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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied financial economics"
~isPartOf:"Australian journal of management"
~isPartOf:"Global finance journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Dowling, Michael"
~subject:"Aktienmarkt"
~subject:"Behavioural finance"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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up/down market condition
Estimation
14
Schätzung
14
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7
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Al Refai, Hisham M.
Brooks, Robert
Dowling, Michael
Faff, Robert W.
6
Degiannakis, Stavros
5
Ma, Feng
5
Brooks, Chris
4
McMillan, David G.
4
Sirimon Treepongkaruna
4
Xuan Vinh Vo
4
Becchetti, Leonardo
3
Bouri, Elie
3
Caporale, Guglielmo Maria
3
Do, Hung Xuan
3
Floros, Christos
3
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3
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3
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3
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3
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3
Kearney, Colm
3
Lee, Hsiang-Tai
3
Liu, Jia
3
Nonejad, Nima
3
Salisu, Afees A.
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Urquhart, Andrew
3
Wohar, Mark E.
3
Zaremba, Adam
3
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2
Al-Khazali, Osamah
2
Alexakis, Christos A.
2
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2
Antonakakis, Nikolaos
2
Ap Gwilym, Owain
2
Apergēs, Nikolaos
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Barkoulas, John T.
2
Berger, Dave
2
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Applied financial economics
Australian journal of management
Global finance journal
International review of financial analysis
Journal of emerging market finance
International review of economics & finance : IREF
3
Advances in investment analysis and portfolio management : a research annual
2
Journal of international financial markets, institutions & money
2
Abacus : a journal of accounting, finance and business studies
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Applied economics
1
Applied financial economics letters
1
Australian economic papers
1
Finance research letters
1
International journal of business
1
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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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ECONIS (ZBW)
12
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1
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:
2
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
3
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:
4
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:
5
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
6
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:
7
Conditional relation between systematic risk and returns in the conventional and downside frameworks : evidence from the Indonesian market
Nurjannah
;
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of emerging market finance
11
(
2012
)
3
,
pp. 271-300
Persistent link: https://www.econbiz.de/10010380791
Saved in:
8
Sovereign rating changes and realized volatility in Asian foreign exchange markets during the Asian crisis
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Hum, …
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 997-1003
Persistent link: https://www.econbiz.de/10009317447
Saved in:
9
Weather, biorhytms, beliefs and stock returns - some preliminary Irish evidence
Dowling, Michael
;
Lucey, Brian M.
- In:
International review of financial analysis
14
(
2005
)
3
,
pp. 337-355
Persistent link: https://www.econbiz.de/10002960541
Saved in:
10
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
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