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~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of accounting studies"
~subject:"Return predictability"
~subject:"Volatility"
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Search: subject:"Kapitaleinkommen"
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Return predictability
Volatility
Capital income
641
Kapitaleinkommen
641
Börsenkurs
244
Share price
244
Estimation
149
Schätzung
149
Theorie
140
Theory
140
Portfolio selection
131
Portfolio-Management
131
Volatilität
116
Forecasting model
114
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114
CAPM
101
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95
Behavioural finance
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80
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80
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76
United States
76
Risikoprämie
72
Risk premium
72
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59
Investmentfonds
59
Ankündigungseffekt
55
Announcement effect
55
Risk
47
Gewinn
46
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46
Welt
46
World
46
Financial analysis
45
Finanzanalyse
45
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45
Capital market returns
32
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144
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Zaremba, Adam
5
Andreou, Panayiotis C.
2
Billings, Mary Brooke
2
Caglayan, Mustafa O.
2
Cakici, Nusret
2
Chang, Eric Chieh
2
Christoffersen, Peter F.
2
Doran, James S.
2
Fodor, Andy
2
Hautsch, Nikolaus
2
Jennings, Robert H.
2
Kagkadis, Anastasios
2
Kim, Jun Sik
2
Li, Junye
2
Munk, Claus
2
Peterson, David R.
2
Philip, Dennis
2
Rompolis, Leonidas S.
2
Seo, Sung Won
2
Taylor, Stephen
2
Umutlu, Mehmet
2
Wang, Zijun
2
Aabo, Tom
1
Adjaoud, Fodil
1
Ahmed, Shamim
1
Akdeniz, Levent
1
Altay-Salih, Aslihan
1
Anderson, Hamish D.
1
Annaert, Jan
1
Asgharian, Hossein
1
Atilgan, Yigit
1
Bali, Turan G.
1
Banerjee, Prithviraj S.
1
Barinov, Alexander
1
Beaver, William H.
1
Behrendt, Simon
1
Ben Ammar, Semir
1
Berardi, Andrea
1
Bereskin, Fred
1
Bergbrant, Mikael
1
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Journal of banking & finance
Review of accounting studies
Finance research letters
165
International review of financial analysis
138
International review of economics & finance : IREF
118
Journal of empirical finance
118
Journal of financial economics
116
The North American journal of economics and finance : a journal of financial economics studies
102
Energy economics
90
Research in international business and finance
82
Applied economics
80
Pacific-Basin finance journal
80
Applied financial economics
78
Economic modelling
78
Journal of econometrics
76
Journal of international financial markets, institutions & money
74
NBER working paper series
72
Working paper / National Bureau of Economic Research, Inc.
64
Applied economics letters
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of risk and financial management : JRFM
57
NBER Working Paper
56
International journal of forecasting
54
The European journal of finance
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Journal of financial markets
43
Economics letters
42
Journal of forecasting
41
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
Journal of international money and finance
38
Working paper
38
Review of quantitative finance and accounting
37
Investment management and financial innovations
34
International journal of finance & economics : IJFE
32
Research paper series / Swiss Finance Institute
31
The journal of finance : the journal of the American Finance Association
31
Discussion paper / Tinbergen Institute
30
Journal of financial econometrics
30
Cogent economics & finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The journal of futures markets
29
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ECONIS (ZBW)
144
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144
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1
Hot potatoes : underpricing of stocks following extreme negative returns
Caglayan, Mustafa O.
;
Lawrence, Edward
;
Reyes-Peña, …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462378
Saved in:
2
Anticipating jumps : Decomposition of straddle price
Chen, Bei
;
Quan Gan
;
Vasquez, Aurelio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014462382
Saved in:
3
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
4
How informative are insider trades and analyst recommendations?
Hsieh, Jim
;
Ng, Lilian K.
;
Wang, Qinghai
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014462463
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
Saved in:
6
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
7
The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014486544
Saved in:
8
Why does option-implied volatility forecast realized volatility? : evidence from news events
Chen, Sipeng
;
Li, Gang
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014487208
Saved in:
9
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
10
So sue me! : the cross section of stock returns related to patent infringement allegations
Bereskin, Fred
;
Hsu, Po-Hsuan
;
Latham, William R.
; …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248279
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