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isPartOf:"MPRA Paper"
~isPartOf:"Journal of financial markets"
~subject:"Aktienmarkt"
~subject:"CAPM"
~subject:"Prognoseverfahren"
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Aktienmarkt
CAPM
Prognoseverfahren
Volatility
176
Volatilität
88
volatility
83
Börsenkurs
40
Share price
40
Capital income
32
Kapitaleinkommen
32
Estimation
27
Schätzung
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Andersen, Torben
2
Bonato, Matteo
2
Bondarenko, Oleg
2
Cepni, Oguzhan
2
Easley, David
2
Gupta, Rangan
2
Lee, Suzanne S.
2
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2
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Aboura, Sofiane
1
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1
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1
Cheffou, Abdoulkarim Idi
1
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1
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1
Chung, Kee H.
1
Chuwonganant, Chairat
1
Dang, Viet Anh
1
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1
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1
Finta, Marinela Adriana
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1
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Kinnunen, Jyri
1
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1
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1
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1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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MPRA Paper
Journal of financial markets
Finance research letters
269
Energy economics
218
International review of financial analysis
185
International review of economics & finance : IREF
153
The North American journal of economics and finance : a journal of financial economics studies
153
Economic modelling
131
Applied economics
125
International journal of forecasting
125
Journal of empirical finance
116
Journal of forecasting
115
Research in international business and finance
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Journal of banking & finance
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Journal of international financial markets, institutions & money
100
NBER working paper series
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Applied economics letters
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Applied financial economics
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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80
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79
Journal of financial economics
70
NBER Working Paper
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
The European journal of finance
65
International journal of finance & economics : IJFE
60
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
59
Economics letters
56
The journal of futures markets
54
Working paper
51
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
49
Quantitative finance
48
Global finance journal
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Department of Economics working paper series
44
Journal of international money and finance
43
International Journal of Energy Economics and Policy : IJEEP
41
International journal of economics and finance
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Journal of economic dynamics & control
41
Discussion paper / Tinbergen Institute
39
Finance India : the quarterly journal of Indian Institute of Finance
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ECONIS (ZBW)
36
RePEc
3
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1
Intraday variation in cross-sectional stock comovement and impact of index-based strategies
Shen, Yiwen
;
Shi, Meiqi
- In:
Journal of financial markets
68
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491084
Saved in:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
4
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
5
The role of idiosyncratic jumps in stock markets
Lee, Suzanne S.
- In:
Journal of financial markets
64
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014466288
Saved in:
6
Intraday time series momentum : global evidence and links to market characteristics
Li, Zeming
;
Sakkas, Athanasios
;
Urquhart, Andrew
- In:
Journal of financial markets
57
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013188695
Saved in:
7
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
8
Jumps in stock prices : new insights from old data
Johnson, James A.
;
Medeiros, Marcelo C.
;
Paye, Bradley S.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013398004
Saved in:
9
The alphas of beta and idiosyncratic volatility
Poon, Percy Siuping
;
Yao, Tong
;
Zhang, Andrew Jianzhong
- In:
Journal of financial markets
61
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013540567
Saved in:
10
Information processing on equity prices and exchange rate for cross-listed stocks
Scherrer, Cristina Mabel
- In:
Journal of financial markets
54
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013273177
Saved in:
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