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subject:"Share price"
subject:"Stock index"
~person:"Kanas, Angelos"
~person:"Zhu, Huiming"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Übersichtsarbeit"
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Share price
Stock index
Estimation
42
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42
Volatility
18
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18
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17
Capital income
14
China
14
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14
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13
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13
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10
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Kanas, Angelos
Zhu, Huiming
Gupta, Rangan
55
Zaremba, Adam
30
McMillan, David G.
28
Wohar, Mark E.
28
Tiwari, Aviral Kumar
26
Narayan, Paresh Kumar
25
Gil-Alaña, Luis A.
21
Pierdzioch, Christian
20
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17
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17
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16
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15
Salisu, Afees A.
15
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13
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13
Lee, Chien-chiang
13
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12
Jawadi, Fredj
12
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12
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12
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11
Brooks, Robert
11
Tauchen, George Eugene
11
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11
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10
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10
Xuan Vinh Vo
10
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9
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9
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9
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9
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8
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3
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2
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2
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
17
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1
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets : evidence from BRICS and G7 countries
Zhu, Huiming
;
Huang, Xi
;
Ye, Fangyu
;
Li, Shuang
- In:
The North American journal of economics and finance : a …
70
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014491952
Saved in:
2
Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis
Zhu, Huiming
;
Wu, Hao
;
Ren, Ying-hua
;
Yu, Dongwei
- In:
Applied economics
54
(
2022
)
53
,
pp. 6116-6146
Persistent link: https://www.econbiz.de/10013411351
Saved in:
3
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
4
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries : evidence from wavelet quantile regression analysis
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
;
Wu, Hao
;
Ye, Fangyu
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013449369
Saved in:
5
Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng
;
Zhu, Huiming
;
You, Wan-hai
- In:
Finance research letters
25
(
2018
),
pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
Saved in:
6
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
7
Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression
You, Wan-hai
;
Guo, Yawei
;
Zhu, Huiming
;
Tang, Yong
- In:
Energy economics
68
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011904980
Saved in:
8
The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
;
Xu, Yaqin
- In:
Energy economics
55
(
2016
),
pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
Saved in:
9
Information revelation in the Greek exchange opening call : daily and intraday evidence
Anagnostidis, Panagiotis
;
Kanas, Angelos
;
Papachristou, …
- In:
Journal of international financial markets, …
38
(
2015
),
pp. 167-184
Persistent link: https://www.econbiz.de/10011475189
Saved in:
10
An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6055-6074
Persistent link: https://www.econbiz.de/10011381017
Saved in:
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