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subject:"Impact assessment"
~accessRights:"restricted"
~person:"Cakici, Nusret"
~person:"Zhang, Yaojie"
~subject:"Arbeitslosigkeit"
~subject:"Börsenkurs"
~subject:"Capital income"
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Impact assessment
Arbeitslosigkeit
Börsenkurs
Capital income
Estimation
33
Schätzung
33
Kapitaleinkommen
24
Forecasting model
23
Prognoseverfahren
23
Share price
19
Aktienmarkt
14
Stock market
14
Return predictability
13
Capital market returns
12
Kapitalmarktrendite
12
CAPM
11
Volatility
11
Volatilität
11
Welt
8
World
8
ARCH model
7
ARCH-Modell
7
Portfolio selection
7
Portfolio-Management
7
Risikoprämie
7
Risk premium
7
China
6
Oil price
6
Theorie
6
Theory
6
Ölpreis
6
Commodity derivative
5
Forecast
5
Prognose
5
Rohstoffderivat
5
Asset pricing
4
Risiko
4
Risk
4
The cross-section of stock returns
4
Asset allocation
3
Chinese stock market
3
Erdöl
3
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11
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Article
28
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1
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28
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28
Arbeitspapier
1
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1
Non-commercial literature
1
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1
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English
29
Author
All
Cakici, Nusret
Zhang, Yaojie
Gupta, Rangan
77
Zaremba, Adam
49
Wohar, Mark E.
24
Ma, Feng
23
Tiwari, Aviral Kumar
22
Balcilar, Mehmet
21
Wang, Yudong
19
Gil-Alaña, Luis A.
18
Salisu, Afees A.
18
Bouri, Elie
17
McMillan, David G.
17
Narayan, Paresh Kumar
17
Pierdzioch, Christian
16
Todorov, Viktor
15
Jawadi, Fredj
14
Lee, Chien-chiang
14
Long, Huaigang
14
Ours, Jan C. van
14
Sehgal, Sanjay
14
Demirer, Rıza
13
Zhu, Huiming
13
Bollerslev, Tim
12
Chiang, Thomas C.
12
Lechner, Michael
12
Xuan Vinh Vo
12
Kelly, Bryan T.
11
Lalive, Rafael
11
Massa, Massimo
11
Apergēs, Nikolaos
10
Bali, Turan G.
10
Favero, Carlo A.
10
Kumar, Dilip
10
Li, Bin
10
Nonejad, Nima
10
Rose, Andrew
10
Yin, Libo
10
Caporale, Guglielmo Maria
9
Chiah, Mardy
9
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Applied economics
3
Economic modelling
3
Finance research letters
3
Journal of banking & finance
3
Journal of international financial markets, institutions & money
3
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 journal of forecasting
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of forecasting
1
The journal of futures markets
1
The journal of impact and ESG investing
1
The journal of investing : JOI
1
The journal of investment strategies
1
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ECONIS (ZBW)
29
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1
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
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
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
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:
7
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
8
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
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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