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~isPartOf:"Applied financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Search: subject_exact:"Asset return"
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Capital market returns
23
Kapitalmarktrendite
23
Capital income
18
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18
Börsenkurs
13
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Applied financial economics
The North American journal of economics and finance : a journal of financial economics studies
The review of financial studies
125
Journal of financial and quantitative analysis : JFQA
91
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
47
Journal of banking & finance
37
Finance research letters
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Pacific-Basin finance journal
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International review of finance
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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International review of financial analysis
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Applied economics
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Energy economics
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Journal of empirical finance
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial management
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The journal of financial research
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Review of finance : journal of the European Finance Association
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International review of economics & finance : IREF
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Review of asset pricing studies
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Journal of risk and financial management : JRFM
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Economics letters
11
Australian journal of management
10
Quantitative finance
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Research in international business and finance
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Contemporary accounting research : a journal of the Canadian Academic Accounting Association
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Energy Economics and Policy : IJEEP
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Emerging markets, finance and trade : EMFT
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Journal of econometrics
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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The international journal of business and finance research : IJBFR
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Journal of applied econometrics
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Journal of economics and finance
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Journal of international money and finance
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ECONIS (ZBW)
23
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1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
2
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
3
Corporate financing policies, financial leverage, and stock returns
Claassen, Bart
;
Dam, Lammertjan
;
Heijnen, Pim
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486272
Saved in:
4
Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19
Li, Zijian
;
Meng, Qiaoyu
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413351
Saved in:
5
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
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6
Overnight stock returns, intraday returns, and firm-specific investor sentiment
Kim, Byungoh
;
Suh, Sangwon
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012667359
Saved in:
7
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments
Ur Rehman, Mobeen
;
Sensoy, Ahmet
;
Eraslan, Veysel
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822120
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8
Do actively managed mutual funds exploit stock market mispricing?
Lee, Jaeram
;
Jeon, Hyunglae
;
Kang, Jangkoo
;
Lee, Changjun
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012632198
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9
Anomalies in emerging markets : the case of Mexico
Diaz-Ruiz, Polux
;
Herrerias, Renata
;
Vasquez, Aurelio
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012632202
Saved in:
10
Idiosyncratic volatility, the VIX and stock returns
Qadan, Mahmoud
;
Kliger, Doron
;
Chen, Nir
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 431-441
Persistent link: https://www.econbiz.de/10012120113
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