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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~isPartOf:"Journal of risk finance : the convergence of financial products and insurance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Dowling, Michael"
~person:"Floros, Christos"
~person:"Hudson, Robert"
~person:"Kizys, Renatas"
~person:"Smith, Simon C."
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Betafaktor"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"up/down market condition"
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Al Refai, Hisham M.
Brooks, Robert
Dowling, Michael
Floros, Christos
Hudson, Robert
Kizys, Renatas
Smith, Simon C.
Ma, Feng
5
Bouri, Elie
3
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International review of financial analysis
Journal of emerging market finance
Journal of risk finance : the convergence of financial products and insurance
Applied financial economics
6
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Applied economics
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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
Time-variation, multiple testing, and the factor zoo
Smith, Simon C.
- In:
International review of financial analysis
84
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013472944
Saved in:
3
International stock return predictability
Smith, Simon C.
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
Saved in:
4
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:
5
Equity premium estimates from economic fundamentals under structural breaks
Smith, Simon C.
- In:
International review of financial analysis
52
(
2017
),
pp. 49-61
Persistent link: https://www.econbiz.de/10011868696
Saved in:
6
Dynamic spillover effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
7
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:
8
Dynamic spillovers between commodity and currency markets
Antonakakis, Nikolaos
;
Kizys, Renatas
- In:
International review of financial analysis
41
(
2015
),
pp. 303-319
Persistent link: https://www.econbiz.de/10011509000
Saved in:
9
War and stock markets : the effect of World War Two on the British stock market
Hudson, Robert
;
Urquhart, Andrew
- In:
International review of financial analysis
40
(
2015
),
pp. 166-177
Persistent link: https://www.econbiz.de/10011475734
Saved in:
10
A note on dynamic hedging : empirical evidence from FTSE-100 and S&P 500 futures markets
Alghalith, Moawia
;
Floros, Christos
;
Lalloo, Ricardo
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
2
,
pp. 190-196
Persistent link: https://www.econbiz.de/10010514019
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