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isPartOf:"Review of financial economics : RFE"
~subject:"Ankündigungseffekt"
~subject:"Volatilität"
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Ankündigungseffekt
Volatilität
Capital income
85
Kapitaleinkommen
85
Börsenkurs
33
Share price
33
USA
25
United States
25
Aktienmarkt
17
Stock market
17
Portfolio selection
16
Portfolio-Management
16
Estimation
15
Schätzung
15
Volatility
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CAPM
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Behavioural finance
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Investmentfonds
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Theorie
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Theory
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Risiko
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Aktienindex
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Announcement effect
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Forecasting model
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Prognoseverfahren
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Welt
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ARCH model
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ARCH-Modell
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Asset pricing
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Efficient market hypothesis
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Stock returns
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English
19
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Achleitner, Ann-Kristin
1
Agbeyegbe, Terence D.
1
Bae, Suang C.
1
Barai, Parama
1
Bekiros, Stelios D.
1
Ben Aissia, Dorsaf
1
Chen, Andrew H.
1
Engel, Nico
1
Huffman, Stephen P.
1
Jain, Ajeet
1
Jubinskia, Daniel
1
Kang, Moonsoo
1
Khaksari, Shahriar
1
Konermann, Patrick
1
Lecarpentier-Moyal, Sylvie
1
Marfatia, Hardik A.
1
Meinerding, Christoph
1
Moll, Cliff R.
1
Nam, Kiseok
1
Pati, Pratap Chandra
1
Prat, Georges
1
Prezas, Alexandros P.
1
Rajib, Prabina
1
Reiner, Uwe
1
Renou-Maissant, Patricia
1
Robinson, Kenneth J.
1
Schulmeister, Stephan
1
Sedova, Olga
1
Siems, Thomas F.
1
Simet, Daniel P.
1
Simonyan, Karen
1
Strobl, Sascha
1
Su, Dongwei
1
Switzer, Lorne N.
1
Tahaoglu, Cagdas
1
Tomljanovich, Marc
1
Uctum, Remzi
1
Vasudevan, Gopala
1
Walkshäusl, Christian
1
Zhao, Yun Selina
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Review of financial economics : RFE
Finance research letters
187
International review of financial analysis
157
Journal of banking & finance
142
Journal of empirical finance
118
International review of economics & finance : IREF
116
The North American journal of economics and finance : a journal of financial economics studies
105
Journal of financial economics
102
Applied economics
97
Research in international business and finance
94
Energy economics
90
Applied financial economics
88
NBER working paper series
82
Pacific-Basin finance journal
80
Journal of international financial markets, institutions & money
77
Economic modelling
76
The journal of finance : the journal of the American Finance Association
75
Working paper / National Bureau of Economic Research, Inc.
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
73
Applied economics letters
71
Review of quantitative finance and accounting
71
Journal of econometrics
70
Journal of risk and financial management : JRFM
68
NBER Working Paper
64
The European journal of finance
59
International journal of forecasting
51
The review of financial studies
48
Investment management and financial innovations
47
Journal of financial and quantitative analysis : JFQA
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Economics letters
43
Journal of forecasting
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Cogent economics & finance
40
International journal of economics and finance
40
Journal of international money and finance
40
The journal of corporate finance : contracting, governance and organization
40
International journal of finance & economics : IJFE
39
Working paper
38
Journal of economics and finance
36
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ECONIS (ZBW)
19
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1
The effect of volatility persistence on excess returns
Jain, Ajeet
;
Strobl, Sascha
- In:
Review of financial economics : RFE
32
(
2017
),
pp. 58-63
Persistent link: https://www.econbiz.de/10011866259
Saved in:
2
A fresh look at integration of risks in the international stock markets: a wavelet approach
Marfatia, Hardik A.
- In:
Review of financial economics : RFE
34
(
2017
),
pp. 33-49
Persistent link: https://www.econbiz.de/10011876782
Saved in:
3
Volatility measures as predictors of extreme returns
Switzer, Lorne N.
;
Tahaoglu, Cagdas
;
Zhao, Yun Selina
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 1-10
Persistent link: https://www.econbiz.de/10011959385
Saved in:
4
Trend in aggregate idiosyncratic volatility
Nam, Kiseok
;
Khaksari, Shahriar
;
Kang, Moonsoo
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 11-28
Persistent link: https://www.econbiz.de/10011959395
Saved in:
5
Persistence of announcement effects on the intraday volatility of stock returns : evidence from individual data
Uctum, Remzi
;
Renou-Maissant, Patricia
;
Prat, Georges
; …
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 43-56
Persistent link: https://www.econbiz.de/10011959408
Saved in:
6
A behavioural explanation to the asymmetric volatility phenomenon : evidence from market volatility index
Pati, Pratap Chandra
;
Rajib, Prabina
;
Barai, Parama
- In:
Review of financial economics : RFE
35
(
2017
),
pp. 66-81
Persistent link: https://www.econbiz.de/10011959411
Saved in:
7
The incremental information content of innovations in implied idiosyncratic volatility
Moll, Cliff R.
;
Huffman, Stephen P.
- In:
Review of financial economics : RFE
30
(
2016
),
pp. 33-44
Persistent link: https://www.econbiz.de/10011579946
Saved in:
8
An inverted U-shaped crude oil price return-implied volatility relationship
Agbeyegbe, Terence D.
- In:
Review of financial economics : RFE
27
(
2015
),
pp. 28-45
Persistent link: https://www.econbiz.de/10011498314
Saved in:
9
IPO first-day returns : skewness preference, investor sentiment and uncertainty underlying factors
Ben Aissia, Dorsaf
- In:
Review of financial economics : RFE
23
(
2014
)
3
,
pp. 148-154
Persistent link: https://www.econbiz.de/10010442575
Saved in:
10
Irrational fads, short-term memory emulation, and asset predictability
Bekiros, Stelios D.
- In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 213-219
Persistent link: https://www.econbiz.de/10010442724
Saved in:
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