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subject:"Ankündigungseffekt"
~isPartOf:"Journal of financial economics"
~type_genre:"Article in journal"
~type_genre:"Case study"
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Ankündigungseffekt
Capital income
454
Kapitaleinkommen
454
Börsenkurs
163
Share price
163
CAPM
141
Estimation
127
Schätzung
127
Theorie
123
Theory
123
Portfolio selection
110
Portfolio-Management
110
Risikoprämie
96
Risk premium
96
USA
94
United States
94
Forecasting model
93
Prognoseverfahren
93
Volatility
82
Volatilität
82
Anlageverhalten
67
Behavioural finance
67
Risk
55
Risiko
53
Aktienmarkt
47
Stock market
47
Investment Fund
46
Investmentfonds
46
Return predictability
39
Capital market returns
36
Kapitalmarktrendite
36
Welt
32
World
32
Announcement effect
27
Efficient market hypothesis
26
Effizienzmarkthypothese
26
Financial investment
21
Kapitalanlage
21
Yield curve
21
Zinsstruktur
21
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Undetermined
15
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Article
27
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Article in journal
Case study
Aufsatz in Zeitschrift
27
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English
27
Author
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Zhang, Bohui
2
Ai, Hengjie
1
Allen, Jeffrey W.
1
Atilgan, Yigit
1
Bailey, Warren
1
Baker, Malcolm
1
Bali, Turan G.
1
Barber, Brad M.
1
Boehmer, Ekkehart
1
DeLong, Gayle L.
1
Demirtas, K. Ozgur
1
Frank, Murray Z.
1
George, Emmanuel T. de
1
Gilbert, Thomas
1
Grennan, Jillian
1
Günaydin, A. Doruk
1
Han, Leyla Jianyu
1
Hibbert, Ann Marie
1
Hrdlicka, Christopher
1
Hu, Grace Xing
1
Ikenberry, David
1
Jeon, Yoontae
1
Jiang, George J.
1
Jiang, Hao
1
Kamara, Avraham
1
Kang, Qiang
1
Karolyi, G. Andrew
1
Kothari, S. P.
1
Kumar, Alok
1
Lakonishok, Josef
1
Lehavy, Reuven
1
Levi, Shai
1
Lewellen, Jonathan
1
Li, Jun
1
Li, Sophia Zhengzi
1
Liu, Laura Xiaolei
1
McCurdy, Thomas H.
1
Mishra, Suchi
1
Moshirian, Fariborz
1
Musumeci, Jim
1
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Journal of financial economics
Finance research letters
49
Journal of banking & finance
44
The journal of finance : the journal of the American Finance Association
43
Review of quantitative finance and accounting
40
International review of financial analysis
39
The journal of corporate finance : contracting, governance and organization
34
Journal of financial and quantitative analysis : JFQA
23
The review of financial studies
23
Applied economics
22
Journal of accounting & economics
21
Pacific-Basin finance journal
21
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
21
Research in international business and finance
20
Journal of empirical finance
19
The European journal of finance
17
The accounting review : a publication of the American Accounting Association
17
Investment management and financial innovations
16
Quarterly journal of business and economics : QJBE
16
International review of economics & finance : IREF
15
Journal of economics and finance
15
The North American journal of economics and finance : a journal of financial economics studies
15
The financial review : the official publication of the Eastern Finance Association
15
Management science : journal of the Institute for Operations Research and the Management Sciences
14
The international journal of business and finance research : IJBFR
14
Applied economics letters
13
Cogent economics & finance
13
International journal of economics and finance
13
Journal of economics & business
13
Journal of risk and financial management : JRFM
12
Review of accounting studies
11
Applied financial economics
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
10
International journal of economics and financial issues : IJEFI
10
Journal of international financial markets, institutions & money
10
The journal of business : B
10
Afro-Asian Journal of Finance and Accounting : AAJFA
9
Journal of business finance & accounting : JBFA
9
The journal of real estate finance and economics
9
Economic modelling
8
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ECONIS (ZBW)
27
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1
Why does the Fed move markets so much? : a model of monetary policy and time-varying risk aversion
Pflueger, Carolin E.
;
Rinaldi, Gianluca
- In:
Journal of financial economics
146
(
2022
)
1
,
pp. 71-89
Persistent link: https://www.econbiz.de/10013482163
Saved in:
2
The cross section of the monetary policy announcement premium
Ai, Hengjie
;
Han, Leyla Jianyu
;
Pan, Xuhui
;
Xu, Lai
- In:
Journal of financial economics
143
(
2022
)
1
,
pp. 247-276
Persistent link: https://www.econbiz.de/10013350644
Saved in:
3
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:
4
Premium for heightened uncertainty : explaining pre-announcement market returns
Hu, Grace Xing
;
Pan, Jun
;
Wang, Jiang
;
Zhu, Haoxiang
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 909-936
Persistent link: https://www.econbiz.de/10013475443
Saved in:
5
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:
6
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:
7
Left-tail momentum : underreaction to bad news, costly arbitrage and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 725-753
Persistent link: https://www.econbiz.de/10012543218
Saved in:
8
Heterogeneous beliefs and return volatility around seasoned equity offerings
Hibbert, Ann Marie
;
Kang, Qiang
;
Kumar, Alok
;
Mishra, Suchi
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 571-589
Persistent link: https://www.econbiz.de/10012652844
Saved in:
9
Dividend payments as a response to peer influence
Grennan, Jillian
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 549-570
Persistent link: https://www.econbiz.de/10012133014
Saved in:
10
Company stock price reactions to the 2016 election shock : Trump, taxes, and trade
Wagner, Alexander F.
;
Zeckhauser, Richard
;
Ziegler, …
- In:
Journal of financial economics
130
(
2018
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012051330
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