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~accessRights:"restricted"
~isPartOf:"European financial and accounting journal : EFAJ"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"und"
~person:"Chordia, Tarun"
~person:"Fama, Eugene F."
~person:"Hong, Harrison G."
~person:"Nguyen, Duc Khuong"
~subject:"ARCH model"
~subject:"Forecasting model"
~subject:"Germany"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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ARCH model
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Capital income
4
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4
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Chordia, Tarun
Fama, Eugene F.
Hong, Harrison G.
Nguyen, Duc Khuong
Narayan, Paresh Kumar
13
Zaremba, Adam
7
Apergēs, Nikolaos
6
Kelly, Bryan T.
6
Linnainmaa, Juhani
6
Sharma, Susan Sunila
6
Huang, Shiyang
5
Liu, Yan
5
Lou, Dong
5
Morellec, Erwan
5
Pedersen, Lasse Heje
5
Stenfors, Alexis
5
Zhou, Guofu
5
Bai, Jennie
4
Bali, Turan G.
4
Bollerslev, Tim
4
Boons, Martijn
4
Cakici, Nusret
4
Da, Zhi
4
Dinh Hoang Bach Phan
4
Fu, Chengbo
4
Giglio, Stefano
4
Hammoudeh, Shawkat
4
Harvey, Campbell R.
4
Hou, Kewei
4
Jacoby, Gady
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Lau, Chi Keung
4
Lucey, Brian M.
4
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4
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3
Ball, Ray
3
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3
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3
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European financial and accounting journal : EFAJ
Journal of financial economics
Journal of international financial markets, institutions & money
Energy economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Finance research letters
3
International review of financial analysis
3
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3
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3
The review of financial studies
3
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2
European journal of operational research : EJOR
2
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2
Journal of banking & finance
2
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2
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2
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2
Application of operations research to financial markets
1
Business ethics, the environment & responsibility
1
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1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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1
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1
Journal of empirical finance
1
Journal of forecasting
1
Journal of the Operational Research Society : OR
1
OR spectrum : quantitative approaches in management
1
Quantitative finance
1
Research in international business and finance
1
Review of asset pricing studies
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Review of finance : journal of the European Finance Association
1
Review of international economics
1
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1
Risk management decisions and value under uncertainty
1
Technological forecasting & social change : an international journal
1
The energy journal
1
The journal of asset management
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
8
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1
Location choice, portfolio choice
Branikas, Ioannis
;
Hong, Harrison G.
;
Xu, Jiangmin
- In:
Journal of financial economics
138
(
2020
)
1
,
pp. 74-94
Persistent link: https://www.econbiz.de/10012631925
Saved in:
2
Financial development, government bond returns, and stability : international evidence
Boubaker, Sabri
;
Nguyen, Duc Khuong
;
Piljak, Vanja
; …
- In:
Journal of international financial markets, …
61
(
2019
),
pp. 81-96
Persistent link: https://www.econbiz.de/10012128282
Saved in:
3
Inferring latent social networks from stock holdings
Hong, Harrison G.
;
Xu, Jiangmin
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 323-344
Persistent link: https://www.econbiz.de/10012131544
Saved in:
4
Choosing factors
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 234-252
Persistent link: https://www.econbiz.de/10011971044
Saved in:
5
International tests of a five-factor asset pricing model
Fama, Eugene F.
;
French, Kenneth R.
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 441-463
Persistent link: https://www.econbiz.de/10011751360
Saved in:
6
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
7
Incremental variables and the investment opportunity set
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 470-488
Persistent link: https://www.econbiz.de/10011480307
Saved in:
8
A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
Jammazi, Rania
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
34
(
2015
),
pp. 173-187
Persistent link: https://www.econbiz.de/10011474509
Saved in:
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