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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Börsenkurs"
~subject:"Share price"
~type:"article"
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Börsenkurs
Share price
ARCH model
44
ARCH-Modell
44
Volatility
29
Volatilität
29
Capital income
18
Kapitaleinkommen
18
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17
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Chiang, Thomas C.
2
Alomari, Mohammad
1
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1
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1
Cheffou, Abdoulkarim Idi
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Dias, José G.
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Wen, Fenghua
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Xue, Qingfeng
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Review of quantitative finance and accounting
Finance research letters
57
Applied economics
50
Energy economics
50
International review of economics & finance : IREF
50
The North American journal of economics and finance : a journal of financial economics studies
47
Research in international business and finance
46
International review of financial analysis
43
Journal of risk and financial management : JRFM
38
Economic modelling
35
Journal of international financial markets, institutions & money
34
Journal of empirical finance
33
Applied economics letters
27
International Journal of Energy Economics and Policy : IJEEP
24
Journal of econometrics
24
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
24
Journal of banking & finance
20
International journal of forecasting
18
Journal of forecasting
18
Cogent economics & finance
17
Economics letters
17
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
International Journal of Financial Studies : open access journal
17
International journal of economics and finance
16
International journal of economics and financial issues : IJEFI
16
International journal of finance & economics : IJFE
15
The empirical economics letters : a monthly international journal of economics
15
Global business review
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
The European journal of finance
13
Emerging markets, finance and trade : EMFT
12
Investment management and financial innovations
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Pacific-Basin finance journal
11
The journal of applied business research
11
Theoretical economics letters
11
Applied financial economics
10
Economies : open access journal
10
Global finance journal
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Journal of Asian finance, economics and business : JAFEB
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ECONIS (ZBW)
15
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1
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
2
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
3
Volatility and asymmetric dependence in Central and East European stock markets
Joseph, Nathan Lael
;
Vo, Thi Thuy Anh
;
Mobarek, Asma
; …
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1241-1303
Persistent link: https://www.econbiz.de/10012304151
Saved in:
4
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
5
What do we know about the stock markets' reaction to regulatory announcements regarding financial institutions? : evidence from UK financial institutions
Kawas, Stephen
;
Dockery, Everton
- In:
Review of quantitative finance and accounting
60
(
2023
)
1
,
pp. 31-67
Persistent link: https://www.econbiz.de/10013548966
Saved in:
6
Determinants of equity return correlations : a case study of the Amman Stock Exchange
Alomari, Mohammad
;
Power, David M.
;
Tantisantiwong, Nongnuch
- In:
Review of quantitative finance and accounting
50
(
2018
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10011979091
Saved in:
7
Another look at value and momentum : volatility spillovers
Grobys, Klaus
;
Vähämaa, Sami
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1459-1479
Persistent link: https://www.econbiz.de/10012304196
Saved in:
8
Time-varying information share and autoregressive loading factors : evidence from S&P 500 cash and E-mini futures markets
Hou, Yang
;
Li, Steven
;
Wen, Fenghua
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 91-110
Persistent link: https://www.econbiz.de/10012549905
Saved in:
9
Earnings quality and the heterogeneous relation between earnings and stock returns
Isidro, Helena
;
Dias, José G.
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1143-1165
Persistent link: https://www.econbiz.de/10011797598
Saved in:
10
The influence of systematic risk factors and econometric adjustments in catastrophic event studies
Cam, Marie-Anne
;
Ramiah, Vikash
- In:
Review of quantitative finance and accounting
42
(
2014
)
2
,
pp. 171-189
Persistent link: https://www.econbiz.de/10010391717
Saved in:
1
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