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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of emerging market finance"
~person:"Al Refai, Hisham M."
~person:"Brooks, Robert"
~person:"Hammoudeh, Shawkat"
~subject:"Aktienmarkt"
~subject:"Australia"
~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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CAPM
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Estimation
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Article in journal
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Al Refai, Hisham M.
Brooks, Robert
Hammoudeh, Shawkat
Ma, Feng
5
Bouri, Elie
3
Degiannakis, Stavros
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Xuan Vinh Vo
3
Zaremba, Adam
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Bilgin, Mehmet Huseyin
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2
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2
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2
Chortareas, Georgios E.
2
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2
Cummins, Mark
2
Dowling, Michael
2
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2
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2
Floros, Christos
2
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2
Ge̜bka, Bartosz
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Gong, Xue
2
Guermat, Cherif
2
Gupta, Rangan
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In, Francis Haeuck
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Kim, Jae H.
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Pierdzioch, Christian
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2
Salisu, Afees A.
2
Serdengeçti, Süleyman
2
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International review of financial analysis
Journal of emerging market finance
Applied financial economics
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Applied economics
3
Pacific-Basin finance journal
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics letters
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Australian economic papers
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Abacus : a journal of accounting, finance and business studies
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Australian journal of management
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets review
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Energy economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of business
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International journal of finance & economics : IJFE
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Journal of business finance & accounting : JBFA
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Journal of economic integration : jei
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Studies in economics and finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
2
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
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
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:
5
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:
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