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  • Search: subject:"Volatility effect"
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Year of publication
Subject
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Volatility 16 Volatilität 16 Börsenkurs 12 Share price 12 volatility effect 10 CAPM 8 Volatility effect 7 Capital income 6 Kapitaleinkommen 6 Anlageverhalten 5 Behavioural finance 5 Estimation 5 Portfolio selection 5 Portfolio-Management 5 Schätzung 5 ARCH model 4 ARCH-Modell 4 Aktienmarkt 4 Asset pricing 4 Stock market 4 Efficient market hypothesis 3 Effizienzmarkthypothese 3 Emerging economies 3 Emerging markets 3 Financial market 3 Finanzmarkt 3 India 3 Indien 3 Schwellenländer 3 Theorie 3 Theory 3 low-volatility effect 3 volatility 3 Alpha 2 Asymmetric volatility effect 2 Capital market integration 2 Correlation 2 Correlation effect 2 EGARCH 2 Fama-French factors 2
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Online availability
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Undetermined 13 Free 7
Type of publication
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Article 23 Book / Working Paper 5
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Thesis 2 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
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English 19 Undetermined 9
Author
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Joshipura, Mayank 4 Blitz, David 2 Joshipura, Nehal 2 Kim, So Jung 2 Pang, Juan 2 Peswani, Shilpa 2 Walkshäusl, Christian 2 Barinov, Alexander 1 Blitz, Blitz, D.C. 1 Blitz, D.C. 1 Chen, Dar Hsin 1 Chen, Wei Ning 1 Cho, Daeha 1 Chou, Heng Chih 1 Conover, C. Mitchell 1 De Beer, Johannes Scheepers 1 Deyshappriya, N. P. Ravindra 1 Farizo, Joseph D. 1 Güler, Derya 1 Herwartz, Helmut 1 Heymans, Andre 1 Kakinaka, Shinji 1 Kim, In Joon 1 Kim, In-joon 1 Kim, Jaehong 1 Korn, Olaf 1 Ma, Eunseong 1 Marx, J. 1 Russo, Alessandro 1 Sakemoto, Ryuta 1 Salazar Volkmann, David 1 Seo, Byeongseon 1 Szakmary, Andrew Charles 1 Thuan, Luu Tien 1 Toru, Toru Yamada 1 Uhrig-Homburg, Marliese 1 Umeno, Ken 1 Vliet, P. van 1 Vliet, Pim van 1 Vliet, Willem Nicolaas van 1
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Institution
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1
Published in...
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Investment management and financial innovations 2 ERIM Report Series Research in Management 1 Emerging Markets Finance and Trade 1 Emerging Markets Review 1 Emerging markets review 1 European economic review : EER 1 Financial analysts journal : FAJ 1 International Review of Economics & Finance 1 International journal of economics and finance 1 International journal of financial research 1 International review of economics & finance : IREF 1 Journal of economic research 1 Journal of empirical finance 1 Managerial finance 1 Public Policy Review 1 Public policy review 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Research in international business and finance 1 Review of Financial Economics 1 Review of financial economics : RFE 1 The International Journal of Business and Finance Research 1 The journal of asset management 1 The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA 1 Theoretical economics letters 1
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Source
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ECONIS (ZBW) 18 RePEc 8 BASE 2
Showing 1 - 10 of 28
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The impact of investor sentiment on Bitcoin returns and conditional volatilities during the era of COVID-19
Güler, Derya - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 276-289
Persistent link: https://www.econbiz.de/10014330972
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The heterogeneous welfare effects of business cycles
Cho, Daeha; Ma, Eunseong - In: European economic review : EER 153 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014430906
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The low-risk effect in equities : evidence from industry data in an earlier time
Conover, C. Mitchell; Farizo, Joseph D.; Szakmary, … - In: Financial analysts journal : FAJ 79 (2023) 2, pp. 98-119
Persistent link: https://www.econbiz.de/10014291964
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Analysis of option returns in perfect and imperfect markets
Salazar Volkmann, David - 2020
The thesis studies index and equity option returns in perfect and imperfect markets to explain parts of the option mispricing puzzle. Perfect markets exist under informational efficiency, market completeness and frictionless trading. The thesis shows that an option-implied risk-adjusted approach...
Persistent link: https://www.econbiz.de/10012255437
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Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
Kakinaka, Shinji; Umeno, Ken - In: Research in international business and finance 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014248649
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Low-risk investment strategy : sector bets or stock bets?
Peswani, Shilpa; Joshipura, Mayank - In: Managerial finance 48 (2022) 3, pp. 521-539
Persistent link: https://www.econbiz.de/10013173322
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Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies
Joshipura, Mayank; Joshipura, Nehal - In: Investment management and financial innovations 17 (2020) 2, pp. 128-145
Persistent link: https://www.econbiz.de/10012303103
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The volatility effect : recent evidence from Indian markets
Joshipura, Nehal; Joshipura, Mayank - In: Theoretical economics letters 9 (2019) 6, pp. 2152-2164
Persistent link: https://www.econbiz.de/10012241394
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Assessment of stock market contagion during the subprime mortgage crisis using GARCH-in-VAR model
Kim, Jaehong; Seo, Byeongseon - In: Journal of economic research 24 (2019) 2, pp. 129-155
Persistent link: https://www.econbiz.de/10012127261
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The volatility effect across size buckets : evidence from the Indian stock market
Peswani, Shilpa; Joshipura, Mayank - In: Investment management and financial innovations 16 (2019) 3, pp. 62-75
Persistent link: https://www.econbiz.de/10012159347
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