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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International journal of business"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Ma, Feng"
~person:"Shen, Dehua"
~subject:"Bourse"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Risiko"
~subject:"Risk"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"up/down market condition"
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Bourse
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Estimation
12
Share price
8
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1992-2006
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Article in journal
Survey
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Al Refai, Hisham M.
Brooks, Robert
Ma, Feng
Shen, Dehua
Xuan Vinh Vo
5
Bouri, Elie
4
Narayan, Paresh Kumar
4
Caporale, Guglielmo Maria
3
Chortareas, Georgios E.
3
Coakley, Jerry
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Cummins, Mark
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Deesomsak, Rataporn
3
Degiannakis, Stavros
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3
Nonejad, Nima
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3
Shachmurove, Yochanan
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3
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Abid, Fathi
2
Aharon, David Y.
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Al-Khazali, Osamah
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2
Arshanapalli, Bala Gangadhar
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Azad, A. S. M. Sohel
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2
Chuliá, Helena
2
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2
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International journal of business
International review of financial analysis
Journal of emerging market finance
Energy economics
7
Finance research letters
7
Applied financial economics
5
International review of economics & finance : IREF
5
Journal of international financial markets, institutions & money
5
Applied economics
4
Applied economics letters
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
2
Australian economic papers
2
Economic modelling
2
International journal of finance & economics : IJFE
2
Journal of empirical finance
2
Pacific-Basin finance journal
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Abacus : a journal of accounting, finance and business studies
1
Advances in futures and options research : a research annual
1
Afro-Asian Journal of Finance and Accounting : AAJFA
1
Australian journal of management
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Financial innovation : FIN
1
Global finance journal
1
International journal of emerging markets
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of economic interaction and coordination : JEIC
1
Journal of financial management, markets and institutions
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Review of quantitative finance and accounting
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of financial research
1
The journal of futures markets
1
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)
12
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12
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1
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:
2
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:
3
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:
4
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:
5
Investor attention shocks and stock co-movement : substitution or reinforcement?
Hu, Yitong
;
Li, Xiao
;
Goodell, John W.
;
Shen, Dehua
- In:
International review of financial analysis
73
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012803443
Saved in:
6
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:
7
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:
8
Economic constraints and stock return predictability : a new approach
Zhang, Yaojie
;
Wei, Yu
;
Ma, Feng
;
Yi, Yongsheng
- In:
International review of financial analysis
63
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012207360
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
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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