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subject:"Announcement effect"
~isPartOf:"Applied economics"
~isPartOf:"NBER Working Paper"
~subject:"Capital income"
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Search: subject_exact:"Kapitalertrag"
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Announcement effect
Capital income
Kapitaleinkommen
751
Börsenkurs
248
Share price
248
Theorie
206
Theory
206
Estimation
171
Schätzung
171
Aktienmarkt
155
Stock market
155
CAPM
133
Volatility
132
Volatilität
132
Portfolio selection
127
Portfolio-Management
127
Risiko
75
Risk
75
Forecasting model
74
Prognoseverfahren
74
Risikoprämie
73
Risk premium
73
Welt
72
World
72
Anlageverhalten
70
Behavioural finance
70
Financial market
46
Finanzmarkt
46
Financial investment
44
Kapitalanlage
44
ARCH model
36
ARCH-Modell
36
Capital market returns
35
Kapitalmarktrendite
35
USA
35
United States
35
Ankündigungseffekt
33
Yield curve
30
Zinsstruktur
30
Financial crisis
29
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448
Undetermined
205
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Book / Working Paper
444
Article
307
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307
Aufsatz in Zeitschrift
307
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English
751
Author
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Campbell, John Y.
21
Bekaert, Geert
13
Stambaugh, Robert F.
13
Diebold, Francis X.
11
Harvey, Campbell R.
11
Poterba, James M.
10
Zhang, Lu
9
Goetzmann, William N.
8
Jagannathan, Ravi
8
Lustig, Hanno N.
8
Van Nieuwerburgh, Stijn
8
Ait-Sahalia, Yacine
7
Lamont, Owen A.
7
Longstaff, Francis A.
7
Pastor, Lubos
7
Ang, Andrew
6
Hong, Harrison G.
6
Lettau, Martin
6
Lewis, Karen K.
6
Ludvigson, Sydney C.
6
Titman, Sheridan
6
Viceira, Luis M.
6
Warnock, Francis E.
6
Zaremba, Adam
6
Andersen, Torben G.
5
Bollerslev, Tim
5
Daniel, Kent D.
5
Ferson, Wayne E.
5
Froot, Kenneth
5
Hirshleifer, David A.
5
Hodrick, Robert J.
5
Kogan, Leonid
5
Pedersen, Lasse Heje
5
Ramiah, Vikash
5
Verdelhan, Adrien
5
Wachter, Jessica A.
5
Backus, David K.
4
Bonaparte, Yosef
4
Brandt, Michael W.
4
Brown, Jeffrey R.
4
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Applied economics
NBER Working Paper
NBER working paper series
589
Journal of banking & finance
566
Working paper / National Bureau of Economic Research, Inc.
561
Finance research letters
544
International review of financial analysis
479
Journal of financial economics
456
The journal of finance : the journal of the American Finance Association
375
Journal of empirical finance
374
Applied financial economics
355
Pacific-Basin finance journal
355
International review of economics & finance : IREF
327
Applied economics letters
274
The review of financial studies
265
Journal of international financial markets, institutions & money
250
The North American journal of economics and finance : a journal of financial economics studies
249
Journal of financial and quantitative analysis : JFQA
246
Review of quantitative finance and accounting
246
Research in international business and finance
241
The European journal of finance
241
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
Economic modelling
184
Economics letters
184
Management science : journal of the Institute for Operations Research and the Management Sciences
181
International journal of economics and finance
180
Discussion paper / Centre for Economic Policy Research
176
Journal of risk and financial management : JRFM
164
The journal of real estate finance and economics
163
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
155
Energy economics
151
Investment management and financial innovations
146
Research paper series / Swiss Finance Institute
142
The journal of asset management
140
Journal of international money and finance
139
Journal of econometrics
137
Journal of financial markets
135
International journal of economics and financial issues : IJEFI
134
Working paper
124
International journal of finance & economics : IJFE
118
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ECONIS (ZBW)
751
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91
Underwriter ratings and risk-taking of IPO firms : evidence from China
Zhang, Linlang
;
Zhang, Han
;
Xiongyuan, Wang
- In:
Applied economics
55
(
2023
)
17
,
pp. 1877-1890
Persistent link: https://www.econbiz.de/10013555050
Saved in:
92
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
93
Investor sentiment and the MAX effect : evidence from Korea
Byun, Suk Joon
;
Jeon, Byounghyun
;
Kim, Donghoon
- In:
Applied economics
55
(
2023
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10013494426
Saved in:
94
Can COVID-19 solve the equity premium puzzle?
Chibane, Messaoud
- In:
Applied economics
55
(
2023
)
6
,
pp. 603-616
Persistent link: https://www.econbiz.de/10013494443
Saved in:
95
Media content, sentiment and emerging market futures returns
Pok, Wei Fong
;
Kabir, M. Humayun
;
Young, Martin R.
- In:
Applied economics
55
(
2023
)
7
,
pp. 724-749
Persistent link: https://www.econbiz.de/10013498837
Saved in:
96
Corporate social responsibility and stock price crash risk : does analyst coverage matter?
Yang, Minghui
;
Chen, Shaoming
;
Wang, Jiawen
;
Wang, Yan
- In:
Applied economics
55
(
2023
)
10
,
pp. 1045-1061
Persistent link: https://www.econbiz.de/10013498987
Saved in:
97
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
98
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
Saved in:
99
Choosing factors : the international evidence
Grobys, Klaus
;
Kolari, James W.
- In:
Applied economics
54
(
2022
)
6
,
pp. 633-647
Persistent link: https://www.econbiz.de/10012874235
Saved in:
100
Media-based investor sentiment and stock returns : a textual analysis based on newspapers
He, Yu
;
Qu, Linshan
;
Wei, Ran
;
Zhao, Xuankai
- In:
Applied economics
54
(
2022
)
7
,
pp. 774-792
Persistent link: https://www.econbiz.de/10012874462
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