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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~person:"Aharon, David Y."
~person:"Al Refai, Hisham M."
~person:"Bilgin, Mehmet Huseyin"
~person:"Brooks, Robert"
~person:"Gupta, Rangan"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Beta risk"
~subject:"Betafaktor"
~subject:"Börse"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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Börse
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up/down market condition
Estimation
17
Schätzung
17
Volatility
9
Börsenkurs
7
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7
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14
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Aharon, David Y.
Al Refai, Hisham M.
Bilgin, Mehmet Huseyin
Brooks, Robert
Gupta, Rangan
Ma, Feng
5
Hammoudeh, Shawkat
4
Zaremba, Adam
4
Bouri, Elie
3
Degiannakis, Stavros
3
Kim, Jae H.
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Salisu, Afees A.
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Xuan Vinh Vo
3
Al-Khazali, Osamah
2
Bredin, Donal
2
Brooks, Chris
2
Caporale, Guglielmo Maria
2
Charles, Amélie
2
Chortareas, Georgios E.
2
Cipollini, Andrea
2
Cummins, Mark
2
Darné, Olivier
2
Dowling, Michael
2
Fabozzi, Frank J.
2
Faff, Robert W.
2
Fang, Victor
2
Ferrer, Román
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Floros, Christos
2
Gabauer, David
2
Ge̜bka, Bartosz
2
Gong, Xue
2
Guermat, Cherif
2
Huang, Yisu
2
Hudson, Robert
2
In, Francis Haeuck
2
Jiang, Fuwei
2
Kang, Sang Hoon
2
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Advances in investment analysis and portfolio management : a research annual
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
International review of financial analysis
Journal of emerging market finance
The North American journal of economics and finance : a journal of financial economics studies
11
Finance research letters
8
Research in international business and finance
7
International review of economics & finance : IREF
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Applied financial economics
5
Economics letters
5
Economic modelling
4
International journal of finance & economics : IJFE
4
Journal of international financial markets, institutions & money
4
Applied economics letters
3
Economics and Business Letters : EBL
3
Energy economics
3
The European journal of finance
3
Applied economics
2
Applied financial economics letters
2
Australian economic papers
2
Defence and peace economics
2
Emerging markets review
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
2
Journal of forecasting
2
Journal of multinational financial management
2
Open economies review
2
Pacific-Basin finance journal
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Abacus : a journal of accounting, finance and business studies
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Annals of financial economics
1
Australian journal of management
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics, management and financial markets
1
Economies : open access journal
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ECONIS (ZBW)
14
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14
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1
Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan
;
Gupta, Rangan
;
Liao, Wenting
;
Ma, Jun
- In:
International review of finance : the official journal …
24
(
2024
)
1
,
pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
Saved in:
2
Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.
;
Butt, Hassan Anjum
;
Jaffri, Ali
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
Saved in:
3
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Saved in:
4
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
5
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
6
Can investor sentiment predict the size premium?
Qadan, Mahmoud
;
Aharon, David Y.
- In:
International review of financial analysis
63
(
2019
),
pp. 10-26
Persistent link: https://www.econbiz.de/10012207362
Saved in:
7
The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
International review of financial analysis
58
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
Saved in:
8
The impact of market-wide volatility on time-varying risk : evidence from Qatar stock exchange
Al Refai, Hisham M.
;
Hassan, Gazi M.
- In:
Journal of emerging market finance
17
(
2018
),
pp. 239-258
Persistent link: https://www.econbiz.de/10011925531
Saved in:
9
Do stock prices impact consumption and interest rate in South Africa? : evidence from a time-varying vector autoregressive model
Aye, Goodness C.
;
Gupta, Rangan
;
Modise, Mampho P.
- In:
Journal of emerging market finance
14
(
2015
)
2
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011378505
Saved in:
10
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
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