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Aktienindex
39
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Journal of international financial markets, institutions & money
Applied financial economics
95
International review of financial analysis
63
The journal of futures markets
62
International review of economics & finance : IREF
48
Applied economics letters
44
Journal of banking & finance
44
Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
42
Applied economics
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36
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Journal of empirical finance
33
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NBER working paper series
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The empirical economics letters : a monthly international journal of economics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Liquidity risk, return performance, and tracking error : synthetic vs. physical ETFs
Kim, Marco Jinhwan
;
Cho, Hoon
;
Seok, Sangik
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014490179
Saved in:
2
How does the Russian-Ukrainian war change connectedness and hedging opportunities? : comparison between dirty and clean energy markets versus global stock indices
Karkowska, Renata
;
Urjasz, Szczepan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014433239
Saved in:
3
Network structure and risk-adjusted return approach to stock indices integration : A study on Asia-Pacific countries
Rahman, Molla Ramizur
;
Misra, Arun Kumar
;
Lucey, Brian M.
; …
- In:
Journal of international financial markets, …
87
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014482878
Saved in:
4
Global financial stress index and long-term volatility forecast for international stock markets
Liang, Chao
;
Luo, Qin
;
Li, Yan
;
Luu Duc Toan Huynh
- In:
Journal of international financial markets, …
88
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014482967
Saved in:
5
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression a...
Karim, Muhammad Mahmudul
;
Kawsar, Najmul Haque
;
Ariff, …
- In:
Journal of international financial markets, …
77
(
2022
),
pp. 1-44
Persistent link: https://www.econbiz.de/10013357245
Saved in:
6
The asymmetry of the Amihud illiquidity measure on the European markets : the evidence from Extreme Value Theory
Będowska-Sójka, Barbara
;
Echaust, Krzysztof
;
Just, …
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013357308
Saved in:
7
Stock market and deviations from covered interest parity
Ibhagui, Oyakhilome
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012803210
Saved in:
8
The intraday volatility spillover index approach and an application in the Brexit vote
Nishimura, Yusaku
;
Sun, Bianxia
- In:
Journal of international financial markets, …
55
(
2018
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011984139
Saved in:
9
Historical high and stock index returns : application of the regression kink model
Chang, Shu-Lien
;
Chien, Cheng-Yi
;
Lee, Hsiu-Chuan
;
Lin, …
- In:
Journal of international financial markets, …
52
(
2018
),
pp. 48-63
Persistent link: https://www.econbiz.de/10011986191
Saved in:
10
Hidden cointegration reveals hidden values in Islamic investments
Alexakis, Christos A.
;
Pappas, Vasileios
;
Tsikouras, …
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 70-83
Persistent link: https://www.econbiz.de/10011745323
Saved in:
11
Stock market anomalies, market efficiency and the adaptive market hypothesis : evidence from Islamic stock indices
Al-Khazali, Osamah
;
Mirzaei, Ali
- In:
Journal of international financial markets, …
51
(
2017
),
pp. 190-208
Persistent link: https://www.econbiz.de/10011896306
Saved in:
12
Linkages and co-movement between international stock market returns : case of Dow Jones Islamic Dubai Financial Market index
Alaoui, Abdelkader O. el
;
Dewandaru, Ginanjar
;
Rosly, …
- In:
Journal of international financial markets, …
36
(
2015
),
pp. 53-70
Persistent link: https://www.econbiz.de/10011474903
Saved in:
13
Is Fundamental Indexation able to time the market? : evidence from the Dow Jones Industrial Average and the Russell 1000
Chen, Doris
;
Dempsey, Michael
;
Lajbcygier, Paul
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 162-177
Persistent link: https://www.econbiz.de/10011475058
Saved in:
14
A cross-volatility index for hedging the country risk
Aboura, Sofiane
;
Chevallier, Julien
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 25-41
Persistent link: https://www.econbiz.de/10011475158
Saved in:
15
Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
Saved in:
16
Downside risk, portfolio diversification and the financial crisis in the euro-zone
Sarafrazi, Soodabeh
;
Hammoudeh, Shawkat
;
Santos, Paulo …
- In:
Journal of international financial markets, …
32
(
2014
),
pp. 368-396
Persistent link: https://www.econbiz.de/10011299784
Saved in:
17
Index revisions, systematic liquidity risk and the cost of equity capital
Mazouz, Khelifa
;
Daya, Wael
;
Yin, Shuxing
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 283-298
Persistent link: https://www.econbiz.de/10011299828
Saved in:
18
New evidence on turn-of-the-month effects
Sharma, Susan Sunila
;
Narayan, Paresh Kumar
- In:
Journal of international financial markets, …
29
(
2014
),
pp. 92-108
Persistent link: https://www.econbiz.de/10010411546
Saved in:
19
Stock price and volume effects associated with changes in the composition of the FTSE Bursa Malaysian KLCI
Azevedo, Alcino
;
Karim, Mohamad
;
Gregoriou, Andros
; …
- In:
Journal of international financial markets, …
28
(
2014
),
pp. 20-35
Persistent link: https://www.econbiz.de/10010411605
Saved in:
20
Changing the methodology of equity indices : the case of the Tel-Aviv stock exchange
Levy, Tamir
;
Yagil, Joseph
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 91-99
Persistent link: https://www.econbiz.de/10010234963
Saved in:
21
On the predictive role of large futures trades for S&P500 index returns : an analysis of COT data as an informative trading signal
Chen, Haojun
;
Maher, Daniela
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 177-201
Persistent link: https://www.econbiz.de/10010411744
Saved in:
22
A multidimensional classification of market anomalies : evidence from 76 price indices
Doyle, John R.
;
Chen, Catherine Huirong
- In:
Journal of international financial markets, …
22
(
2012
)
5
,
pp. 1237-1257
Persistent link: https://www.econbiz.de/10010220198
Saved in:
23
The relationship between the 52-week high of an individual stock and stock market index level : evidence from Taiwan
Chang, Chiao-yi
- In:
Journal of international financial markets, …
21
(
2011
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10009259725
Saved in:
24
Stock liquidity and investment opportunities : new evidence from FTSE 100 index deletions
Gregoriou, Andros
;
Ngoc Dung Nguyen
- In:
Journal of international financial markets, …
20
(
2010
)
3
,
pp. 267-274
Persistent link: https://www.econbiz.de/10009260262
Saved in:
25
Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry
;
Ureche-Rangau, Loredana
;
Gambet, Jean-Benoît
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
Saved in:
26
Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
McPherson, Matthew Q.
;
Palardy, Joseph
- In:
Journal of international financial markets, …
17
(
2007
)
5
,
pp. 452-464
Persistent link: https://www.econbiz.de/10003609496
Saved in:
27
Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
Narayan, Paresh Kumar
;
Smyth, Russell
- In:
Journal of international financial markets, …
17
(
2007
)
2
,
pp. 152-166
Persistent link: https://www.econbiz.de/10003441591
Saved in:
28
The innovations of e-mini contracts and futures price volatility components : the empirical investigation of S&P 500 stock index futures
Tu, Anthony H.
;
Wang, Ming-chun
- In:
Journal of international financial markets, …
17
(
2007
)
2
,
pp. 198-211
Persistent link: https://www.econbiz.de/10003441638
Saved in:
29
Empirical analysis of GARCH models in value at risk estimation
So, Mike Ka-pui
;
Yu, Philip L. H.
- In:
Journal of international financial markets, …
16
(
2006
)
2
,
pp. 180-197
Persistent link: https://www.econbiz.de/10003300803
Saved in:
30
The impacts of index rebalancing and their implications : some new evidence from Japan
Liu, Shinhua
- In:
Journal of international financial markets, …
16
(
2006
)
3
,
pp. 246-269
Persistent link: https://www.econbiz.de/10003328570
Saved in:
31
Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
Saved in:
32
Intradaily volatility and adjustment
Theobald, Michael
;
Yallup, Peter
- In:
Journal of international financial markets, …
15
(
2005
)
5
,
pp. 407-424
Persistent link: https://www.econbiz.de/10003270571
Saved in:
33
Heteroskedasticity in the returns of the main world stock exchange indices : volume versus GARCH effects
Aragó, Vicent
;
Nieto Soria, Luisa
- In:
Journal of international financial markets, …
15
(
2005
)
3
,
pp. 271-284
Persistent link: https://www.econbiz.de/10002922227
Saved in:
34
Market capitalisation, cross-correlations, the lead/lag structure and microstructure effects in the Indian stock market
Poshakwale, Sunil S.
;
Theobald, Michael
- In:
Journal of international financial markets, …
14
(
2004
)
4
,
pp. 385-400
Persistent link: https://www.econbiz.de/10002142015
Saved in:
35
Local and global price memory of international stock markets
Knif, Johan
;
Pynnönen, Seppo
- In:
Journal of international financial markets, …
9
(
1999
)
2
,
pp. 129-147
Persistent link: https://www.econbiz.de/10001402163
Saved in:
36
A new methodology for studying intraday dynamics of Nikkei index futures using Markov chains
Shiyun, Wang
;
Lim, Kian-Guan
;
Chang, Carolyn
- In:
Journal of international financial markets, …
9
(
1999
)
3
,
pp. 247-265
Persistent link: https://www.econbiz.de/10001402185
Saved in:
37
Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
Saved in:
38
International transmission of volatility between stock and stock index futures markets
Puttonen, Vesa
- In:
Journal of international financial markets, …
5
(
1995
)
2/3
,
pp. 97-115
Persistent link: https://www.econbiz.de/10001508146
Saved in:
39
An analysis of the Scandinavian stock indices
Mathur, Iqbal
- In:
Journal of international financial markets, …
1
(
1991
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10001098572
Saved in:
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