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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"DIW Berlin Discussion Paper"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Review of financial economics : RFE"
~language:"eng"
~person:"Al-Khazali, Osamah"
~person:"Ali, Faek Menla"
~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alana, Luis A."
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"Effizienzmarkthypothese"
~subject:"Einheitswurzeltest"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Effizienzmarkthypothese
Einheitswurzeltest
Panel study
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USA
Estimation
38
Schätzung
38
Börsenkurs
15
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Al-Khazali, Osamah
Ali, Faek Menla
Caporale, Guglielmo Maria
Gil-Alana, Luis A.
Ma, Feng
Pesaran, M. Hashem
Chang, Tsangyao
23
Bahmani-Oskooee, Mohsen
14
Su, Chi-Wei
14
Gil-Alaña, Luis A.
11
Gupta, Rangan
10
Narayan, Paresh Kumar
10
Chang, Hsu-Ling
7
Wohar, Mark E.
7
Brooks, Robert
6
Apergēs, Nikolaos
5
Bouri, Elie
5
Floros, Christos
5
Kanas, Angelos
5
Kim, Jae H.
5
Liu, Yu-Shao
5
Payne, James E.
5
Urquhart, Andrew
5
Westerlund, Joakim
5
Baillie, Richard
4
Barkoulas, John T.
4
Christiansen, Charlotte
4
Darné, Olivier
4
Garrett, Ian
4
Grobys, Klaus
4
Hamori, Shigeyuki
4
Hegerty, Scott W.
4
Karanasos, Menelaos
4
Madura, Jeff
4
McMillan, David G.
4
Morelli, David
4
Narayan, Seema
4
Pierdzioch, Christian
4
Sheng, Xin
4
Smales, Lee A.
4
Sosvilla-Rivero, Simón
4
Xuan Vinh Vo
4
Zhu, Meng-Nan
4
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Applied economics letters
Applied financial economics
CESifo Working Paper Series
DIW Berlin Discussion Paper
Empirica : journal of european economics
International review of financial analysis
Journal of empirical finance
Journal of international financial markets, institutions & money
Journal of international money and finance
Review of financial economics : RFE
Energy economics
6
Applied economics
5
International journal of finance & economics : IJFE
5
Economic modelling
4
Journal of applied econometrics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance research letters
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Econometric reviews
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Applied financial economics letters
1
Computational economics
1
Defence and peace economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
Financial innovation : FIN
1
International advances in economic research
1
International journal of economics and financial issues : IJEFI
1
International journal of forecasting
1
International review of applied economics
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
3
International stock volatility predictability : new evidence from uncertainties
Wang, Jiqian
;
Ma, Feng
;
Wang, Tianyang
;
Wu, Lan
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014433290
Saved in:
4
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
5
Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability
Lu, Xinjie
;
Ma, Feng
;
Li, Pan
;
Li, Tao
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 960-964
Persistent link: https://www.econbiz.de/10014303607
Saved in:
6
Forecasting crude oil volatility with geopolitical risk : do time-varying switching probabilities play a role?
Wang, Lu
;
Ma, Feng
;
Hao, Jianyang
;
Gao, Xinxin
- In:
International review of financial analysis
76
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012804675
Saved in:
7
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
- In:
Journal of international money and finance
119
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013285015
Saved in:
8
Investor sentiment and the dispersion of stock returns : evidence based on the social network of investors
Al-Nasseri, Alya
;
Ali, Faek Menla
;
Tucker, Allan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013252745
Saved in:
9
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
Saved in:
10
Global and regional stock market integration in Asia : a panel convergence approach
Caporale, Guglielmo Maria
;
You, Kefei
;
Chen, Lei
- In:
International review of financial analysis
65
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012208866
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