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subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
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Search: subject_exact:"Announcement effect"
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Volatility
Estimation
Ankündigungseffekt
41
Announcement effect
41
Börsenkurs
25
Share price
25
Capital income
15
Kapitaleinkommen
15
Geldpolitik
12
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Public bond
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18
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Cho, Hoon
3
Ryu, Doojin
3
Gupta, Rangan
2
Seok, Sang Ik
2
Balcilar, Mehmet
1
Ben Omrane, Walid
1
Cakan, Esin
1
Caporin, Massimiliano
1
Chang, Ya-Ting
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Gau, Yin-feng
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Gregori, Wildmer Daniel
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Liu, Wenwen
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Lu, Yang-cheng
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McAleer, Michael
1
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Moraes, Claudio Oliveira de
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Pio Corrêa, Paloma
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
36
Journal of banking & finance
36
International review of financial analysis
29
Working paper / National Bureau of Economic Research, Inc.
23
Journal of empirical finance
22
NBER working paper series
22
CESifo working papers
21
Journal of international money and finance
20
The journal of futures markets
20
Applied economics letters
19
Journal of financial economics
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NBER Working Paper
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Research in international business and finance
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Journal of international financial markets, institutions & money
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Global finance journal
11
The review of financial studies
11
Applied financial economics
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Energy economics
9
Finance and economics discussion series
9
Journal of financial markets
9
CFS working paper series
8
Discussion papers / CEPR
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The European journal of finance
8
The journal of finance : the journal of the American Finance Association
8
Working paper series / European Central Bank
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Discussion paper
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Economics and finance working paper series
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International finance discussion papers
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
18
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1
Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data
Kamada, Koichiro
;
Kurosaki, Tetsuo
;
Miura, Ko
;
Yamada, …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013413462
Saved in:
2
Scheduled macroeconomic news announcements and intraday market sentiment
Seok, Sangik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534140
Saved in:
3
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
Saved in:
4
Impact of network investor sentiment and news arrival on jumps
Liu, Wenwen
;
Zhang, Chang
;
Qiao, Gaoxiu
;
Xu, Lei
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013538989
Saved in:
5
Stock Market's responses to intraday investor sentiment
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013187639
Saved in:
6
Does transparency of central banks communication affect credit market? : empirical evidence for advanced and emerging markets
Tiberto, Bruno Pires
;
Moraes, Claudio Oliveira de
;
Pio …
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012642420
Saved in:
7
Price delay and post-earnings announcement drift anomalies : the role of option-implied betas
Ho, Hwai-chung
;
Tsai, Wei-Che
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667185
Saved in:
8
Has the Grexit news affected euro area financial markets?
Gregori, Wildmer Daniel
;
Sacchi, Agnese
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 71-84
Persistent link: https://www.econbiz.de/10012269153
Saved in:
9
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
10
Firm characteristics and jump dynamics in stock prices around earnings announcements
Zhou, Haigang
;
Zhu, John Qi
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012203149
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