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subject:"Finanzanalyse"
~subject:"Volatility"
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Search: subject_exact:"Equity return"
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Finanzanalyse
Volatility
Capital market returns
3,479
Kapitalmarktrendite
3,479
Kapitaleinkommen
1,206
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1,205
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1,011
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822
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710
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601
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539
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501
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423
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407
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244
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161
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McAleer, Michael
55
Chang, Chia-Lin
19
Bali, Turan G.
17
Cakici, Nusret
17
Asai, Manabu
11
Freyberger, Joachim
11
Neuhierl, Andreas
11
Weber, Michael
11
Whitelaw, Robert
9
Kang, Wensheng
8
Ratti, Ronald A.
8
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7
Ang, Andrew
7
Glabadanidis, Paskalis
7
Ilomäki, Jukka
7
Laurila, Hannu
7
Lambertides, Neophytos
6
Martinet, Guillaume Gaetan
6
Rodriguez, Gabriel
6
Savva, Christos S.
6
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6
Wu, Jianbin
6
An, Byeong-Je
5
Barro, Robert J.
5
Chemmanur, Thomas J.
5
Chen, Honghui
5
Jin, Tao
5
Powell, Robert
5
Shiller, Robert J.
5
Simonovska, Ina
5
Singal, Vijay
5
Zakamulin, Valeriy
5
Zhong, Angel
5
Zopiatis, Anastasios
5
Angelidis, Timotheos
4
Atmaz, Adem
4
Breugem, Matthijs
4
Buss, Adrian
4
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4
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The journal of futures markets
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17
Energy economics
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NBER working paper series
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Finance research letters
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8
The journal of finance : the journal of the American Finance Association
8
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International review of finance
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International review of financial analysis
7
Journal of financial economics
7
Finance India : the quarterly journal of Indian Institute of Finance
6
Journal of international financial markets, institutions & money
6
Journal of risk and financial management : JRFM
6
Review of asset pricing studies
6
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6
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
Economics letters
5
International Journal of Energy Economics and Policy : IJEEP
5
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
5
Research in international business and finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
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ECONIS (ZBW)
740
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71
Return and volatility spillovers between energy and BRIC markets : evidence from quantile connectedness
Syed Mabruk Billah
;
Sitara Karim
;
Naeem, Muhammad Abubakr
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014247237
Saved in:
72
ESG, fundamentals, and stock returns
Sorensen, Eric H.
;
Mussalli, George
;
Lancetti, Sebastian
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
10
,
pp. 193-205
Persistent link: https://www.econbiz.de/10014232157
Saved in:
73
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
74
What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean
;
Li, Simeng
;
Malloch, Hamish
;
Svec, Jiri
- In:
Economics letters
210
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
Saved in:
75
Sentiment and stock market connectedness : evidence from the U.S. - China trade war
Bissoondoyal-Bheenick, Emawtee
;
Do, Hung
;
Hu, Xiaolu
; …
- In:
International review of financial analysis
80
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013366184
Saved in:
76
Legislative gridlock and stock return dispersion around roll-call votes
Cheng, Mengyao
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013461876
Saved in:
77
Do sell-side analysts play a role in hedge fund activism? : evidence from textual analysis
Chen, Huimin
;
Shohfi, Thomas D.
- In:
Contemporary accounting research : the journal of the …
39
(
2022
)
3
,
pp. 1583-1614
Persistent link: https://www.econbiz.de/10013464848
Saved in:
78
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
79
Market-wide shocks and the predictive power for the real economy in the Korean stock market
Kim, Jinyong
;
Kim, Yongsik
- In:
Pacific economic review
27
(
2022
)
4
,
pp. 380-399
Persistent link: https://www.econbiz.de/10013415336
Saved in:
80
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos
;
Rompolis, Leonidas S.
- In:
The journal of futures markets
42
(
2022
)
4
,
pp. 668-691
Persistent link: https://www.econbiz.de/10013187580
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