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subject:"Volatilität"
~isPartOf:"Applied financial economics"
~isPartOf:"CESifo Working Paper Series"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Empirica : journal of european economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Review of financial economics : RFE"
~person:"Al-Khazali, Osamah"
~person:"Caporale, Guglielmo Maria"
~person:"Ma, Feng"
~person:"Pesaran, M. Hashem"
~subject:"Aktienmarkt"
~subject:"Effizienzmarkthypothese"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Panel study"
~subject:"Stock market"
~subject:"USA"
~subject:"Volatility"
~subject:"World"
~type:"article"
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Volatilität
Aktienmarkt
Effizienzmarkthypothese
Kapitaleinkommen
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Panel study
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USA
Volatility
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Estimation
17
Schätzung
17
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9
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Al-Khazali, Osamah
Caporale, Guglielmo Maria
Ma, Feng
Pesaran, M. Hashem
Bahmani-Oskooee, Mohsen
8
Gil-Alaña, Luis A.
6
Xuan Vinh Vo
6
Bouri, Elie
5
Wohar, Mark E.
5
Apergēs, Nikolaos
4
Barkoulas, John T.
4
Brooks, Chris
4
Brooks, Robert
4
Gupta, Rangan
4
Lucey, Brian M.
4
Madura, Jeff
4
McMillan, David G.
4
Nonejad, Nima
4
Payne, James E.
4
Urquhart, Andrew
4
Akhigbe, Aigbe O.
3
Baum, Christopher F.
3
Darrat, Ali F.
3
Degiannakis, Stavros
3
Fraser, Patricia
3
Garrett, Ian
3
Hammoudeh, Shawkat
3
Harris, Richard D. F.
3
Hudson, Robert
3
Kim, Jae H.
3
Liu, Jia
3
Miffre, Joëlle
3
Moosa, Imad A.
3
Pierdzioch, Christian
3
Ramchander, Sanjay
3
Reboredo, Juan Carlos
3
Sensoy, Ahmet
3
Wu, Po-Chin
3
Yarovaya, Larisa
3
Zaremba, Adam
3
Aftab, Muhammad
2
Afuecheta, Emmanuel
2
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Applied financial economics
CESifo Working Paper Series
Computational economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Empirica : journal of european economics
International review of financial analysis
Review of financial economics : RFE
Energy economics
7
Applied economics letters
6
Applied economics
5
Economic modelling
5
Finance research letters
5
Journal of applied econometrics
5
International journal of finance & economics : IJFE
4
Journal of international money and finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
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 economics and finance : JEF
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Scottish journal of political economy : the journal of the Scottish Economic Society
2
Applied financial economics letters
1
Defence and peace economics
1
Eastern economic journal
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
Financial markets and portfolio management
1
International advances in economic research
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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ECONIS (ZBW)
16
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1
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:
2
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:
3
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:
4
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Ma, Feng
;
Wang, Ruoxin
;
Lu, Xinjie
;
Wahab, M. I. M.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013252647
Saved in:
5
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:
6
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
Saved in:
7
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Computational economics
51
(
2018
)
4
,
pp. 913-940
Persistent link: https://www.econbiz.de/10011972202
Saved in:
8
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
9
Testing stock market convergence : a non-linear factor approach
Caporale, Guglielmo Maria
;
Erdogan, Burcu
;
Kuzin, Vladimir
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 481-498
Persistent link: https://www.econbiz.de/10011485529
Saved in:
10
Revisiting fast profit investor sentiment and stock returns during Ramadan
Al-Khazali, Osamah
- In:
International review of financial analysis
33
(
2014
),
pp. 158-170
Persistent link: https://www.econbiz.de/10010520062
Saved in:
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