, Davide
1
Babalos, Vasillios
1
Bandi, F. M.
1
Banerjee, Snehal
1
Barber, Brad M.
1
Bardgett, Chris
1
Barinov, Alexander
1
Barras, Laurent
1
Bartov, Eli
1
Bates, David S.
1
Bekaert, Geert
1
Bekiros, Stelios
1
Bertelsen, Kristoffer Pons
1
Białkowski, Je̜drzej
1
Blomkvist, Magnus
1
Bodnar, Gordon M.
1
Borup, Daniel
1
Brockman, Paul
1
Brogaard, Jonathan
1
Broussard, John Paul
1
Brown, Gregory W.
1
Brown, William O.
1
more ...
less ...
Published in...
All
Journal of financial economics
Economics letters
Finance research letters
182
International review of financial analysis
134
NBER working paper series
125
Energy economics
123
The North American journal of economics and finance : a journal of financial economics studies
115
Working paper / National Bureau of Economic Research, Inc.
115
International review of economics & finance : IREF
112
Journal of banking & finance
102
Applied economics
97
Economic modelling
93
NBER Working Paper
88
Journal of empirical finance
86
Research in international business and finance
86
Applied economics letters
85
Journal of international financial markets, institutions & money
77
Journal of risk and financial management : JRFM
70
Pacific-Basin finance journal
69
The journal of futures markets
68
Journal of econometrics
67
Applied financial economics
64
International Journal of Energy Economics and Policy : IJEEP
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Working paper
51
The European journal of finance
47
Discussion paper / Centre for Economic Policy Research
46
Finance India : the quarterly journal of Indian Institute of Finance
46
Cogent economics & finance
43
CESifo working papers
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
41
The journal of finance : the journal of the American Finance Association
40
Journal of financial markets
39
Research paper series / Swiss Finance Institute
38
Journal of financial and quantitative analysis : JFQA
37
International journal of finance & economics : IJFE
36
Review of quantitative finance and accounting
36
The review of financial studies
36
Discussion paper / Tinbergen Institute
35
Emerging markets, finance and trade : EMFT
35
more ...
less ...
Source
All
ECONIS (ZBW)
117
Showing
1
-
50
of
117
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
2
Cryptocurrencies and stock market fluctuations
Musholombo, Bashige
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506904
Saved in:
3
The impact of economic policy uncertainty on stock prices
Ginn, William
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506998
Saved in:
4
Volatility and informativeness
Dávila, Eduardo
;
Parlatore, Cecilia
- In:
Journal of financial economics
147
(
2023
)
3
,
pp. 550-572
Persistent link: https://www.econbiz.de/10014249458
Saved in:
5
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
Saved in:
6
The effect of relaxing daily price limit : evidence from the ChiNext market of China
Wan, Xiaoyuan
;
Zhang, Jiachen
- In:
Economics letters
215
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013448259
Saved in:
7
Learning, slowly unfolding disasters, and asset prices
Ghaderi, Mohammad
;
Kilic, Mete
;
Seo, Sang Byung
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 527-549
Persistent link: https://www.econbiz.de/10013350670
Saved in:
8
News as sources of jumps in stock returns : evidence from 21 million news articles for 9000 companies
Jeon, Yoontae
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
145
(
2022
)
2,1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10013473803
Saved in:
9
High policy uncertainty and low implied market volatility : an academic puzzle?
Białkowski, Je̜drzej
;
Dang, Huong
;
Wei, Xiaopeng
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1185-1208
Persistent link: https://www.econbiz.de/10013402157
Saved in:
10
Signaling safety
Michaely, Roni
;
Rossi, Stefano
;
Weber, Michael
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 405-427
Persistent link: https://www.econbiz.de/10012693671
Saved in:
11
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
12
A novel explanation for idiosyncratic volatility anomaly : An asset decomposition perspective
Liu, Hao
;
Chen, Yue
;
Wan, Wei
;
Zhang, Qun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886955
Saved in:
13
Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies
Qiu, Yue
;
Wang, Yifan
;
Xie, Tian
- In:
Economics letters
208
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013207252
Saved in:
14
Bitcoin mining activity and volatility dynamics in the power market
Karmakar, Sayar
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
209
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013209321
Saved in:
15
Information shocks, disagreement, and drift
Armstrong, Will J.
;
Cardella, Laura
;
Sabah, Nasim
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 916-940
Persistent link: https://www.econbiz.de/10013259609
Saved in:
16
Pervasive underreaction : evidence from high-frequency data
Jiang, Hao
;
Li, Sophia Zhengzi
;
Wang, Hao
- In:
Journal of financial economics
141
(
2021
)
2
,
pp. 573-599
Persistent link: https://www.econbiz.de/10013259814
Saved in:
17
What to expect when everyone is expecting : self-fulfilling expectations and asset-pricing puzzles
Garleanu, Nicolae
;
Panageas, Stauros
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 54-73
Persistent link: https://www.econbiz.de/10013188569
Saved in:
18
Implied volatility duration : a measure for the timing of uncertainty resolution
Schlag, Christian
;
Thimme, Julian
;
Weber, Rüdiger
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10013188678
Saved in:
19
The destabilising effects of cryptocurrency cybercriminality
Corbet, Shaen
;
Cumming, Douglas J.
;
Lucey, Brian M.
; …
- In:
Economics letters
191
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012507992
Saved in:
20
What drives Bitcoin's price crash risk?
Kalyvas, Antonios
;
Papakyriakou, Panayiotis
;
Sakkas, …
- In:
Economics letters
191
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012508027
Saved in:
21
SPAC IPO waves
Blomkvist, Magnus
;
Vulanovic, Milos
- In:
Economics letters
197
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012511149
Saved in:
22
Is information risk priced? : evidence from abnormal idiosyncratic volatility
Yang, Yung Chiang
;
Zhang, Bohui
;
Zhang, Chu
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 528-554
Persistent link: https://www.econbiz.de/10012543156
Saved in:
23
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
24
Why do option returns change sign from day to night?
Muravyev, Dmitriy
;
Ni, Xuechuan Charles
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 219-238
Persistent link: https://www.econbiz.de/10012545424
Saved in:
25
International R&D spillovers and asset prices
Gavazzoni, Federico
;
Santacreu, Ana Maria
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 330-354
Persistent link: https://www.econbiz.de/10012545550
Saved in:
26
How effective are trading pauses?
Hautsch, Nikolaus
;
Horvath, Akos
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 378-403
Persistent link: https://www.econbiz.de/10012131565
Saved in:
27
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
Bardgett, Chris
;
Gourier, Elise
;
Leippold, Markus
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 593-618
Persistent link: https://www.econbiz.de/10012133017
Saved in:
28
Do idiosyncratic jumps matter?
Kapadia, Nishad
;
Zekhnini, Morad
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
Saved in:
29
In search of preference shock risks : Evidence from longevity risks and momentum profits
Chen, Zhanhui
;
Yang, Bowen
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 225-249
Persistent link: https://www.econbiz.de/10012164076
Saved in:
30
A tale of two volatilities : Sectoral uncertainty, growth, and asset prices
Segal, Gill
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 110-140
Persistent link: https://www.econbiz.de/10012166756
Saved in:
31
A tug of war : Overnight versus intraday expected returns
Lou, Dong
;
Polk, Christopher
;
Skouras, Spyros
- In:
Journal of financial economics
134
(
2019
)
1
,
pp. 192-213
Persistent link: https://www.econbiz.de/10012166758
Saved in:
32
High frequency trading and comovement in financial markets
Malceniece, Laura
;
Malcenieks, Kārlis
;
Putniņš, Tālis J.
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 381-399
Persistent link: https://www.econbiz.de/10012166913
Saved in:
33
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
34
Stocks with extreme past returns : lotteries or insurance?
Barinov, Alexander
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 458-478
Persistent link: https://www.econbiz.de/10011982283
Saved in:
35
Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza
;
Gupta, Rangan
- In:
Economics letters
167
(
2018
),
pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
Saved in:
36
Heterogeneous effects of the SEC's Securities Offering Reform
Hemmings, Danial
;
Hodgkinson, Lynn
;
Wang, Qingwei
- In:
Economics letters
170
(
2018
),
pp. 131-135
Persistent link: https://www.econbiz.de/10012019651
Saved in:
37
Return, volatility and shock spillovers of Bitcoin with energy and technology companies
Symitsi, Efthymia
;
Chalvatzis, Konstantinos J.
- In:
Economics letters
170
(
2018
),
pp. 127-130
Persistent link: https://www.econbiz.de/10012019682
Saved in:
38
A modification to the WPC model
Jahanshahloo, Hossein
;
Spokeviciute, Laima
- In:
Economics letters
171
(
2018
),
pp. 76-78
Persistent link: https://www.econbiz.de/10012021787
Saved in:
39
Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Eraslan, Sercan
;
Ali, Faek Menla
- In:
Economics letters
172
(
2018
),
pp. 59-62
Persistent link: https://www.econbiz.de/10012022066
Saved in:
40
Belief-free price formation
Hörner, Johannes
;
Lovo, Stefano M.
;
Tomala, Tristan
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 342-365
Persistent link: https://www.econbiz.de/10011968877
Saved in:
41
Absolving beta of volatility's effects
Liu, Jianan
;
Stambaugh, Robert F.
;
Yuan, Yu
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011969100
Saved in:
42
High frequency trading and extreme price movements
Brogaard, Jonathan
;
Carrion, Allen
;
Moyaert, Thibaut
; …
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 253-265
Persistent link: https://www.econbiz.de/10011971047
Saved in:
43
The price of variance risk
Dew-Becker, Ian
;
Giglio, Stefano
;
Le, Anh
;
Giudice …
- In:
Journal of financial economics
123
(
2017
)
2
,
pp. 223-250
Persistent link: https://www.econbiz.de/10011748750
Saved in:
44
Information shocks and short-term market underreaction
Jiang, George J.
;
Zhu, Kevin X.
- In:
Journal of financial economics
124
(
2017
)
1
,
pp. 43-64
Persistent link: https://www.econbiz.de/10011751408
Saved in:
45
Explaining the negative returns to volatility claims : an equilibrium approach
Eraker, Bjørn
;
Wu, Yue
- In:
Journal of financial economics
125
(
2017
)
1
,
pp. 72-98
Persistent link: https://www.econbiz.de/10011751609
Saved in:
46
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
47
Systemic co-jumps
Caporin, Massimiliano
;
Kolokolov, Aleksey
;
Renò, Roberto
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 563-591
Persistent link: https://www.econbiz.de/10011818207
Saved in:
48
Explaining the time-varying effects of oil market shocks on US stock returns
Foroni, Claudia
;
Guérin, Pierre
;
Marcellino, Massimiliano
- In:
Economics letters
155
(
2017
),
pp. 84-88
Persistent link: https://www.econbiz.de/10011821575
Saved in:
49
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
50
The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
- In:
Economics letters
145
(
2016
),
pp. 176-181
Persistent link: https://www.econbiz.de/10011618391
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->