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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 financial analysis"
~isPartOf:"Journal of emerging market finance"
~person:"Aharon, David Y."
~person:"Al Refai, Hisham M."
~person:"Bredin, Donal"
~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:"Schätzung"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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Estimation
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Aharon, David Y.
Al Refai, Hisham M.
Bredin, Donal
Brooks, Robert
Gupta, Rangan
Ma, Feng
5
Xuan Vinh Vo
5
Bilgin, Mehmet Huseyin
4
Bouri, Elie
4
Hammoudeh, Shawkat
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Narayan, Paresh Kumar
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Zaremba, Adam
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Caporale, Guglielmo Maria
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Chortareas, Georgios E.
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Coakley, Jerry
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Kim, Jae H.
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Lau, Chi Keung
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Narayan, Seema
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Nonejad, Nima
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Sensoy, Ahmet
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Smith, Simon C.
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Urquhart, Andrew
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Wohar, Mark E.
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Yarovaya, Larisa
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Zhang, Min
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Abid, Fathi
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Abul Mansur Mohammed Masih
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Al-Khazali, Osamah
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Antonakakis, Nikolaos
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Aysan, Ahmet Faruk
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Azad, A. S. M. Sohel
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Bahmani-Oskooee, Mohsen
2
Brooks, Chris
2
Buerhan Saiti
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Charles, Amélie
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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 financial analysis
Journal of emerging market finance
The North American journal of economics and finance : a journal of financial economics studies
12
Finance research letters
11
Applied economics
9
International review of economics & finance : IREF
9
Research in international business and finance
9
International journal of finance & economics : IJFE
8
Applied economics letters
7
Applied financial economics
7
Economics letters
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Economic modelling
5
Energy economics
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Economic systems
3
Economics and Business Letters : EBL
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of macroeconomics
3
Journal of multinational financial management
3
Pacific-Basin finance journal
3
Structural change and economic dynamics : SC+ED
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The European journal of finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Annals of economics and finance
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Applied financial economics letters
2
Australian economic papers
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Defence and peace economics
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Economics, management and financial markets
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Emerging markets review
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Empirica : journal of european economics
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Eurasian economic review : a journal in applied macroeconomics and finance
2
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
2
Journal of applied economics
2
Journal of behavioral and experimental finance
2
Journal of economics and finance
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ECONIS (ZBW)
13
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1
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13
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1
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:
2
What drives cross-market correlations during the United States Q.E.?
Pick Schen Yip
;
Brooks, Robert
;
Do, Hung Xuan
;
Xuan Vinh Vo
- In:
International review of financial analysis
83
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013460973
Saved in:
3
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:
4
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:
5
Monetary policy reaction functions of the TICKs : a quantile regression approach
Christou, Christina
;
Naraidoo, Ruthira
;
Gupta, Rangan
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3552-3565
Persistent link: https://www.econbiz.de/10012125897
Saved in:
6
Investor sentiment : does it augment the performance of asset pricing models?
Bathia, Deven
;
Bredin, Donal
- In:
International review of financial analysis
59
(
2018
),
pp. 290-303
Persistent link: https://www.econbiz.de/10012006993
Saved in:
7
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:
8
The price of shelter : downside risk reduction with precious metals
Bredin, Donal
;
Conlon, Thomas
;
Potì, Valerio
- In:
International review of financial analysis
49
(
2017
),
pp. 48-58
Persistent link: https://www.econbiz.de/10011741249
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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