//--> //--> //-->
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:"Review of quantitative finance and accounting"
~isPartOf:"International journal of economics and financial issues : IJEFI"
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:"Stock index"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Aktienindex
41
Stock index
41
Börsenkurs
12
Share price
12
USA
11
United States
11
Aktienmarkt
10
Stock market
10
Volatility
10
Volatilität
10
ARCH model
9
ARCH-Modell
9
Capital income
9
Kapitaleinkommen
9
Estimation
6
Schätzung
6
Index futures
5
Index-Futures
5
Economic indicator
4
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Time series analysis
4
Wirtschaftsindikator
4
Zeitreihenanalyse
4
Ankündigungseffekt
3
Announcement effect
3
Cointegration
3
Estimation theory
3
Index
3
Index number
3
Kointegration
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
Ausreißer
2
Bias
2
China
2
Dow Jones Sustainability Index
2
Event study
2
Exchange rate
2
more ...
less ...
Online availability
All
Free
21
Undetermined
5
Type of publication
All
Article
41
Type of publication (narrower categories)
All
Article in journal
41
Aufsatz in Zeitschrift
41
Language
All
English
41
Author
All
Giannarakis, Grigoris
3
Gil-Alaña, Luis A.
2
Lemonakis, Christos
2
Abbasi, Wajih
1
Ahmar, Ansari Saleh
1
Ahmed, Farhan
1
Ali, Hapzi
1
Alvarez, Susana
1
Amonov, Kholnazar
1
Baixauli, J. Samuel
1
Bash, Ahmad
1
Basse Mama, Houdou
1
Başcı, Eşref Savaş
1
Belaire-Franch, Jorge
1
Biktimirov, Ernest N.
1
Chen, Hsiu-lang
1
Cheng, Jao-Hong
1
Chimrani, Charan Raj
1
DePeña, Francisco Javier
1
Desfiandi, Alvin
1
Desfiandi, Andi
1
Finnerty, Joseph
1
Fisher, Lawrence Victor
1
Gan, Su-Mei
1
Garefalakis, Alexandros
1
Georganakis, Christos
1
Gu, Anthony Yanxiang
1
Guo, Mingyuan
1
Gutiérrez, Raúl de Jesús
1
Hachicha, A.
1
Hachicha, F.
1
Hamzaoui, Nessrine
1
Harter, Charles
1
Hersugondo
1
Hsu, Yuan-Teng
1
Hájek, Petr
1
Inoue, Tohru
1
Ismailova, Diana
1
Jahfer, Athambawa
1
Karaca, Süleyman Serdar
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
International journal of economics and financial issues : IJEFI
Applied financial economics
95
International review of financial analysis
64
The journal of futures markets
62
IMF Working Papers
49
International review of economics & finance : IREF
48
Applied economics letters
44
Journal of banking & finance
44
Applied economics
42
Finance research letters
42
The North American journal of economics and finance : a journal of financial economics studies
42
Journal of international financial markets, institutions & money
39
Journal of risk and financial management : JRFM
36
Investment management and financial innovations
34
Journal of empirical finance
33
Economic modelling
30
NBER working paper series
29
Research in international business and finance
28
The journal of asset management
28
Finance India : the quarterly journal of Indian Institute of Finance
26
International journal of economics and finance
26
The European journal of finance
26
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Pacific-Basin finance journal
24
The journal of finance : the journal of the American Finance Association
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
International Journal of Energy Economics and Policy : IJEEP
20
Managerial finance
20
The empirical economics letters : a monthly international journal of economics
20
Cogent economics & finance
19
Discussion paper / Tinbergen Institute
19
International journal of theoretical and applied finance
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
Journal of forecasting
19
The review of financial studies
19
Working paper
19
International journal of finance & economics : IJFE
18
Working paper / National Bureau of Economic Research, Inc.
18
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
17
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
41
of
41
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the effectiveness of stock index futures for tail risk protection
Zouari, Hammadi
- In:
International journal of economics and financial issues …
12
(
2022
)
3
,
pp. 38-52
Persistent link: https://www.econbiz.de/10013259361
Saved in:
2
Modeling sectoral stock indexes volatility : empirical evidence from Pakistan stock exchange
Chimrani, Charan Raj
;
Ahmed, Farhan
;
Panjwani, Vinesh Kumar
- In:
International journal of economics and financial issues …
8
(
2018
)
2
,
pp. 319-324
Persistent link: https://www.econbiz.de/10011957671
Saved in:
3
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
4
Re-examining the expiration effects of index futures : evidence from India
Singh, Gurmeet
;
Muneer, Shaik,
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 16-23
Persistent link: https://www.econbiz.de/10012215224
Saved in:
5
Long memory and stock market efficiency : case of Saudi Arabia
Lamouchi, Rim Ammar
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 29-34
Persistent link: https://www.econbiz.de/10012215228
Saved in:
6
Volatility asymmetry of scale indexes - taking China as an example
Wei, Shih-Yung
;
Cheng, Jao-Hong
;
Lin, Li-Wei
;
Gan, Su-Mei
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 158-169
Persistent link: https://www.econbiz.de/10012303336
Saved in:
7
Equal-weighting and value-weighting : which one is better?
Qin, Nan
;
Singal, Vijay
- In:
Review of quantitative finance and accounting
58
(
2022
)
2
,
pp. 743-768
Persistent link: https://www.econbiz.de/10012818257
Saved in:
8
Conditional extreme values theory and tail-related risk measures : evidence from Latin American stock markets
Gutiérrez, Raúl de Jesús
;
Santillán Salgado, …
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 127-141
Persistent link: https://www.econbiz.de/10012149540
Saved in:
9
Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm
Hachicha, A.
;
Hachicha, F.
- In:
Review of quantitative finance and accounting
56
(
2021
)
2
,
pp. 647-673
Persistent link: https://www.econbiz.de/10012432685
Saved in:
10
Impact of inclusion into and exclusion from the Shariah index on a stock price and trading volume : an event study approach
Nawal Seif Kassim
;
Roslily Ramlee
;
Kassim, Salina
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 40-51
Persistent link: https://www.econbiz.de/10011786329
Saved in:
11
Macroeconomic fundamental and stock price index in Southeast Asia countries a comparative study
Wahyudi, Sugeng
;
Hersugondo
;
Laksana, Rio Dhani
;
Rudy, R.
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 182-187
Persistent link: https://www.econbiz.de/10011786565
Saved in:
12
Sutte indicator : a technical indicator in stock market
Ahmar, Ansari Saleh
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 223-226
Persistent link: https://www.econbiz.de/10011786577
Saved in:
13
Solving stock price-gross domestic product puzzle : evidence from Sri Lanka
Jahfer, Athambawa
;
Inoue, Tohru
- In:
International journal of economics and financial issues …
7
(
2017
)
5
,
pp. 465-474
Persistent link: https://www.econbiz.de/10011850278
Saved in:
14
Composite stock price index (IHSG) macro factor in investment in stock (equity funds)
Desfiandi, Andi
;
Desfiandi, Alvin
;
Ali, Hapzi
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 534-536
Persistent link: https://www.econbiz.de/10011822837
Saved in:
15
An analysis of determinants affecting the returns of Dow Jones sustainability index United States
Pitoska, Electra
;
Katarachia, Androniki
;
Giannarakis, …
- In:
International journal of economics and financial issues …
7
(
2017
)
3
,
pp. 113-118
Persistent link: https://www.econbiz.de/10011811060
Saved in:
16
The effect of Baltic dry index, gold, oil and USA trade balance on dow jones sustainability index world
Giannarakis, Grigoris
;
Lemonakis, Christos
;
Sormas, Asterios
- In:
International journal of economics and financial issues …
7
(
2017
)
5
,
pp. 155-160
Persistent link: https://www.econbiz.de/10011843765
Saved in:
17
The impact of Dow Jones sustainability index on US Dollar Value
Giannarakis, Grigoris
;
Garefalakis, Alexandros
; …
- In:
International journal of economics and financial issues …
7
(
2017
)
2
,
pp. 556-561
Persistent link: https://www.econbiz.de/10011789377
Saved in:
18
International evidence of COVID-19 and stock market returns : an event study analysis
Bash, Ahmad
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 34-38
Persistent link: https://www.econbiz.de/10012300345
Saved in:
19
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
20
Kou jump diffusion model : an application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 index options
Abbasi, Wajih
;
Hájek, Petr
;
Ismailova, Diana
; …
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1918-1929
Persistent link: https://www.econbiz.de/10011775445
Saved in:
21
Macroeconomic factors and the Indian stock market : exploring long and short run relationships
Kotha, Kiran Kumar
;
Sahu, Bhawna
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1081-1091
Persistent link: https://www.econbiz.de/10011697989
Saved in:
22
How useful are the various volatility estimators for improving GARCH-based volatility forecasts? : evidence from the Nasdaq-100 stock index
Wang, Jying-Nan
;
Hsu, Yuan-Teng
;
Liu, Hung-Chun
- In:
International journal of economics and financial issues …
4
(
2014
)
3
,
pp. 651-656
Persistent link: https://www.econbiz.de/10010526918
Saved in:
23
The dynamic relationship of stock indexes on interbank money market rates : evidence from Thailand
Wang, Zongjun
;
Rujira, Gongkhonkwa
- In:
International journal of economics and financial issues …
3
(
2013
)
4
,
pp. 827-843
Persistent link: https://www.econbiz.de/10010519371
Saved in:
24
The determinants of stock market index : VAR approach to Turkish stock market
Başcı, Eşref Savaş
;
Karaca, Süleyman Serdar
- In:
International journal of economics and financial issues …
3
(
2013
)
1
,
pp. 163-171
Persistent link: https://www.econbiz.de/10009691648
Saved in:
25
The relationship between macroeconomic variables and ISE industry index
Ozcan, Ahmet
- In:
International journal of economics and financial issues …
2
(
2012
)
2
,
pp. 184-189
Persistent link: https://www.econbiz.de/10009579502
Saved in:
26
What's in the news? : the ambiguity of the information content of index reconstitutions in Germany
Basse Mama, Houdou
;
Mueller, Stefan
;
Pape, Ulrich
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 1087-1119
Persistent link: https://www.econbiz.de/10011797595
Saved in:
27
The day the index rose 11 % : a clinical study on price discovery reversal
Schmidhammer, Christoph
;
Lobe, Sebastian
;
Röder, Klaus
- In:
Review of quantitative finance and accounting
46
(
2016
)
1
,
pp. 79-106
Persistent link: https://www.econbiz.de/10011588465
Saved in:
28
Asymmetric stock price and liquidity responses to changes in the FTSE SmallCap index
Biktimirov, Ernest N.
;
Li, Boya
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 95-122
Persistent link: https://www.econbiz.de/10010345143
Saved in:
29
Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs
Yu, Susana
;
Rentzler, Joel Conrad
;
Tandon, Kishore
- In:
Review of quantitative finance and accounting
34
(
2010
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003942160
Saved in:
30
Removing biases in computed returns
Fisher, Lawrence Victor
;
Weaver, Daniel G.
;
Webb, …
- In:
Review of quantitative finance and accounting
35
(
2010
)
2
,
pp. 137-161
Persistent link: https://www.econbiz.de/10008990244
Saved in:
31
The relationship between implied and realized volatility: evidence from the Australian stock index option market
Li, Steven
;
Yang, Qianqian
- In:
Review of quantitative finance and accounting
32
(
2009
)
4
,
pp. 405-419
Persistent link: https://www.econbiz.de/10003873809
Saved in:
32
The persistence of earnings per share
Gil-Alaña, Luis A.
;
Peláez, Rolando F.
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 425-439
Persistent link: https://www.econbiz.de/10003799587
Saved in:
33
Interday and intraday volatility : additional evidence from the Shanghai Stock Exchange
Tian, Gary Gang
;
Guo, Mingyuan
- In:
Review of quantitative finance and accounting
28
(
2007
)
3
,
pp. 287-306
Persistent link: https://www.econbiz.de/10003492808
Saved in:
34
On Russell index reconstitution
Chen, Hsiu-lang
- In:
Review of quantitative finance and accounting
26
(
2006
)
4
,
pp. 409-430
Persistent link: https://www.econbiz.de/10003322945
Saved in:
35
Evaluating effects of excess kurtosis on VaR estimates : evidence for international stock indices
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Review of quantitative finance and accounting
27
(
2006
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10003344297
Saved in:
36
Testing of nonstationary cycles in financial time series data
DePeña, Francisco Javier
;
Gil-Alaña, Luis A.
- In:
Review of quantitative finance and accounting
27
(
2006
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10003344302
Saved in:
37
A variance ratio test of the behaviour of some FTSE equity indices using ranks and signs
Belaire-Franch, Jorge
;
Opong, Kwaku K.
- In:
Review of quantitative finance and accounting
24
(
2005
)
1
,
pp. 93-107
Persistent link: https://www.econbiz.de/10002627139
Saved in:
38
Examining the volatility of Taiwan Stock Index returns via a three-volatility-regime Marvov-switching ARCH model
Li, Ming-yuan Leon
;
Lin, Hsiou-wei William
- In:
Review of quantitative finance and accounting
21
(
2003
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10001787768
Saved in:
39
The evolution of market efficiency: 103 years daily data of the dow
Gu, Anthony Yanxiang
;
Finnerty, Joseph
- In:
Review of quantitative finance and accounting
18
(
2002
)
3
,
pp. 219-237
Persistent link: https://www.econbiz.de/10001676821
Saved in:
40
An empirical investigation of the option-adjusted realized return
Smith, William Steven
;
Harter, Charles
- In:
Review of quantitative finance and accounting
19
(
2002
)
4
,
pp. 379-398
Persistent link: https://www.econbiz.de/10001744108
Saved in:
41
Empirical analyses of three explanations for the positive autocorrelation of short-horizon stock index returns
Ogden, Joseph P.
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 203-217
Persistent link: https://www.econbiz.de/10001590902
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->