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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Pacific-Basin finance journal"
~subject:"ARCH model"
~subject:"Prognoseverfahren"
~type:"article"
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Capital income
ARCH model
Prognoseverfahren
Estimation
116
Schätzung
116
Kapitaleinkommen
64
Börsenkurs
49
Share price
49
Aktienmarkt
37
Stock market
37
Forecasting model
31
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29
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25
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68
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Chiah, Mardy
3
Long, Huaigang
3
Zhong, Angel
3
Ang, Tze Chuan
2
Cheema, Muhammad A.
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Chuang, Hui-Ching
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Jiang, Yuexiang
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Lee, Deok-Hyeon
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Pacific-Basin finance journal
Finance research letters
192
Applied economics
126
International review of financial analysis
125
International review of economics & finance : IREF
115
Economic modelling
110
International journal of forecasting
107
The North American journal of economics and finance : a journal of financial economics studies
107
Energy economics
102
Journal of banking & finance
101
Journal of empirical finance
94
Journal of financial economics
85
Journal of econometrics
80
Research in international business and finance
72
Journal of international financial markets, institutions & money
68
Applied economics letters
66
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
58
Journal of international money and finance
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
54
Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Review of quantitative finance and accounting
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Management science : journal of the Institute for Operations Research and the Management Sciences
42
Journal of forecasting
41
The European journal of finance
41
International journal of finance & economics : IJFE
37
Journal of financial markets
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
International journal of economics and finance
31
Emerging markets, finance and trade : EMFT
30
Quantitative finance
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Journal of economic dynamics & control
29
Journal of financial econometrics
29
Theoretical economics letters
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
21
Journal of risk
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Global finance journal
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International journal of emerging markets
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ECONIS (ZBW)
68
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
3
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
;
Wang, Zixuan
;
Xu, Jin
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
4
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
Saved in:
5
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
6
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
7
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
8
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
9
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
10
The bright and dark sides of minority shareholder protection : evidence from the separate vote counts disclosure rule in China
Cai, Guowei
;
Hsu, Po-Hsuan
;
Xu, Xinyi
;
Zhou, Tong
;
Zhu, …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463375
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