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~isPartOf:"Journal of econometrics"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
250
Kapitaleinkommen
250
Volatility
84
Volatilität
84
Börsenkurs
78
Share price
78
Theorie
74
Theory
74
Estimation
67
Schätzung
67
Forecasting model
54
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54
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United States
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46
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33
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25
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Aktienmarkt
23
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Behavioural finance
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Market microstructure
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16
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Article
254
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Article in journal
Aufsatz in Zeitschrift
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English
255
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Todorov, Viktor
9
Bollerslev, Tim
8
Andersen, Torben
6
Xiu, Dacheng
6
Meddahi, Nour
5
Mykland, Per A.
5
Tauchen, George Eugene
5
Demetrescu, Matei
4
Linton, Oliver
4
Rodrigues, Paulo M. M.
4
Shephard, Neil G.
4
Taylor, Robert
4
Aït-Sahalia, Yacine
3
Bandi, Federico M.
3
Diebold, Francis X.
3
Fletcher, Jonathan
3
Jiang, Xiaoquan
3
Lee, Bong-soo
3
Li, Yingying
3
McAleer, Michael
3
Renault, Eric
3
Timmermann, Allan
3
Almeida, Caio
2
Asai, Manabu
2
Bekaert, Geert
2
Berkman, Henk
2
Chang, Chia-Lin
2
Choy, Siu Kai
2
Garcia, René
2
Georgiev, Iliyan
2
Hautsch, Nikolaus
2
Jiang, George J.
2
Li, Canlin
2
Li, Jia
2
Li, Youwei
2
Liao, Yuan
2
Najand, Mohammad
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
The financial review : the official publication of the Eastern Finance Association
Journal of banking & finance
579
Finance research letters
547
International review of financial analysis
486
Journal of financial economics
468
The journal of finance : the journal of the American Finance Association
422
The review of financial studies
397
Journal of empirical finance
378
Applied financial economics
361
Pacific-Basin finance journal
358
International review of economics & finance : IREF
331
Journal of financial and quantitative analysis : JFQA
329
Applied economics
323
Applied economics letters
277
Journal of international financial markets, institutions & money
257
The North American journal of economics and finance : a journal of financial economics studies
253
Review of quantitative finance and accounting
247
Research in international business and finance
243
The European journal of finance
242
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
207
Economic modelling
189
Economics letters
189
Management science : journal of the Institute for Operations Research and the Management Sciences
184
International journal of economics and finance
181
Journal of risk and financial management : JRFM
170
The journal of real estate finance and economics
162
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
158
Energy economics
155
Investment management and financial innovations
147
Journal of international money and finance
146
The journal of asset management
144
Journal of financial markets
137
International journal of economics and financial issues : IJEFI
135
The journal of futures markets
129
International journal of finance & economics : IJFE
122
The journal of portfolio management : a publication of Institutional Investor
119
Global finance journal
118
Journal of economics and finance
112
Cogent economics & finance
111
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ECONIS (ZBW)
255
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1
Investor attention and the use of leverage
Davydov, Denis
;
Peltomäki, Jarkko
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 287-313
Persistent link: https://www.econbiz.de/10014305796
Saved in:
2
Are polluters shunned? : a study on the institutional ownership and returns of polluter stocks
Tirodkar, Mihir
;
Berkman, Henk
- In:
The financial review : the official publication of the …
58
(
2023
)
3
,
pp. 513-537
Persistent link: https://www.econbiz.de/10014305832
Saved in:
3
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
4
The potential built-in supply effect from margin trading in the Chinese stock market
Li, Yanxi
;
Choy, Siu Kai
;
Wang, Mingzhu
- In:
The financial review : the official publication of the …
57
(
2022
)
4
,
pp. 835-861
Persistent link: https://www.econbiz.de/10013466824
Saved in:
5
A reexamination of factor momentum : how strong is it?
Fan, Minyou
;
Li, Youwei
;
Liao, Ming
;
Liu, Jiadong
- In:
The financial review : the official publication of the …
57
(
2022
)
3
,
pp. 585-615
Persistent link: https://www.econbiz.de/10013348717
Saved in:
6
Persistence of investor sentiment and market mispricing
Han, Xiao
;
Sakkas, Nikolaos
;
Danbolt, Jo
;
Eshraghi, Arman
- In:
The financial review : the official publication of the …
57
(
2022
)
3
,
pp. 617-640
Persistent link: https://www.econbiz.de/10013348725
Saved in:
7
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
8
Real-time Bayesian learning and bond return predictability
Wan, Runqing
;
Fulop, Andras
;
Li, Junye
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 114-130
Persistent link: https://www.econbiz.de/10013441922
Saved in:
9
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
10
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
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