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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
~subject:"Index futures"
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Search: subject_exact:"Stock market index"
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Börsenkurs
Index futures
Aktienindex
42
Stock index
42
Volatility
23
Volatilität
23
Share price
20
ARCH model
15
ARCH-Modell
15
Capital income
15
Kapitaleinkommen
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Aktienmarkt
14
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14
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Stock market
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Index-Futures
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Portfolio selection
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China
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United States
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Multivariate Verteilung
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Gupta, Rangan
2
Plastun, Alex
2
Sibande, Xolani
2
Wohar, Mark E.
2
Aloui, Riadh
1
Ben Aïssa, Mohamed Safouane
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Cai, Mei-Ling
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Caporin, Massimiliano
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1
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Gonzalez-Perez, Maria T.
1
González López-Valcárcel, Beatriz
1
González Sánchez, Mariano
1
Guerrero, David E.
1
Hang, Jianqin
1
He, Qizhi
1
Horváth, Roman
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Liao, Ying
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1
Lin, Yu
1
Liu, Fang
1
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
The journal of futures markets
41
International review of financial analysis
26
International review of economics & finance : IREF
25
Applied financial economics
23
Economic modelling
18
Finance research letters
17
Applied economics
16
Applied economics letters
16
NBER working paper series
16
Cogent economics & finance
14
Investment management and financial innovations
14
Journal of international financial markets, institutions & money
14
International Journal of Financial Studies : open access journal
13
International Journal of Energy Economics and Policy : IJEEP
12
International journal of economics and finance
12
Journal of banking & finance
12
Journal of empirical finance
12
Managerial finance
12
Pacific-Basin finance journal
12
International journal of economics and financial issues : IJEFI
11
Journal of risk and financial management : JRFM
11
NBER Working Paper
11
Research in international business and finance
11
Working paper / National Bureau of Economic Research, Inc.
11
Finance India : the quarterly journal of Indian Institute of Finance
10
International journal of finance & economics : IJFE
10
The European journal of finance
10
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Emerging markets, finance and trade : EMFT
9
Finanzmarkt und Portfolio-Management
9
The empirical economics letters : a monthly international journal of economics
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
The review of financial studies
9
The international journal of business and finance research : IJBFR
8
The journal of finance : the journal of the American Finance Association
8
Afro-Asian Journal of Finance and Accounting : AAJFA
7
CESifo working papers
7
Journal of economics and finance
7
Journal of financial and quantitative analysis : JFQA
7
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ECONIS (ZBW)
24
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
3
Dynamic volatility spillovers between industries in the US stock market : evidence from the COVID-19 pandemic and Black Monday
Choi, Sun-Yong
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013413560
Saved in:
4
Extreme risk transmission channels between the stock index futures and spot markets : evidence from China
Jian, Zhihong
;
Li, Xupei
;
Zhu, Zhican
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413574
Saved in:
5
How do stock price indices absorb the COVID-19 pandemic shocks?
Zhang, Xu
;
Ding, Zhijing
;
Hang, Jianqin
;
He, Qizhi
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449238
Saved in:
6
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
Saved in:
7
Twitter's daily happiness sentiment, economic policy uncertainty, and stock index fluctuations
Chen, Wen-Yi
;
Chen, Mei-Ping
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013539078
Saved in:
8
Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés
;
Rodríguez-Raga, Santiago
; …
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
Saved in:
9
Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex
;
Sibande, Xolani
;
Gupta, Rangan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
Saved in:
10
Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu
;
Yan, Yan
;
Xu, Jiali
;
Liao, Ying
;
Ma, Feng
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
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