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  • Search: subject:"non-synchronicity"
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Year of publication
Subject
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non-synchronicity 6 Kapitaleinkommen 4 Aktienmarkt 3 Börsenkurs 3 Capital income 3 Share price 3 Stock market 3 Efficient market hypothesis 2 Effizienzmarkthypothese 2 Firm-specific return variation 2 High-frequency 2 Informed trading 2 International financial market 2 Internationaler Finanzmarkt 2 Price discovery 2 Price non-synchronicity 2 Private information 2 Schwellenländer 2 global markets 2 high and low frequency variation 2 ARCH-Modell 1 Ansteckungseffekt 1 Asia 1 Asia-Pacific region 1 Asiatisch-pazifischer Raum 1 Asien 1 Asymmetric information 1 Asymmetrische Information 1 Business network 1 Capital market returns 1 Causality analysis 1 China 1 Cointegration 1 Contagion effect 1 Dynamic conditional correlations 1 Earnings non-synchronicity 1 Economics of information 1 Emerging economies 1 Estimation 1 Financial analysis 1
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Online availability
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Undetermined 7 Free 2
Type of publication
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Article 8 Book / Working Paper 3
Type of publication (narrower categories)
All
Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 1
Language
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English 8 Undetermined 3
Author
All
Chang, Lenisa V. 2 Chang, Sanders S. 2 Rangel, José Gonzalo 2 Wang, F. Albert 2 Baumöhl, Eduard 1 Chen, Yunsen 1 Chou, Shih-Chu 1 Chu, Yu-Fang 1 Elvira, Mancino Maria 1 Engle, Robert 1 Engle, Robert F. 1 He, Wen 1 Huang, Jianqiao 1 Li, Donghui 1 Li, Xiao 1 Lyócsa, Štefan 1 Neokosmidis, Ioannis 1 Polimenis, Vassilis 1 Sanfelici, Simona 1 Shen, Jianfeng 1 Shynkevich, Andrei 1 Výrost, Tomáš 1 Yuan, Qingbo 1 Zhang, Bohui 1
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Institution
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Banco de México 1 Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze 1
Published in...
All
Accounting and finance 1 Applied economics 1 Economic modelling 1 Journal of Empirical Finance 1 Journal of International Money and Finance 1 Journal of business finance & accounting : JBFA 1 Journal of empirical finance 1 Journal of management analytics 1 Working Papers 1 Working Papers - Mathematical Economics 1 Working Papers / Banco de México 1
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Source
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ECONIS (ZBW) 6 RePEc 4 EconStor 1
Showing 1 - 10 of 11
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Does stock market liberalization improve stock price efficiency? : evidence from China
Chen, Yunsen; Huang, Jianqiao; Li, Xiao; Yuan, Qingbo - In: Journal of business finance & accounting : JBFA 49 (2022) 7/8, pp. 1175-1210
Persistent link: https://www.econbiz.de/10013348102
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Innovations and earnings non-synchronicity : evidence from industry M&A activities
Chou, Shih-Chu; Chu, Yu-Fang - In: Accounting and finance 62 (2022) 1, pp. 337-367
Persistent link: https://www.econbiz.de/10013166403
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Return spillovers around the globe : a network approach
Lyócsa, Štefan; Výrost, Tomáš; Baumöhl, Eduard - In: Economic modelling 77 (2019), pp. 133-146
Persistent link: https://www.econbiz.de/10012198452
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Return predictability in emerging equity market sectors
Shynkevich, Andrei - In: Applied economics 49 (2017) 5, pp. 433-445
Persistent link: https://www.econbiz.de/10011810671
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High and low frequency correlations in global equity markets
Engle, Robert; Rangel, José Gonzalo - 2009
to incorporate the effect of multiple factors and to address the issue of non-synchronicity in international markets. Our …
Persistent link: https://www.econbiz.de/10010322613
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High and Low Frequency Correlations in Global Equity Markets
Engle, Robert F.; Rangel, José Gonzalo - Banco de México - 2009
to incorporate the effect of multiple factors and to address the issue of non-synchronicity in international markets. Our …
Persistent link: https://www.econbiz.de/10008457951
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A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Chang, Sanders S.; Chang, Lenisa V.; Wang, F. Albert - In: Journal of Empirical Finance 29 (2014) C, pp. 80-94
A central question in financial economics is how private information is incorporated into asset prices. A common method of measuring private information is the PIN measure, which uses statistical estimation of a sequential trade model of the trading process to estimate the probability of...
Persistent link: https://www.econbiz.de/10011116258
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A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Chang, Sanders S.; Chang, Lenisa V.; Wang, F. Albert - In: Journal of empirical finance 29 (2014), pp. 80-94
Persistent link: https://www.econbiz.de/10011300503
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The global financial crisis and its transmission to Asia Pacific
Polimenis, Vassilis; Neokosmidis, Ioannis - In: Journal of management analytics 1 (2014) 4, pp. 266-284
Persistent link: https://www.econbiz.de/10011729838
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Large foreign ownership and stock price informativeness around the world
He, Wen; Li, Donghui; Shen, Jianfeng; Zhang, Bohui - In: Journal of International Money and Finance 36 (2013) C, pp. 211-230
(PIN) and price non-synchronicity (NONSYNC) which reflects firm-specific variations in stock returns. We also find a …
Persistent link: https://www.econbiz.de/10010678996
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