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subject:"Finanzanalyse"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Estimation"
~type:"article"
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Search: subject_exact:"Abnormal return"
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Finanzanalyse
Estimation
Capital market returns
20
Kapitalmarktrendite
20
Capital income
17
Kapitaleinkommen
17
Börsenkurs
14
Share price
14
Schätzung
10
Aktienmarkt
8
Stock market
8
Forecasting model
6
Prognoseverfahren
6
Return predictability
6
Volatility
6
Volatilität
6
CAPM
5
Oil price
4
Risiko
4
Risk
4
Welt
4
World
4
Ölpreis
4
Anlageverhalten
3
Behavioural finance
3
Statistical distribution
3
Statistische Verteilung
3
Stock returns
3
The cross-section of stock returns
3
Asset pricing
2
Correlation
2
Forecast
2
Higher moments
2
Idiosyncratic risk
2
International stock markets
2
Investor attention
2
Korrelation
2
Oil price returns
2
Oil price shocks
2
Option trading
2
Optionsgeschäft
2
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10
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English
10
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Zaremba, Adam
4
Cakici, Nusret
3
Chiah, Mardy
2
Long, Huaigang
2
Bilgin, Mehmet Huseyin
1
Bley, Jorg
1
Borochin, Paul
1
Bu, Ruijun
1
Dai, Yingtong
1
Degiannakisa, Stavros
1
Filis, George
1
Floros, Christos
1
Fu, Xi
1
Gong, Yuting
1
Harris, Richard D. F.
1
He, Zhongzhi
1
Jawadi, Fredj
1
Saad, Mohsen M.
1
Umar, Zaghum
1
Wu, Zekun
1
Xue, Wenjun
1
Zhao, Yanhui
1
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Journal of international financial markets, institutions & money
Journal of financial economics
23
Journal of financial and quantitative analysis : JFQA
21
Finance research letters
17
The journal of finance : the journal of the American Finance Association
17
Journal of banking & finance
16
Pacific-Basin finance journal
15
The review of financial studies
13
The journal of futures markets
10
Applied economics
9
Journal of empirical finance
9
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
9
International review of economics & finance : IREF
8
Energy economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Economic modelling
6
The journal of financial research
6
International review of financial analysis
5
Journal of risk and financial management : JRFM
5
Review of asset pricing studies
5
Financial management
4
International review of finance
4
Journal of applied econometrics
4
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international money and finance
4
Quantitative finance
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Accounting and finance
3
Australian journal of management
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Emerging markets, finance and trade : EMFT
3
Essays on empirical asset pricing
3
International Journal of Energy Economics and Policy : IJEEP
3
Journal of accounting & economics
3
Journal of financial markets
3
The interrelationship between financial and energy markets
3
The journal of asset management
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
4
Average tail risk and aggregate stock returns
Dai, Yingtong
;
Harris, Richard D. F.
- In:
Journal of international financial markets, …
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014245903
Saved in:
5
EPU spillovers and stock return predictability : a cross-country study
Gong, Yuting
;
He, Zhongzhi
;
Xue, Wenjun
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013357291
Saved in:
6
Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
Saved in:
7
The effect of option-implied skewness on delta- and vega-hedged option returns
Borochin, Paul
;
Wu, Zekun
;
Zhao, Yanhui
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012803250
Saved in:
8
Does the volatility of volatility risk forecast future stock returns?
Bu, Ruijun
;
Fu, Xi
;
Jawadi, Fredj
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 16-36
Persistent link: https://www.econbiz.de/10012128269
Saved in:
9
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
Saved in:
10
Idiosyncratic risk and expected returns in frontier markets : evidence from GCC
Bley, Jorg
;
Saad, Mohsen M.
- In:
Journal of international financial markets, …
22
(
2012
)
3
,
pp. 538-554
Persistent link: https://www.econbiz.de/10009623547
Saved in:
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