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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International review of financial analysis"
~person:"Al Refai, Hisham M."
~person:"Bouri, Elie"
~person:"Brooks, Robert"
~person:"Cummins, Mark"
~person:"Dowling, Michael"
~person:"Ma, Feng"
~subject:"Aktienmarkt"
~subject:"Australia"
~subject:"Börsenkurs"
~subject:"CAPM"
~subject:"Higher moments"
~subject:"Risiko"
~subject:"Risk"
~subject:"Volatilität"
~subject:"up/down market condition"
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Aktienmarkt
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Estimation
15
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15
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Al Refai, Hisham M.
Bouri, Elie
Brooks, Robert
Cummins, Mark
Dowling, Michael
Ma, Feng
Degiannakis, Stavros
3
Nonejad, Nima
3
Sensoy, Ahmet
3
Smith, Simon C.
3
Xuan Vinh Vo
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Zaremba, Adam
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2
Al-Khazali, Osamah
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Gil-Alaña, Luis A.
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Gong, Xue
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Pierdzioch, Christian
2
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2
Salisu, Afees A.
2
Serdengeçti, Süleyman
2
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International review of financial analysis
Energy economics
11
Finance research letters
7
International review of economics & finance : IREF
6
Applied economics
5
Journal of international financial markets, institutions & money
5
Applied financial economics
4
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Applied economics letters
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Journal of risk
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ECONIS (ZBW)
11
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1
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie
;
Jalkh, Naji
- In:
International review of financial analysis
90
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The effect of data breach announcements beyond the stock price : empirical evidence on market activity
Rosati, Pierangelo
;
Cummins, Mark
;
Deeney, Peter
; …
- In:
International review of financial analysis
49
(
2017
),
pp. 146-154
Persistent link: https://www.econbiz.de/10011741281
Saved in:
9
The impact of religious practice on stock returns and volatility
Al-Khazali, Osamah
;
Bouri, Elie
;
Roubaud, David
;
Zoubi, …
- In:
International review of financial analysis
52
(
2017
),
pp. 172-189
Persistent link: https://www.econbiz.de/10011868735
Saved in:
10
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:
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