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~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
China
550
Börsenkurs
465
Share price
465
Capital income
372
Kapitaleinkommen
372
Aktienmarkt
345
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345
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Frino, Alex
4
Wei, K. C. John
4
An, Yunbi
3
Hammoudeh, Shawkat
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Kalev, Petko S.
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Kam Fong Chan
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Liu, Qingfu
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Pacific-Basin finance journal
Energy economics
642
Finance research letters
611
International review of financial analysis
419
Applied economics
380
Journal of banking & finance
375
International review of economics & finance : IREF
368
The journal of futures markets
360
Economic modelling
341
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
320
Research in international business and finance
285
Applied financial economics
265
Journal of empirical finance
264
Applied economics letters
261
Economics letters
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International journal of theoretical and applied finance
245
Journal of international financial markets, institutions & money
240
Journal of international money and finance
230
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197
Quantitative finance
194
Journal of financial economics
184
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
169
The European journal of finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
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Journal of economic dynamics & control
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International journal of forecasting
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The review of financial studies
126
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The journal of finance : the journal of the American Finance Association
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
111
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Global finance journal
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International journal of economics and financial issues : IJEFI
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
171
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81
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
82
Predicting the volatility of the iShares China Large-Cap ETF : what is the role of the SSE 50 ETF?
Zhu, Fangfei
;
Luo, Xingguo
;
Jin, Xuejun
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012170435
Saved in:
83
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
84
Uncertainty and IPO initial returns : evidence from the Tone Analysis of China's IPO Prospectuses
Yan, Yumeng
;
Xiong, Xiong
;
Meng, J. Ginger
;
Zou, Gaofeng
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012170579
Saved in:
85
VIX derivatives : valuation models and empirical evidence
Lo, Chien-Ling
;
Shih, Pai-Ta
;
Wang, Yaw-Huei
;
Yu, Min-Teh
- In:
Pacific-Basin finance journal
53
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012133281
Saved in:
86
Do Chinese internet stock message boards convey firm-specific information?
Li, Xiao
;
Shen, Dehua
;
Zhang, Wei
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012117633
Saved in:
87
Do Chinese mutual funds time the market?
Yi, Li
;
Liu, Zilan
;
Lei, He
;
Qin, Zilong
;
Gan, Shunli
- In:
Pacific-Basin finance journal
47
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012028001
Saved in:
88
Exploiting the low-risk anomaly using machine learning to enhance the Black-Litterman framework : evidence from South Korea
Pyo, Sujin
;
Lee, Jaewook
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012035052
Saved in:
89
Idiosyncratic volatility in the Australian equity market
Zhong, Angel
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 105-125
Persistent link: https://www.econbiz.de/10012033763
Saved in:
90
Market volatility, liquidity shocks, and stock returns : worldwide evidence
Ma, Rui
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
Pacific-Basin finance journal
49
(
2018
),
pp. 164-199
Persistent link: https://www.econbiz.de/10012117692
Saved in:
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