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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:"Xuan Vinh Vo"
~person:"Zaremba, Adam"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Higher moments"
~subject:"Risk"
~subject:"Share price"
~subject:"Volatilität"
~subject:"up/down market condition"
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Börsenkurs
CAPM
Higher moments
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Share price
Volatilität
up/down market condition
Estimation
11
Schätzung
11
Capital income
7
Kapitaleinkommen
7
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5
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4
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4
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3
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Article in journal
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Al Refai, Hisham M.
Brooks, Robert
Xuan Vinh Vo
Zaremba, Adam
Ma, Feng
5
Bouri, Elie
3
Degiannakis, Stavros
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Aharon, David Y.
2
Al-Khazali, Osamah
2
Bilgin, Mehmet Huseyin
2
Bredin, Donal
2
Brooks, Chris
2
Chortareas, Georgios E.
2
Cipollini, Andrea
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Cummins, Mark
2
Dowling, Michael
2
Fabozzi, Frank J.
2
Fang, Victor
2
Floros, Christos
2
Gabauer, David
2
Ge̜bka, Bartosz
2
Gil-Alaña, Luis A.
2
Gong, Xue
2
Goodell, John W.
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Guermat, Cherif
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Gupta, Rangan
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Hammoudeh, Shawkat
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Huang, Yisu
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Hudson, Robert
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In, Francis Haeuck
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Lee, Hsiang-Tai
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Mukherjee, Paramita
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Narayan, Paresh Kumar
2
Pierdzioch, Christian
2
Roubaud, David
2
Salisu, Afees A.
2
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2
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International review of financial analysis
Journal of emerging market finance
International review of economics & finance : IREF
8
Applied economics
6
Finance research letters
6
Journal of international financial markets, institutions & money
5
The North American journal of economics and finance : a journal of financial economics studies
5
Applied financial economics
4
Economic research
4
Journal of banking & finance
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of empirical finance
3
Pacific-Basin finance journal
3
Research in international business and finance
3
Advances in investment analysis and portfolio management : a research annual
2
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Australian economic papers
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Economic modelling
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Emerging markets review
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Finance a úvěr
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International journal of emerging markets
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Journal of economic dynamics & control
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Studies in economics and finance
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Abacus : a journal of accounting, finance and business studies
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Applied financial economics letters
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Australian journal of management
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Borsa Istanbul Review
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E-Finanse : finansowy kwartalnik internetowy
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Economics and Business Letters : EBL
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Global finance journal
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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 management and economics
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ECONIS (ZBW)
9
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1
Spillovers and connectedness between major precious metals and major currency markets : the role of frequency factor
Mensi, Walid
;
Hernandez, Jose Arroeola
;
Yoon, Seong-min
; …
- In:
International review of financial analysis
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803817
Saved in:
2
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
3
Predicting stock returns in the presence of COVID-19 pandemic : the role of health news
Salisu, Afees A.
;
Xuan Vinh Vo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012437031
Saved in:
4
Price range and the cross-section of expected country and industry returns
Zaremba, Adam
- In:
International review of financial analysis
64
(
2019
),
pp. 174-189
Persistent link: https://www.econbiz.de/10012208379
Saved in:
5
Paper profits or real money? : trading costs and stock market anomalies in country ETFs
Zaremba, Adam
;
Andreu, Laura
- In:
International review of financial analysis
56
(
2018
),
pp. 181-192
Persistent link: https://www.econbiz.de/10012006248
Saved in:
6
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:
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
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
9
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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