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subject:"Capital income"
~isPartOf:"Pacific-Basin finance journal"
~subject:"ARCH model"
~subject:"CAPM"
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Capital income
ARCH model
CAPM
Estimation
138
Schätzung
138
Kapitaleinkommen
66
Börsenkurs
53
Share price
53
Aktienmarkt
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Pacific-Basin finance journal
Finance research letters
182
International review of financial analysis
166
Journal of banking & finance
165
International review of economics & finance : IREF
159
Journal of empirical finance
155
Applied economics
151
Journal of financial economics
140
Economic modelling
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Applied financial economics
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NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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Journal of international financial markets, institutions & money
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Energy economics
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NBER Working Paper
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Research in international business and finance
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Journal of econometrics
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The European journal of finance
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Review of quantitative finance and accounting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of finance & economics : IJFE
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of economics and finance
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Research paper series / Swiss Finance Institute
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International journal of economics and financial issues : IJEFI
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CESifo working papers
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Tinbergen Institute
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
80
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
3
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
4
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
5
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
6
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
7
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
8
The bright and dark sides of minority shareholder protection : evidence from the separate vote counts disclosure rule in China
Cai, Guowei
;
Hsu, Po-Hsuan
;
Xu, Xinyi
;
Zhou, Tong
;
Zhu, …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463375
Saved in:
9
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
10
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
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