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person:"Hess, Dieter"
subject:"Börsenkurs"
~accessRights:"restricted"
~person:"Allen, David E."
~person:"Balcilar, Mehmet"
~person:"Ma, Feng"
~subject:"Announcement effect"
~subject:"Capital income"
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Börsenkurs
Announcement effect
Capital income
Estimation
78
Schätzung
78
Volatility
45
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45
Forecasting model
42
Prognoseverfahren
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33
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Hess, Dieter
Allen, David E.
Balcilar, Mehmet
Ma, Feng
Gupta, Rangan
68
Zaremba, Adam
49
Wohar, Mark E.
21
Tiwari, Aviral Kumar
19
Wang, Yudong
19
Zhang, Yaojie
19
Bouri, Elie
17
McMillan, David G.
17
Narayan, Paresh Kumar
17
Pierdzioch, Christian
16
Salisu, Afees A.
16
Gil-Alaña, Luis A.
15
Todorov, Viktor
15
Long, Huaigang
14
Sehgal, Sanjay
14
Jawadi, Fredj
13
Bollerslev, Tim
12
Cakici, Nusret
12
Chiang, Thomas C.
12
Demirer, Rıza
12
Lee, Chien-chiang
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Xuan Vinh Vo
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Bali, Turan G.
10
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Li, Bin
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Nonejad, Nima
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Yin, Libo
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9
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9
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9
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9
Shahzad, Syed Jawad Hussain
9
Yang, Chunpeng
9
Yoon, Seong-min
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International review of financial analysis
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International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
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A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
32
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
33
The role of economic and financial uncertainties in predicting commodity futures returns and volatility : evidence from a nonparametric causality-in-quantiles test
Bahloul, Walid
;
Balcilar, Mehmet
;
Cuñado Eizaguirre, Juncal
- In:
Journal of multinational financial management
45
(
2018
),
pp. 52-71
Persistent link: https://www.econbiz.de/10012055774
Saved in:
34
Do cay and cayMS predict stock and housing returns? : evidence from a nonparametric causality test
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 269-279
Persistent link: https://www.econbiz.de/10011747274
Saved in:
35
Does country risks predict stock returns and volatility? : evidence from a nonparametric approach
Suleman, Tahir
;
Gupta, Rangan
;
Balcilar, Mehmet
- In:
Research in international business and finance
42
(
2017
),
pp. 1173-1195
Persistent link: https://www.econbiz.de/10011760918
Saved in:
36
International stock return predictability : is the role of U.S. time-varying?
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
- In:
Empirica : journal of european economics
44
(
2017
)
1
,
pp. 121-146
Persistent link: https://www.econbiz.de/10011741339
Saved in:
37
Does US news impact Asian emerging markets? : evidence from nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Cakan, Esin
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 32-43
Persistent link: https://www.econbiz.de/10011878928
Saved in:
38
Common cycles and common trends in the stock and oil markets : evidence from more than 150 years of data
Balcilar, Mehmet
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Energy economics
61
(
2017
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011737672
Saved in:
39
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
40
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
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