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subject:"Share price"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Ankündigungseffekt"
~subject:"Volatility"
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Share price
Ankündigungseffekt
Volatility
Estimation
313
Schätzung
313
Capital income
84
Kapitaleinkommen
84
Börsenkurs
73
Theorie
63
Theory
63
Volatilität
52
China
47
Aktienmarkt
42
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105
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Yang, Liyan
3
Cen, Ling
2
Hasler, Michael
2
Joslin, Scott
2
Subrahmanyam, Avanidhar
2
Trojani, Fabio
2
Wei, K. C. John
2
Xu, Weidong
2
Zhang, Dayong
2
Abul Mansur Mohammed Masih
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Afloarei Nucu, Anca Elena
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Agarwal, Ashish
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Ahmed, Anwer S.
1
Akdeniz, Levent
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Akron, Sagi
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Albuquerque, Rui
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Andrieş, Alin Marius
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Baklaci, Hasan F.
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Canbaş, Serpil
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1
Cao, Hong
1
Catik, A. Nazif
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Cenesizoglu, Tolga
1
Chabi-Yo, Fousseni
1
Chen, Ho-chyuan
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
192
Applied economics
183
International review of economics & finance : IREF
172
Working paper / National Bureau of Economic Research, Inc.
168
Economic modelling
167
NBER working paper series
165
International review of financial analysis
160
Energy economics
159
Applied economics letters
157
Journal of banking & finance
155
The North American journal of economics and finance : a journal of financial economics studies
146
NBER Working Paper
143
Applied financial economics
134
Journal of empirical finance
132
Journal of econometrics
119
Journal of international financial markets, institutions & money
113
Research in international business and finance
110
Journal of international money and finance
96
CESifo working papers
91
Discussion paper / Centre for Economic Policy Research
91
Working paper
90
Journal of financial economics
88
Journal of risk and financial management : JRFM
85
The journal of futures markets
85
Economics letters
81
The European journal of finance
78
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Pacific-Basin finance journal
72
International journal of finance & economics : IJFE
71
Discussion paper / Tinbergen Institute
69
International journal of economics and finance
67
Review of quantitative finance and accounting
67
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
International journal of economics and financial issues : IJEFI
57
Cogent economics & finance
56
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
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On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
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3
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
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4
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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5
Ambiguity aversion and beating benchmarks : does it create a pattern?
Kolasinski, Adam
;
Li, Xu
;
Soliman, Mark
;
Xin, Qian
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7059-7078
Persistent link: https://www.econbiz.de/10014435458
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6
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
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7
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
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8
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
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9
Finance and firm volatility : evidence from small business lending in China
Chen, Tao
;
Huang, Yi
;
Chen, Lin
;
Sheng, Zixia
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2226-2249
Persistent link: https://www.econbiz.de/10013268060
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10
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
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