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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Ankündigungseffekt"
~subject:"Time series analysis"
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Ankündigungseffekt
Time series analysis
Capital income
249
Kapitaleinkommen
249
Börsenkurs
128
Share price
128
Volatility
95
Volatilität
95
Estimation
89
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89
Aktienmarkt
79
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79
Portfolio selection
58
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Cho, Hoon
3
Gupta, Rangan
3
Ryu, Doojin
3
Seok, Sang Ik
3
Chen, An-sing
2
Nonejad, Nima
2
Qiao, Gaoxiu
2
Abuelfadl, Moustafa
1
Al-Shboul, Mohammad
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Anwar, Sajid
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Ben Omrane, Walid
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1
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1
Choi, Jin-ho
1
Chu, Hsiang-Hui
1
Cuñado Eizaguirre, Juncal
1
Demiralay, Sercan
1
Demirer, Rıza
1
Díaz, Raime Rolando Rodríguez
1
Faff, Robert W.
1
Feng, Xunan
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Ferrer, Román
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Gillas, Konstantinos Gkillas
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1
Hung, Pi-Hsia
1
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1
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The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
77
International review of financial analysis
64
Journal of banking & finance
60
The journal of finance : the journal of the American Finance Association
57
Journal of empirical finance
56
Review of quantitative finance and accounting
49
Applied economics
43
Journal of financial economics
43
International review of economics & finance : IREF
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of econometrics
39
Research in international business and finance
34
The journal of corporate finance : contracting, governance and organization
34
Economic modelling
32
Pacific-Basin finance journal
32
International journal of forecasting
30
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
29
The review of financial studies
28
Applied economics letters
27
Journal of financial and quantitative analysis : JFQA
26
NBER working paper series
26
The European journal of finance
26
Journal of international financial markets, institutions & money
24
Journal of risk and financial management : JRFM
24
Working paper / National Bureau of Economic Research, Inc.
24
Applied financial economics
23
Economics letters
23
Investment management and financial innovations
23
Journal of forecasting
23
Discussion paper / Tinbergen Institute
22
Journal of economics and finance
22
Journal of accounting & economics
21
CESifo working papers
19
NBER Working Paper
19
The financial review : the official publication of the Eastern Finance Association
19
International journal of economics and finance
18
International journal of economics and financial issues : IJEFI
17
Journal of economics & business
17
The accounting review : a publication of the American Accounting Association
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ECONIS (ZBW)
33
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1
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
2
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
3
Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? : evidence from a large emerging economy
Mendonça, Helder Ferreira de
;
Díaz, Raime Rolando …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246884
Saved in:
4
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
5
News and intraday jumps : evidence from regularization and class imbalance
Caporin, Massimiliano
;
Poli, Francesco
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534219
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6
Impact of network investor sentiment and news arrival on jumps
Liu, Wenwen
;
Zhang, Chang
;
Qiao, Gaoxiu
;
Xu, Lei
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013538989
Saved in:
7
Value at risk and return in Chinese and the US stock markets : double long memory and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
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8
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
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9
A filtered currency carry trade
Choi, Jin-ho
;
Suh, Sangwon
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013186490
Saved in:
10
Stock Market's responses to intraday investor sentiment
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013187639
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