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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"fra"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Volatility
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Börsenkurs
953
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953
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936
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725
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Andersen, Torben
6
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4
Wei, K. C. John
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An, Yunbi
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Pacific-Basin finance journal
The journal of finance : the journal of the American Finance Association
Energy economics
598
Finance research letters
513
International review of financial analysis
398
Applied economics
376
Journal of banking & finance
375
The journal of futures markets
344
International review of economics & finance : IREF
343
Economic modelling
338
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Applied financial economics
265
Journal of empirical finance
260
Applied economics letters
257
Research in international business and finance
255
Economics letters
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International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
236
Journal of international money and finance
221
Journal of risk and financial management : JRFM
197
Journal of financial economics
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Quantitative finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
172
International Journal of Energy Economics and Policy : IJEEP
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
150
The European journal of finance
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Journal of economic dynamics & control
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International journal of forecasting
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International journal of finance & economics : IJFE
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The review of financial studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Global finance journal
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Journal of financial and quantitative analysis : JFQA
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Review of quantitative finance and accounting
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ECONIS (ZBW)
281
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1
Analysis of tail risk contagion among industry sectors in the Chinese stock market during the COVID-19 pandemic
Wu, Junfeng
;
Zhang, Chao
;
Chen, Yun
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014491144
Saved in:
2
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
3
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
4
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
5
Political uncertainty and commonality in liquidity
Đặng Tùng Lâm
;
Hoang, Luong
;
Nguyen Huong Giang
; …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014491128
Saved in:
6
Volatility spillover features in financial industries and identification of systemically important financial institutions : a new perspective
Wang, Hu
;
Liu, Xin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014491127
Saved in:
7
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
8
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
9
CEO inside debt and downside risk : evidence from internal and external environments
Lee, Chien-chiang
;
Wang, Chih-Wei
;
Wu, Yu-Ching
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463320
Saved in:
10
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao
;
Xing, Ruina
;
Liu, Jiajun
;
Shao, Yifei
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463514
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