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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Behavioral Finance and Asset Prices : The Influence of Investor's Emotions"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Gupta, Rangan"
~person:"Pelger, Markus"
~person:"Xiu, Dacheng"
~person:"Xuan Vinh Vo"
~person:"Zhou, Liyun"
~subject:"ARCH-Modell"
~subject:"Anlageverhalten"
~subject:"Factor analysis"
~subject:"Theory"
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Kapitaleinkommen
ARCH-Modell
Anlageverhalten
Factor analysis
Theory
Estimation
44
Schätzung
44
Capital income
23
Börsenkurs
22
Share price
22
Volatility
20
Volatilität
20
Aktienmarkt
13
Stock market
13
Forecasting model
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Prognoseverfahren
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USA
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United States
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Spillover effect
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Spillover-Effekt
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Theorie
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Time series analysis
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Zeitreihenanalyse
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ARCH model
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Behavioural finance
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CAPM
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Welt
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World
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risiko
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Investor sentiment
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Oil price
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Portfolio selection
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Portfolio-Management
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Regression analysis
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Regressionsanalyse
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English
31
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Gupta, Rangan
Pelger, Markus
Xiu, Dacheng
Xuan Vinh Vo
Zhou, Liyun
Todorov, Viktor
9
Tiwari, Aviral Kumar
6
Bollerslev, Tim
5
Koop, Gary
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Asai, Manabu
4
Aït-Sahalia, Yacine
4
Dai, Zhifeng
4
Francq, Christian
4
Gil-Alaña, Luis A.
4
Kanas, Angelos
4
Kang, Sang Hoon
4
McAleer, Michael
4
McMillan, David G.
4
Mensi, Walid
4
Tauchen, George Eugene
4
Wohar, Mark E.
4
Yang, Chunpeng
4
Zaremba, Adam
4
Zhu, Huiming
4
Abedin, Mohammad Zoynul
3
Balcilar, Mehmet
3
Bouteska, Ahmed
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Chiang, Thomas C.
3
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Gubareva, Mariya
3
Han, Xu
3
Hau, Liya
3
Jareño, Francisco
3
Ji, Qiang
3
Kim, Donggyu
3
Lau, Chi Keung
3
Lee, Chien-chiang
3
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
International journal of finance & economics : IJFE
Journal of econometrics
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Department of Economics working paper series
19
Finance research letters
8
International review of economics & finance : IREF
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working papers / University of Connecticut, Department of Economics
4
Economic modelling
3
International review of financial analysis
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The European journal of finance
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Applied economics letters
2
Chicago Booth Research Paper
2
Economic systems
2
Economics and Business Letters : EBL
2
Emerging markets review
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Open economies review
2
Structural change and economic dynamics : SC+ED
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Applied economics
1
Applied financial economics
1
Australian economic papers
1
CEA_372Cass working paper series
1
Defence and peace economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Economies : open access journal
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirica : journal of european economics
1
Energy economics
1
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1
Investor trading behavior and asset prices : evidence from quantile regression analysis
Zhou, Liyun
;
Lin, Weinan
;
Yang, Chunpeng
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1722-1744
Persistent link: https://www.econbiz.de/10014533320
Saved in:
2
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
Saved in:
3
Openness and growth : is the relationship non-linear?
Gupta, Rangan
;
Stander, Lardo
;
Vaona, Andrea
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 3071-3099
Persistent link: https://www.econbiz.de/10014327719
Saved in:
4
Climate risk and the volatility of agricultural commodity price fluctuations : a prediction experiment
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 23-44)
.
2023
Persistent link: https://www.econbiz.de/10014282545
Saved in:
5
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
6
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
Saved in:
7
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
8
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
9
On the transmission mechanism of Asia-Pacific yield curve characteristics
Gabauer, David
;
Subramaniam, Sowmya
;
Gupta, Rangan
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 473-488
Persistent link: https://www.econbiz.de/10012814607
Saved in:
10
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
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