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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~subject:"Ankündigungseffekt"
~subject:"Portfolio-Management"
~type_genre:"Aufsatz in Zeitschrift"
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Ankündigungseffekt
Portfolio-Management
Börsenkurs
955
Share price
955
Capital income
369
Kapitaleinkommen
369
Volatility
261
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Schaub, Mark
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Applied economics letters
Journal of banking & finance
Finance research letters
137
International review of financial analysis
121
The journal of finance : the journal of the American Finance Association
108
Journal of financial economics
90
Review of quantitative finance and accounting
82
Pacific-Basin finance journal
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Journal of financial and quantitative analysis : JFQA
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Research in international business and finance
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The review of financial studies
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of corporate finance : contracting, governance and organization
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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International journal of theoretical and applied finance
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Journal of risk and financial management : JRFM
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Journal of economics and finance
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Applied financial economics
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The accounting review : a publication of the American Accounting Association
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International journal of economics and finance
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Global finance journal
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Journal of international money and finance
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ECONIS (ZBW)
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1
Portfolio optimisation with jumps : illustration with a pension accumulation scheme
Le Courtois, Olivier
;
Menoncin, Francesco
- In:
Journal of banking & finance
60
(
2015
),
pp. 127-137
Persistent link: https://www.econbiz.de/10011544926
Saved in:
2
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
3
Default probability anomalies in the momentum startegies
Lee, Nicholas Rueilin
;
Liu, Jung-Fang
;
Lin, Wei-Yu
- In:
Applied economics letters
21
(
2014
)
16/18
,
pp. 1206-1209
Persistent link: https://www.econbiz.de/10010465679
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4
Price discrimination against retail investors : evidence from mini options
Li, Yubin
;
Zhao, Chen
;
Zhong, Zhaodong
- In:
Journal of banking & finance
106
(
2019
),
pp. 50-64
Persistent link: https://www.econbiz.de/10012223948
Saved in:
5
Option valuation with liquidity risk and jumps
Zhang, Hai
;
Ku, Hyejin
- In:
Applied economics letters
25
(
2018
)
6
,
pp. 381-387
Persistent link: https://www.econbiz.de/10011854549
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6
Option pricing under time-varying risk-aversion with applications to risk forecasting
Kiesel, Rüdiger
;
Rahe, Florentin
- In:
Journal of banking & finance
76
(
2017
),
pp. 120-138
Persistent link: https://www.econbiz.de/10011814247
Saved in:
7
Strategic technology adoption and hedging under incomplete markets
Leippold, Markus
;
Stromberg, Jacob
- In:
Journal of banking & finance
81
(
2017
),
pp. 181-199
Persistent link: https://www.econbiz.de/10011816440
Saved in:
8
Option-implied objective measures of market risk
Leiss, Matthias
;
Nax, Heinrich H.
- In:
Journal of banking & finance
88
(
2018
),
pp. 225-240
Persistent link: https://www.econbiz.de/10011962908
Saved in:
9
The instantaneous return and volatility of a covered call position
Edwards, Craig Steven
- In:
Applied economics letters
22
(
2015
)
13/15
,
pp. 1059-1063
Persistent link: https://www.econbiz.de/10011312207
Saved in:
10
Private equity and regulatory capital
Bongaerts, Dion
;
Charlier, Erwin
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1211-1220
Persistent link: https://www.econbiz.de/10003842250
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