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~isPartOf:"Applied economics"
~isPartOf:"Journal of financial economics"
~subject:"ARCH and GARCH effects"
~subject:"Share price"
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Search: subject_exact:"Handelsvolumen der Börse"
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ARCH and GARCH effects
Share price
Handelsvolumen der Börse
62
Trading volume
62
Börsenkurs
28
Capital income
20
Kapitaleinkommen
20
Theorie
17
Theory
17
USA
17
United States
17
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trading volume
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Hendershott, Terrence
2
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1
Armstrong, Will J.
1
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Applied economics
Journal of financial economics
International review of financial analysis
29
Finance research letters
27
Pacific-Basin finance journal
25
Journal of financial markets
20
Journal of banking & finance
17
Research in international business and finance
15
The review of financial studies
14
Journal of empirical finance
13
NBER working paper series
13
The journal of futures markets
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Working paper / National Bureau of Economic Research, Inc.
12
Applied economics letters
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Review of Pacific Basin financial markets and policies
11
Applied financial economics
10
Economic modelling
10
Finance India : the quarterly journal of Indian Institute of Finance
10
International review of economics & finance : IREF
10
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10
The European journal of finance
10
Journal of international financial markets, institutions & money
9
Review of quantitative finance and accounting
9
International journal of economics and financial issues : IJEFI
8
Journal of accounting, auditing & finance
8
International journal of managerial finance : IJMF
7
International review of finance
7
Investment management and financial innovations
7
Journal of financial and quantitative analysis : JFQA
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
Asia-Pacific journal of financial studies
6
CFS working paper series
6
Global finance journal
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International journal of economics and finance
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Journal of multinational financial management
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
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ECONIS (ZBW)
28
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1
Disagreement about public information quality and informational price efficiency
Huang, Chong
;
Lunawat, Radhika
;
Wang, Qiguang
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452130
Saved in:
2
Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Applied economics
55
(
2023
)
51
,
pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
Saved in:
3
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
4
Expected return, volume, and mispricing
Han, Yufeng
;
Huang, Dashan
;
Huang, Dayong
;
Zhou, Guofu
- In:
Journal of financial economics
143
(
2022
)
3
,
pp. 1295-1315
Persistent link: https://www.econbiz.de/10013402177
Saved in:
5
Information shocks, disagreement, and drift
Armstrong, Will J.
;
Cardella, Laura
;
Sabah, Nasim
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 916-940
Persistent link: https://www.econbiz.de/10013259609
Saved in:
6
The high volume return premium and economic fundamentals
Wang, Zijun
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 325-345
Persistent link: https://www.econbiz.de/10013188703
Saved in:
7
Macroeconomic news surprises, volume and volatility relationship in index futures market
Banerjee, Ameet Kumar
;
Pradhan, H. K.
;
Tripathy, Trilochan
- In:
Applied economics
52
(
2020
)
3
,
pp. 275-287
Persistent link: https://www.econbiz.de/10012197389
Saved in:
8
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
Saved in:
9
On the relationship between energy returns and trading volume : a multifractal analysis
Ftiti, Zied
;
Jawadi, Fredj
;
Louhichi, Wael
;
Madani, …
- In:
Applied economics
51
(
2019
)
29
,
pp. 3122-3136
Persistent link: https://www.econbiz.de/10012196801
Saved in:
10
Extrapolation and bubbles
Barberis, Nicholas
;
Greenwood, Robin
;
Jin, Lawrence
; …
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 203-227
Persistent link: https://www.econbiz.de/10011982207
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