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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Afro-Asian Journal of Finance and Accounting : AAJFA"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"Quantitative finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Dowling, Michael"
~person:"Lillo, Fabrizio"
~person:"Nonejad, Nima"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Bayesian model averaging"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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Bayesian model averaging
Börsenkurs
CAPM
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up/down market condition
Estimation
15
Schätzung
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Capital income
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8
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7
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Aggregate equity return predictability
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Al Refai, Hisham M.
Brooks, Robert
Dowling, Michael
Lillo, Fabrizio
Nonejad, Nima
Ma, Feng
5
Sornette, Didier
5
Xuan Vinh Vo
5
Zaremba, Adam
4
Bouri, Elie
3
Coakley, Jerry
3
Cummins, Mark
3
Degiannakis, Stavros
3
Fabozzi, Frank J.
3
Grobys, Klaus
3
Gupta, Rangan
3
Liu, Jia
3
Rubio, Gonzalo
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Urquhart, Andrew
3
Wehrli, Alexander
3
Abid, Fathi
2
Aharon, David Y.
2
Al-Khazali, Osamah
2
Antonakakis, Nikolaos
2
Bilgin, Mehmet Huseyin
2
Bormetti, Giacomo
2
Bredin, Donal
2
Brooks, Chris
2
Caporale, Guglielmo Maria
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Chortareas, Georgios E.
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Chuliá, Helena
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Cipollini, Andrea
2
Debasish, Sathya Swaroop
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Demirer, Rıza
2
Eissa, Mohamed Abdelaziz
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Fang, Victor
2
Floros, Christos
2
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Afro-Asian Journal of Finance and Accounting : AAJFA
International review of financial analysis
Journal of emerging market finance
Quantitative finance
Applied financial economics
4
Energy economics
3
International review of economics & finance : IREF
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Australian economic papers
2
Finance research letters
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
2
Abacus : a journal of accounting, finance and business studies
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Advances in futures and options research : a research annual
1
Applied economics
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Applied economics letters
1
Australian journal of management
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1
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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International journal of business
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International journal of emerging markets
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of business finance & accounting : JBFA
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial management, markets and institutions
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Studies in economics and finance
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ECONIS (ZBW)
13
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1
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
2
Information demand density matters : evidence from the post-earnings announcement drift
Chu, Gang
;
Dowling, Michael
;
Shen, Dehua
;
Zhang, Yongjie
- In:
International review of financial analysis
86
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248312
Saved in:
3
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
4
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
5
Bayesian model averaging and the conditional volatility process : an application to predicting aggregate equity returns by conditioning on economic variables
Nonejad, Nima
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1387-1411
Persistent link: https://www.econbiz.de/10012608655
Saved in:
6
Crude oil price volatility and equity return predictability : a comparative out-of-sample study
Nonejad, Nima
- In:
International review of financial analysis
71
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012436278
Saved in:
7
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
8
Linear models for the impact of order flow on prices, II.: The Mixture Transition Distribution model
Taranto, Damian Eduardo
;
Bormetti, Giacomo
;
Bouchaud, …
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 917-931
Persistent link: https://www.econbiz.de/10011910934
Saved in:
9
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:
10
Oil market modelling : a comparative analysis of fundamental and latent factor approaches
Cummins, Mark
;
Dowling, Michael
;
Kearney, Fearghal
- In:
International review of financial analysis
46
(
2016
),
pp. 211-218
Persistent link: https://www.econbiz.de/10011581809
Saved in:
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