//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Discussion paper"
~isPartOf:"Econometric Institute research papers"
~subject:"Event study"
~subject:"Spillover effect"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Abnormal return"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Event study
Spillover effect
Capital market returns
28
Kapitalmarktrendite
28
Volatility
19
Volatilität
19
ARCH model
10
ARCH-Modell
10
USA
9
United States
9
Spillover-Effekt
6
Aktienindex
5
Börsenkurs
5
Share price
5
Stock index
5
Time series analysis
5
Zeitreihenanalyse
5
Aktienmarkt
4
Estimation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Schätzung
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
Financial analysis
3
Financial economics
3
Finanzanalyse
3
Forecasting model
3
Futures
3
Index
3
Index number
3
Kapitalmarkttheorie
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Schock
3
Shock
3
Stochastic volatility
3
Stochastische Volatilität
3
VAR model
3
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
McAleer, Michael
7
Chang, Chia-Lin
5
Wang, Yu-Ann
2
Allen, David E.
1
Asai, Manabu
1
Breinlich, Holger
1
Caporin, Massimiliano
1
Chen, Jinghui
1
Hsu, Shu-Han
1
Kobayashi, Masahito
1
Powell, Robert
1
Singh, Abhay Kumar
1
more ...
less ...
Published in...
All
Discussion paper
Econometric Institute research papers
Finance research letters
8
Applied economics
6
Discussion paper / Tinbergen Institute
6
International review of financial analysis
4
Discussion paper / Centre for Economic Policy Research
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied financial economics
2
Emerging markets and the global economy
2
Energy economics
2
European financial management : the journal of the European Financial Management Association
2
Global banking, financial markets and crises
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of economics and finance
2
International journal of managerial finance : IJMF
2
Journal of Asian finance, economics and business : JAFEB
2
Journal of Business Research
2
Journal of business research : JBR
2
Journal of financial and quantitative analysis : JFQA
2
Modern economy
2
Pacific-Basin finance journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers on finance
2
Advances in applied economic research : proceedings of the 2016 International Conference on Applied Economics (ICOAE)
1
Asia-Pacific journal of management research and innovation
1
Asian journal of accounting research
1
Australasian accounting business and finance journal : AABF
1
Banking reforms and bail-out expectations in the aftermath of the subprime crisis
1
Bulletin of monetary economics and banking
1
Charles A. Dice Center Working Paper
1
Cogent business & management
1
Critical finance review
1
Croatian economic survey
1
Cuadernos de administración : quarterly publication of Facultad de Ciencias de la Administración, Universidad del Valle
1
Dissertationen / Universität St. Gallen
1
ESRB: Working Paper Series
1
Economic modelling
1
Economic research
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
3
The effect of trade liberalization on firm-level profits : an event-study approach
Breinlich, Holger
-
2016
Persistent link: https://www.econbiz.de/10011438929
Saved in:
4
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
5
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
6
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
7
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011631770
Saved in:
8
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->