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subject:"Share price"
subject:"Stock index"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Theory"
~subject:"Welt"
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Share price
Stock index
Theory
Welt
Estimation
716
Schätzung
711
Estimation theory
223
Schätztheorie
223
Theorie
204
Volatility
170
Volatilität
170
Capital income
132
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Todorov, Viktor
11
Tauchen, George Eugene
7
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Li, Jia
5
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Aït-Sahalia, Yacine
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3
Su, Liangjun
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3
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2
Asai, Manabu
2
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Dinh Hoang Bach Phan
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Hallin, Marc
2
Hammoudeh, Shawkat
2
Han, Xu
2
Harvey, Andrew C.
2
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2
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Journal of econometrics
Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
845
NBER working paper series
732
NBER Working Paper
671
Discussion paper / Centre for Economic Policy Research
544
Applied economics
541
CESifo working papers
486
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399
Applied economics letters
371
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356
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286
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267
International review of economics & finance : IREF
264
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225
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219
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206
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197
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196
International review of financial analysis
190
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184
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182
Journal of empirical finance
175
Journal of applied econometrics
173
The North American journal of economics and finance : a journal of financial economics studies
168
CESifo Working Paper Series
164
Europäische Hochschulschriften / 5
146
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143
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140
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137
The review of economics and statistics
137
IMF working papers
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129
International journal of finance & economics : IJFE
128
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128
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ECONIS (ZBW)
336
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336
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1
Macroeconomic momentum and cross-sectional equity market indices
Zhang, Yu
;
Kappou, Konstantina
;
Urquhart, Andrew
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014535728
Saved in:
2
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:
3
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:
4
International stock market volatility : a global tail risk sight
Lu, Xinjie
;
Zeng, Qing
;
Zhong, Juandan
;
Zhu, Bo
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014494749
Saved in:
5
Employment protection, corporate governance, and labor productivity around the World
Li, Guangzhong
;
Fujiyama, Keishi
;
Wu, Cen
;
Zheng, Ying
- In:
Journal of international financial markets, …
92
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014535742
Saved in:
6
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
8
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:
9
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
10
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
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