//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Covariance"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Correlation
16
Korrelation
16
Börsenkurs
6
Share price
6
USA
6
United States
6
CAPM
4
Capital income
3
Estimation
3
Kapitaleinkommen
3
Portfolio selection
3
Portfolio-Management
3
Risikoprämie
3
Risk premium
3
Schätzung
3
Theorie
3
Theory
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Business cycle
2
Habit formation
2
Konjunktur
2
Stock market
2
Welt
2
World
2
1978-1999
1
1990-2007
1
1996-2002
1
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Anlageverhalten
1
Anleihe
1
Announcement effect
1
Arbeitszufriedenheit
1
Basel Accord
1
Basler Akkord
1
Behavioral finance
1
Behavioural finance
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Roll, Richard
2
Ang, Andrew
1
Bali, Turan G.
1
Barberis, Nicholas
1
Brown, Stephen
1
Chen, Joseph
1
Chordia, Tarun
1
Edmans, Alex
1
Ermolov, Andrey
1
Fedyk, Anastassia
1
Fogel, Kathy
1
Goetzmann, William N.
1
Greenwood, Robin
1
Griffin, John M.
1
Hodson, James
1
Liang, Bing
1
Morck, Randall
1
Mueller, Philippe
1
Nickerson, Jordan
1
Pollet, Joshua M.
1
Pukthuanthong, Kuntara
1
Schwarz, Christopher
1
Shleifer, Andrei
1
Stathopoulos, Andreas
1
Subrahmanyam, Avanidhar
1
Thesmar, David
1
Vedolin, Andrea
1
Wahal, Sunil
1
Wilson, Mungo
1
Wurgler, Jeffrey
1
Xu, Nancy R.
1
Yavuz, Deniz M.
1
Yeung, Bernard
1
more ...
less ...
Published in...
All
Journal of financial economics
IMF Working Papers
204
Journal of econometrics
109
Economics letters
96
Finance research letters
73
Economic modelling
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Journal of banking & finance
65
Applied economics
60
NBER Working Paper
59
NBER working paper series
59
Journal of empirical finance
54
Working paper / National Bureau of Economic Research, Inc.
51
Applied economics letters
47
Discussion paper / Tinbergen Institute
45
International review of financial analysis
44
Research in international business and finance
44
Energy economics
42
International review of economics & finance : IREF
42
Working paper
42
Econometric reviews
38
Journal of international financial markets, institutions & money
34
International journal of theoretical and applied finance
32
Journal of international money and finance
32
Computational economics
30
CESifo working papers
29
Discussion paper series / IZA
29
Econometric theory
28
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of risk and financial management : JRFM
27
The review of financial studies
27
Discussion paper / Centre for Economic Policy Research
26
European journal of operational research : EJOR
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Cambridge working papers in economics
23
International journal of forecasting
23
CREATES research paper
22
Games and economic behavior
22
Journal of economic dynamics & control
22
Journal of forecasting
22
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
16
of
16
Sort
Relevance
Date (newest first)
Date (oldest first)
1
When can the market identify old news?
Fedyk, Anastassia
;
Hodson, James
- In:
Journal of financial economics
149
(
2023
)
1
,
pp. 92-113
Persistent link: https://www.econbiz.de/10014331811
Saved in:
2
Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
Saved in:
3
Procyclicality of the comovement between dividend growth and consumption growth
Xu, Nancy R.
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10012650247
Saved in:
4
Debt correlations in the wake of the financial crisis : what are appropriate default correlations for structured products?
Nickerson, Jordan
;
Griffin, John M.
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 454-474
Persistent link: https://www.econbiz.de/10011751854
Saved in:
5
International correlation risk
Mueller, Philippe
;
Stathopoulos, Andreas
;
Vedolin, Andrea
- In:
Journal of financial economics
126
(
2017
)
2
,
pp. 270-299
Persistent link: https://www.econbiz.de/10011818154
Saved in:
6
Style investing, comovement and return predictability
Wahal, Sunil
;
Yavuz, Deniz M.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
Saved in:
7
Trust and delegation
Brown, Stephen
;
Goetzmann, William N.
;
Liang, Bing
; …
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 221-234
Persistent link: https://www.econbiz.de/10009501400
Saved in:
8
Does the stock market fully value intangibles? : employee satisfaction and equity prices
Edmans, Alex
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 621-640
Persistent link: https://www.econbiz.de/10009247596
Saved in:
9
Stock price fragility
Greenwood, Robin
;
Thesmar, David
- In:
Journal of financial economics
102
(
2011
)
3
,
pp. 471-490
Persistent link: https://www.econbiz.de/10009409752
Saved in:
10
Average correlation and stock market returns
Pollet, Joshua M.
;
Wilson, Mungo
- In:
Journal of financial economics
96
(
2010
)
3
,
pp. 364-380
Persistent link: https://www.econbiz.de/10003991253
Saved in:
11
Global market integration : an alternative measure and its application
Pukthuanthong, Kuntara
;
Roll, Richard
- In:
Journal of financial economics
94
(
2009
)
2
,
pp. 214-232
Persistent link: https://www.econbiz.de/10003906347
Saved in:
12
The intertemporal relation between expected returns and risk
Bali, Turan G.
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 101-131
Persistent link: https://www.econbiz.de/10003628885
Saved in:
13
Big business stability and economic growth : is what's good for General Motors good for America?
Fogel, Kathy
;
Morck, Randall
;
Yeung, Bernard
- In:
Journal of financial economics
89
(
2008
)
1
,
pp. 83-108
Persistent link: https://www.econbiz.de/10003757099
Saved in:
14
Evidence on the speed of convergence to market efficiency
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
Journal of financial economics
76
(
2005
)
2
,
pp. 271-292
Persistent link: https://www.econbiz.de/10002821821
Saved in:
15
Comovement
Barberis, Nicholas
;
Shleifer, Andrei
;
Wurgler, Jeffrey
- In:
Journal of financial economics
75
(
2005
)
2
,
pp. 283-317
Persistent link: https://www.econbiz.de/10002566585
Saved in:
16
Asymmetric correlations of equity portfolios
Ang, Andrew
;
Chen, Joseph
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->