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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~isPartOf:"Economic modelling"
~person:"McMillan, David G."
~person:"Zhang, Yaojie"
~subject:"Aktienmarkt"
~subject:"Stock returns"
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Prognoseverfahren
Aktienmarkt
Stock returns
Capital income
3
Estimation
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Derivat
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Hedging pressure momentum
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Swanson, Norman R.
McMillan, David G.
Zhang, Yaojie
Gupta, Rangan
4
Narayan, Seema
3
Arouri, Mohamed
2
Bekiros, Stelios
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Chien, Mei-Se
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Cross, Jamie
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Hatemi-J, Abdulnasser
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Economic modelling
Working papers / Rutgers University, Department of Economics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Recent advances in estimating nonlinear models : with applications in economics and finance
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Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
2
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
3
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
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