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subject:"Announcement effect"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"The European journal of finance"
~subject:"Volatility"
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Search: subject_exact:"Kapitalertrag"
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Announcement effect
Volatility
Capital income
396
Kapitaleinkommen
396
Börsenkurs
159
Share price
159
Aktienmarkt
131
Stock market
131
Estimation
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Gupta, Rangan
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Copeland, Laurence S.
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Gillas, Konstantinos Gkillas
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Koutmos, Gregory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
The European journal of finance
Finance research letters
187
International review of financial analysis
157
Journal of banking & finance
143
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
95
Energy economics
90
Applied financial economics
88
NBER working paper series
82
Pacific-Basin finance journal
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Journal of international financial markets, institutions & money
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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
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
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
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The journal of corporate finance : contracting, governance and organization
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International journal of finance & economics : IJFE
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Working paper
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Journal of economics and finance
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ECONIS (ZBW)
103
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1
The information content of currency option-implied volatilities : implications for ex-ante forecasts of global equity correlations
Figueiredo, Antonio
;
Parhizgari, Ali M.
;
Dupoyet, Brice
- In:
The European journal of finance
29
(
2023
)
18
,
pp. 2128-2153
Persistent link: https://www.econbiz.de/10014418133
Saved in:
2
Analysing emerging market returns with high-frequency data during the global financial crisis of 2007-2009
Yalaman, Abdullah
;
Manahov, Viktor
- In:
The European journal of finance
28
(
2022
)
10
,
pp. 1019-1051
Persistent link: https://www.econbiz.de/10013373360
Saved in:
3
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
4
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
5
The pricing of unexpected volatility in the currency market
Lu, Wenna
;
Copeland, Laurence S.
;
Xu, Yongdeng
- In:
The European journal of finance
29
(
2023
)
17
,
pp. 2032-2046
Persistent link: https://www.econbiz.de/10014388546
Saved in:
6
Social media coverage and post-earnings announcement drift : evidence from seeking alpha
Ding, Rong
;
Shi, Yukun
;
Zhou, Hang
- In:
The European journal of finance
29
(
2023
)
2
,
pp. 207-227
Persistent link: https://www.econbiz.de/10014322497
Saved in:
7
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia
;
Copeland, Laurence S.
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 483-507
Persistent link: https://www.econbiz.de/10014322539
Saved in:
8
Cash shortfall, SEO offer size, and SEO announcement returns
Bazrafshan, Ebrahim
;
Tarazi, Amine
- In:
The European journal of finance
29
(
2023
)
5
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014322543
Saved in:
9
Capturing the "true" information content of supervisory announcements in Europe
Laidroo, Laivi
- In:
The European journal of finance
28
(
2022
)
18
,
pp. 1917-1939
Persistent link: https://www.econbiz.de/10013532368
Saved in:
10
Good volatility, bad volatility, and time series return predictability
Yu, Honghai
;
Hao, Xianfeng
;
Wang, Yudong
- In:
The European journal of finance
28
(
2022
)
6
,
pp. 571-595
Persistent link: https://www.econbiz.de/10013373294
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