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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied financial economics"
~isPartOf:"Australian journal of management"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~person:"Aharon, David Y."
~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:"Theorie"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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Estimation
15
Schätzung
15
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7
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6
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6
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Aharon, David Y.
Al Refai, Hisham M.
Brooks, Robert
Dowling, Michael
Faff, Robert W.
6
Ma, Feng
5
Brooks, Chris
4
McMillan, David G.
4
Wohar, Mark E.
4
Xuan Vinh Vo
4
Antonakakis, Nikolaos
3
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Becchetti, Leonardo
3
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3
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3
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3
Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Hudson, Robert
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Liu, Jia
3
Mills, Terence C.
3
Mukherjee, Paramita
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Nonejad, Nima
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Sensoy, Ahmet
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Sirimon Treepongkaruna
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Smith, Simon C.
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Urquhart, Andrew
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Zaremba, Adam
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2
Adrangi, Bahram
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2
Alexakis, Christos A.
2
Alles, Lakshman
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Angelidis, Timotheos
2
Ap Gwilym, Owain
2
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Applied financial economics
Australian journal of management
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
Australian economic papers
2
Finance research letters
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
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ECONIS (ZBW)
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
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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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