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subject:"Volatility"
~isPartOf:"Journal of banking & finance"
~language:"eng"
~subject:"Share price"
~subject:"Time series analysis"
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Volatility
Share price
Time series analysis
Estimation
434
Schätzung
433
Capital income
139
Kapitaleinkommen
139
Theorie
119
Theory
119
Börsenkurs
94
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Prokopczuk, Marcel
4
Zaremba, Adam
4
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3
Wese Simen, Chardin
3
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2
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2
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2
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2
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2
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2
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1
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1
Allegret, Jean-Pierre
1
Altay-Salih, Aslihan
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
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Journal of banking & finance
Applied economics
260
Economic modelling
232
Applied economics letters
220
Finance research letters
198
International review of economics & finance : IREF
190
Energy economics
188
Journal of econometrics
179
NBER working paper series
167
Working paper / National Bureau of Economic Research, Inc.
167
International review of financial analysis
166
The North American journal of economics and finance : a journal of financial economics studies
153
NBER Working Paper
151
Applied financial economics
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
141
Journal of empirical finance
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CESifo working papers
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Economics letters
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Journal of international financial markets, institutions & money
120
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114
Journal of international money and finance
108
Discussion paper / Tinbergen Institute
105
International journal of forecasting
103
Discussion paper / Centre for Economic Policy Research
102
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93
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
93
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90
International journal of finance & economics : IJFE
85
The journal of futures markets
85
The European journal of finance
81
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79
International journal of economics and finance
77
Pacific-Basin finance journal
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75
International journal of economics and financial issues : IJEFI
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Review of quantitative finance and accounting
67
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ECONIS (ZBW)
162
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1
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
2
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
3
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
4
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
5
Downside variance premium, firm fundamentals, and expected corporate bond returns
Huang, Tao
;
Jiang, Liang
;
Li, Junye
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014488900
Saved in:
6
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
7
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
Saved in:
8
The conditional impact of investor sentiment in global stock markets : a two-channel examination
Wang, Wenzhao
;
Su, Chen
;
Duxbury, Darren
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013461707
Saved in:
9
Investor sentiment and asset prices : evidence from the ex-day
Paudel, Shishir
;
Silveri, Sabatino
;
Wu, Mark
- In:
Journal of banking & finance
139
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013464339
Saved in:
10
Return decomposition over the business cycle
Cenesizoglu, Tolga
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533426
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