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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied economics"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"Journal of empirical finance"
~person:"Al Refai, Hisham M."
~person:"Bouri, Elie"
~person:"Brooks, Robert"
~person:"Cummins, Mark"
~person:"Dowling, Michael"
~person:"Ge̜bka, Bartosz"
~person:"Huang, Yisu"
~person:"Ma, Feng"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Higher moments"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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Estimation
28
Schätzung
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Al Refai, Hisham M.
Bouri, Elie
Brooks, Robert
Cummins, Mark
Dowling, Michael
Ge̜bka, Bartosz
Huang, Yisu
Ma, Feng
Zaremba, Adam
10
Moosa, Imad A.
6
Umar, Zaghum
6
Yoon, Seong-min
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Zhu, Huiming
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Hammoudeh, Shawkat
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Xuan Vinh Vo
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3
Balli, Faruk
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Balli, Hatice Ozer
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Cenesizoglu, Tolga
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Lee, Chien-chiang
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3
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Applied economics
International review of financial analysis
Journal of emerging market finance
Journal of empirical finance
Energy economics
11
Finance research letters
7
International review of economics & finance : IREF
7
Journal of international financial markets, institutions & money
5
Applied financial economics
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Journal of behavioral and experimental finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
23
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23
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1
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
2
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
3
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
4
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:
5
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:
6
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:
7
Price transmission in European fish markets
Gao, Suikai
;
Bagnarosa, Guillaume
;
Dowling, Michael
; …
- In:
Applied economics
54
(
2022
)
19
,
pp. 2194-2213
Persistent link: https://www.econbiz.de/10012875855
Saved in:
8
Does the US stock market information matter for European equity market volatility : a multivariate perspective?
Tang, Yusui
;
Ma, Feng
;
Wahab, M. I. M.
;
Wei, Yu
- In:
Applied economics
54
(
2022
)
58
,
pp. 6726-6743
Persistent link: https://www.econbiz.de/10013494246
Saved in:
9
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:
10
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:
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