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The determinants of volatility...
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Share price
Volatility
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Gupta, Rangan
152
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98
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87
McAleer, Michael
64
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63
Pierdzioch, Christian
61
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51
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48
Narayan, Paresh Kumar
48
Ryu, Doojin
48
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47
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46
Lux, Thomas
46
Bouri, Elie
45
Bekaert, Geert
43
Wohar, Mark E.
43
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38
Allen, David E.
37
Ma, Feng
37
Salisu, Afees A.
37
Timmermann, Allan
37
Gil-Alaña, Luis A.
36
Bohl, Martin T.
35
Engle, Robert F.
35
Faff, Robert W.
35
Hautsch, Nikolaus
34
Härdle, Wolfgang
34
Stulz, René M.
34
Ang, Andrew
32
Demirer, Rıza
32
Tiwari, Aviral Kumar
32
Bansal, Ravi
31
Spagnolo, Nicola
31
Zhou, Guofu
31
Bloom, Nicholas
30
Lettau, Martin
30
Zhou, Hao
30
Hammoudeh, Shawkat
29
Weber, Michael
28
Chiang, Thomas C.
26
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OECD
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Ekonomiska forskningsinstitutet <Stockholm>
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European Central Bank
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University of Chicago / Center for Research in Security Prices
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Federal Reserve Bank of St. Louis
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Centre for Economic Policy Research
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Instituto Valenciano de Investigaciones Económicas
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Mediobanca <Mailand>
2
Rodney L. White Center for Financial Research
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
William Davidson Institute <Ann Arbor, Mich.>
2
American Finance Association
1
American Institute of Certified Public Accountants
1
Australian National University / Faculty of Economics and Commerce
1
Australian National University / Research School of Pacific and Asian Studies / Department of Economics
1
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Finance research letters
464
International review of financial analysis
313
Journal of banking & finance
264
NBER working paper series
247
International review of economics & finance : IREF
227
Working paper / National Bureau of Economic Research, Inc.
222
Pacific-Basin finance journal
221
Applied economics
217
Journal of financial economics
216
Journal of empirical finance
199
The North American journal of economics and finance : a journal of financial economics studies
195
Applied economics letters
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NBER Working Paper
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Research in international business and finance
180
Energy economics
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Journal of international financial markets, institutions & money
151
Review of quantitative finance and accounting
145
Economic modelling
138
The journal of finance : the journal of the American Finance Association
131
Applied financial economics
129
The European journal of finance
114
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
113
Economics letters
110
International journal of economics and finance
107
Journal of risk and financial management : JRFM
105
Journal of financial markets
100
Management science : journal of the Institute for Operations Research and the Management Sciences
100
International journal of economics and financial issues : IJEFI
96
Journal of financial and quantitative analysis : JFQA
92
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
91
Cogent economics & finance
90
Investment management and financial innovations
90
The review of financial studies
88
The journal of futures markets
86
Journal of econometrics
83
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
79
Research paper series / Swiss Finance Institute
79
Discussion paper / Centre for Economic Policy Research
78
International journal of finance & economics : IJFE
77
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75
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ECONIS (ZBW)
21,880
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1
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1
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
2
Realized skewness and the short-term predictability for aggregate stock market
volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
3
Time
series reversal in trend-following strategies
Liu, Jiadong
;
Papailias, Fotis
- In:
European financial management : the journal of the …
29
(
2023
)
1
,
pp. 76-108
Persistent link: https://www.econbiz.de/10014253882
Saved in:
4
Essays on empirical asset pricing and investor behavior
Westheide, Christian
-
2011
Persistent link: https://www.econbiz.de/10009412402
Saved in:
5
Forecasting Chinese stock market
volatility
with high-frequency intraday and current return information
Wu, Xinyu
;
Zhao, An
;
Wang, Yuyao
;
Han, Yang
- In:
Pacific-Basin finance journal
86
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10015097250
Saved in:
6
Bad news bears : effects of expected market
volatility
on daily tracking error of leveraged bull and bear ETFs
Holzhauer, Hunter Matthew
;
Lu, Xing
;
MacLeod, Robert W.
; …
- In:
Managerial finance
39
(
2013
)
12
,
pp. 1169-1187
Persistent link: https://www.econbiz.de/10010197618
Saved in:
7
Do macro shocks matter for equities?
Dison, Will
;
Theodoridis, Konstantinos
-
2017
Persistent link: https://www.econbiz.de/10011912881
Saved in:
8
Idiosyncratic
volatility
covariance and expected stock returns
Peterson, David R.
;
Smedema, Adam R.
- In:
Financial management
42
(
2013
)
3
,
pp. 517-536
Persistent link: https://www.econbiz.de/10010211240
Saved in:
9
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
10
Potential gains from predicting the timing of stock market persistence and mean reversion
Hsieh, Heng-Hsing
- In:
Investment management and financial innovations
10
(
2013
)
3
,
pp. 55-67
Persistent link: https://www.econbiz.de/10010201509
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