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subject:"Impact assessment"
type_genre:"Collection of articles written by one author"
~accessRights:"restricted"
~person:"Zhang, Yaojie"
~subject:"Kapitalmarktrendite"
~subject:"Panel"
~subject:"Theorie"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Impact assessment
Kapitalmarktrendite
Panel
Theorie
Volatilität
Estimation
23
Schätzung
23
Forecasting model
20
Prognoseverfahren
20
Capital income
15
Kapitaleinkommen
15
Börsenkurs
13
Share price
13
Aktienmarkt
12
Stock market
12
Volatility
11
Capital market returns
8
China
8
ARCH model
7
ARCH-Modell
7
Oil price
6
Return predictability
6
Ölpreis
6
Commodity derivative
5
Forecast
5
Prognose
5
Rohstoffderivat
5
Chinese stock market
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Welt
4
World
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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19
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Collection of articles written by one author
Article in journal
Aufsatz in Zeitschrift
19
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English
19
Author
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Zhang, Yaojie
Gupta, Rangan
75
Bahmani-Oskooee, Mohsen
30
Ma, Feng
28
Apergēs, Nikolaos
27
Tiwari, Aviral Kumar
27
Balcilar, Mehmet
24
Bouri, Elie
23
Gil-Alaña, Luis A.
21
Wohar, Mark E.
21
Lee, Chien-chiang
20
Serletis, Apostolos
20
Pierdzioch, Christian
19
Xuan Vinh Vo
19
Zaremba, Adam
19
Kumbhakar, Subal
18
Wang, Yudong
18
Jalles, João Tovar
17
Kang, Sang Hoon
17
Narayan, Paresh Kumar
17
Todorov, Viktor
17
Yoon, Seong-min
17
Hammoudeh, Shawkat
16
Mensi, Walid
16
Salisu, Afees A.
16
Zhu, Huiming
16
Polemis, Michael
15
Afonso, António
14
Jawadi, Fredj
14
Li, Jia
14
Caporale, Guglielmo Maria
13
Nonejad, Nima
13
Wei, Yu
13
Westerlund, Joakim
13
Wu, Xinyu
13
Bollerslev, Tim
12
Panagiōtidēs, Theodōros
12
Sehgal, Sanjay
12
Shahbaz, Muhammad
12
Chevallier, Julien
11
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Applied economics
3
Finance research letters
3
Economic modelling
2
Energy economics
2
Journal of forecasting
2
Applied economics letters
1
Bulletin of economic research
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Pacific-Basin finance journal
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ECONIS (ZBW)
19
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1
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
2
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
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
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
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:
7
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:
8
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
9
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:
10
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
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