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subject:"Aktienindex"
type_genre:"Übersichtsarbeit"
~person:"Zhang, Yaojie"
~subject:"Bildungsertrag"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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Search: subject_exact:"Estimation"
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Aktienindex
Bildungsertrag
Börsenkurs
Estimation
26
Schätzung
26
Forecasting model
23
Prognoseverfahren
23
Capital income
18
Kapitaleinkommen
18
Share price
14
Volatility
13
Volatilität
13
Aktienmarkt
12
Stock market
12
ARCH model
9
ARCH-Modell
9
Capital market returns
8
China
8
Kapitalmarktrendite
8
Oil price
7
Portfolio selection
7
Portfolio-Management
7
Ölpreis
7
Commodity derivative
6
Return predictability
6
Rohstoffderivat
6
Forecast
5
Prognose
5
Welt
5
World
5
Chinese stock market
4
Risiko
4
Risk
4
Volatility forecasting
4
Anlageverhalten
3
Asset allocation
3
Behavioural finance
3
Cross-section of stock returns
3
Erdöl
3
Petroleum
3
Risikoprämie
3
Risk premium
3
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14
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Article
14
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Übersichtsarbeit
Article in journal
Collection of articles written by one author
Aufsatz in Zeitschrift
14
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English
14
Author
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Zhang, Yaojie
Gupta, Rangan
57
Zaremba, Adam
31
McMillan, David G.
28
Wohar, Mark E.
28
Tiwari, Aviral Kumar
26
Narayan, Paresh Kumar
25
Gil-Alaña, Luis A.
22
Pierdzioch, Christian
21
Caporale, Guglielmo Maria
17
Chiang, Thomas C.
17
Todorov, Viktor
17
Balcilar, Mehmet
16
Salisu, Afees A.
16
Ma, Feng
15
Bohl, Martin T.
13
Bollerslev, Tim
13
Bouri, Elie
13
Lee, Chien-chiang
13
Cakici, Nusret
12
Jawadi, Fredj
12
McAleer, Michael
12
Ryu, Doojin
12
Sehgal, Sanjay
12
Brooks, Robert
11
Tauchen, George Eugene
11
Demirer, Rıza
10
Heckman, James J.
10
Li, Bin
10
Miller, Paul W.
10
Xuan Vinh Vo
10
Apergēs, Nikolaos
9
Dai, Zhifeng
9
Hautsch, Nikolaus
9
Li, Jia
9
Li, Yan
9
Wang, Yudong
9
Westerlund, Joakim
9
Yang, Chunpeng
9
Zhu, Huiming
9
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Applied economics
3
Finance research letters
2
International review of financial analysis
2
Bulletin of economic research
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International journal of finance & economics : IJFE
1
Pacific-Basin finance journal
1
The European journal of finance
1
The journal of futures markets
1
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ECONIS (ZBW)
14
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14
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1
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
Industry volatility spillover and aggregate stock returns
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
- In:
The European journal of finance
30
(
2024
)
10
,
pp. 1097-1126
Persistent link: https://www.econbiz.de/10014636439
Saved in:
4
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:
5
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
6
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
7
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
8
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
9
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
10
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
Saved in:
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