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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Working paper"
~subject:"Announcement effect"
~type_genre:"Article in journal"
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Capital income
Announcement effect
Estimation
149
Schätzung
149
Kapitaleinkommen
53
Theorie
47
Theory
47
Börsenkurs
36
Share price
36
Forecasting model
26
Prognoseverfahren
26
CAPM
25
Volatility
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Volatilität
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Risiko
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Behavioural finance
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USA
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United States
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Welt
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World
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Portfolio selection
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Portfolio-Management
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Yield curve
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return predictability
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Capital market returns
9
Estimation theory
9
Kapitalmarktrendite
9
Schätztheorie
9
asset pricing
9
Anleihe
8
Bond
8
estimation
8
Aktienmarkt
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Ankündigungseffekt
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Financial analysis
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Yang, Liyan
3
Zhou, Guofu
3
Bali, Turan G.
2
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Massa, Massimo
2
Tang, Yi
2
Tu, Jun
2
Wei, K. C. John
2
Agarwal, Ashish
1
Agarwal, Sumit
1
Ahmed, Anwer S.
1
Andrei, Daniel
1
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1
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1
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1
Bodnaruk, Andrij
1
Brennan, Michael J.
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Cenesizoglu, Tolga
1
Chabi-Yo, Fousseni
1
Chen, Qianwen
1
Choi, Jaewon
1
Chu, Liya
1
Chuprinin, Oleg
1
Cooper, Ilan
1
Cremers, Martijn
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Dim, Chukwuma Chijioke
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Dubiel-Teleszynski, Tomasz
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Engle, Robert F.
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Ferreira, Miguel A.
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Fodor, Andrew
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Gao, Xiaohui
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Gaspar, Sérgio
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Guo, Jiaqi
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1
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Management science : journal of the Institute for Operations Research and the Management Sciences
Working paper
Finance research letters
172
Journal of banking & finance
146
International review of financial analysis
138
Journal of financial economics
130
International review of economics & finance : IREF
126
Journal of empirical finance
122
Applied economics
103
The North American journal of economics and finance : a journal of financial economics studies
95
Applied economics letters
94
Applied financial economics
93
Economic modelling
88
Journal of international financial markets, institutions & money
82
Pacific-Basin finance journal
77
Research in international business and finance
74
The European journal of finance
71
Journal of international money and finance
61
Review of quantitative finance and accounting
61
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Energy economics
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Economics letters
45
International journal of finance & economics : IJFE
45
Journal of risk and financial management : JRFM
43
International journal of economics and finance
42
Journal of financial markets
40
Cogent economics & finance
38
Journal of financial and quantitative analysis : JFQA
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
34
International journal of forecasting
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
The journal of finance : the journal of the American Finance Association
32
International journal of economics and financial issues : IJEFI
31
Investment management and financial innovations
31
Journal of forecasting
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
Global finance journal
29
Quantitative finance
26
International Journal of Financial Studies : open access journal
25
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ECONIS (ZBW)
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
3
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
4
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
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5
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
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6
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
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7
Reaching for yield and the cross section of bond returns
Chen, Qianwen
;
Choi, Jaewon
- In:
Management science : journal of the Institute for …
70
(
2024
)
8
,
pp. 5226-5245
Persistent link: https://www.econbiz.de/10015047067
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8
The booms and busts of beta arbitrage
Huang, Shiyang
;
Liu, Xin
;
Lou, Dong
;
Polk, Christopher
- In:
Management science : journal of the Institute for …
70
(
2024
)
8
,
pp. 5367-5385
Persistent link: https://www.econbiz.de/10015047126
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9
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Saved in:
10
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
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