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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~subject:"Share price"
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
Journal of econometrics
41
Journal of empirical finance
31
Economic modelling
27
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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International review of economics & finance : IREF
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Applied economics
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Discussion paper / Tinbergen Institute
16
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
16
Applied financial economics
15
Energy economics
15
Journal of banking & finance
14
Journal of forecasting
14
Quantitative finance
14
CESifo working papers
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SFB 649 discussion paper
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Econometrics : open access journal
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Economics working paper
12
International journal of forecasting
12
Research in international business and finance
12
The journal of finance : the journal of the American Finance Association
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial economics
10
Journal of international financial markets, institutions & money
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Journal of economic dynamics & control
9
Journal of international money and finance
9
NBER Working Paper
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The empirical economics letters : a monthly international journal of economics
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Applied economics letters
8
Cambridge working papers in economics
8
Computational economics
8
International journal of economics and financial issues : IJEFI
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Investment management and financial innovations
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ECONIS (ZBW)
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1
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
2
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
3
Calendar effects in Bitcoin returns and volatility
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012485376
Saved in:
4
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
5
Dynamic long-range dependences in the Swiss stock market
Ferreira, Paulo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1541-1573
Persistent link: https://www.econbiz.de/10012219657
Saved in:
6
Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta
;
Pattanayak, Jamini Kanta
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430661
Saved in:
7
Rough volatility of Bitcoin
Takaishi, Tetsuya
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430795
Saved in:
8
Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Shi, Guangping
;
Liu, Xiaoxing
- In:
Finance research letters
33
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430957
Saved in:
9
Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
Ekinci, Cumhur
;
Akyildirim, Erdinc
;
Corbet, Shaen
- In:
Finance research letters
31
(
2019
),
pp. 155-164
Persistent link: https://www.econbiz.de/10012421267
Saved in:
10
Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Ibrahim, Muazu
; …
- In:
Finance research letters
31
(
2019
),
pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
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