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subject:"Börsenkurs"
subject:"Financial analysis"
~person:"Narayan, Paresh Kumar"
~person:"Zhang, Yaojie"
~source:"econis"
~subject:"Großbritannien"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Börsenkurs
Financial analysis
Großbritannien
Estimation
97
Schätzung
97
Forecasting model
40
Prognoseverfahren
40
Share price
37
Capital income
34
Kapitaleinkommen
34
Aktienmarkt
23
Stock market
23
Volatility
21
Volatilität
21
Panel
19
Panel study
19
Theorie
13
Theory
13
ARCH model
12
ARCH-Modell
12
Einheitswurzeltest
12
Unit root test
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Time series analysis
11
Zeitreihenanalyse
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China
10
Cointegration
10
Kointegration
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Oil price
10
Panel data
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Regression analysis
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Regressionsanalyse
10
Welt
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World
10
Ölpreis
10
Capital market returns
9
Kapitalmarktrendite
9
Portfolio selection
9
Portfolio-Management
9
Predictability
9
Structural break
9
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9
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8
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Article
39
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Aufsatz in Zeitschrift
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38
Arbeitspapier
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English
39
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Narayan, Paresh Kumar
Zhang, Yaojie
Gupta, Rangan
65
Gil-Alaña, Luis A.
43
Wohar, Mark E.
31
McMillan, David G.
30
Zaremba, Adam
30
Caporale, Guglielmo Maria
29
Tiwari, Aviral Kumar
24
Pierdzioch, Christian
20
Balcilar, Mehmet
18
Chiang, Thomas C.
17
Bohl, Martin T.
16
Jawadi, Fredj
15
Ma, Feng
15
Blundell, Richard W.
14
Salisu, Afees A.
14
Lee, Chien-chiang
13
Moosa, Imad A.
13
Todorov, Viktor
13
Bollerslev, Tim
12
Brooks, Robert
12
Cakici, Nusret
12
McAleer, Michael
12
Sehgal, Sanjay
12
Apergēs, Nikolaos
11
Demirer, Rıza
11
Herwartz, Helmut
11
Jenkins, Stephen
11
Machin, Stephen
11
Bouri, Elie
10
Hamori, Shigeyuki
10
Li, Bin
10
Tauchen, George Eugene
10
Bekaert, Geert
9
Brooks, Chris
9
Brown, Sarah
9
Cheung, Yin-Wong
9
Döpke, Jörg
9
Holmes, Mark J.
9
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Applied economics
4
Emerging markets review
4
Journal of international financial markets, institutions & money
4
Economic modelling
3
Applied economics letters
2
Energy economics
2
Finance research letters
2
International review of financial analysis
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Pacific-Basin finance journal
2
Applied financial economics letters
1
Bulletin of economic research
1
Econometric reviews
1
Emerging markets, finance and trade : EMFT
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
South Asia in the era of globalization : trade, industrialization, and welfare
1
The American journal of economics and sociology
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The journal of futures markets
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ECONIS (ZBW)
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1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
Saved in:
3
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:
4
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
5
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:
6
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:
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
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:
9
Is there a pattern in how COVID-19 has affected Australia’s stock returns?
Narayan, Paresh Kumar
;
Gong, Qiang
;
Ali Ahmed, Huson Joher
- In:
Applied economics letters
29
(
2022
)
3
,
pp. 179-182
Persistent link: https://www.econbiz.de/10012803472
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
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