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~accessRights:"restricted"
~isPartOf:"Fiscal studies : the journal of the Institute for Fiscal Studies"
~isPartOf:"International review of applied economics"
~isPartOf:"International review of financial analysis"
~person:"Blundell, Richard W."
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"Gupta, Rangan"
~person:"Kim, Jae H."
~person:"Lu, Xinjie"
~person:"McMillan, David G."
~person:"Nonejad, Nima"
~person:"Roubaud, David"
~person:"Shahzad, Syed Jawad Hussain"
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"ARCH-Modell"
~subject:"Effizienzmarkthypothese"
~subject:"Großbritannien"
~subject:"Kapitaleinkommen"
~subject:"Tax reform"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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ARCH-Modell
Effizienzmarkthypothese
Großbritannien
Kapitaleinkommen
Tax reform
United States
Capital income
22
Forecasting model
16
Prognoseverfahren
16
Börsenkurs
14
Share price
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Volatility
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Volatilität
14
Estimation
13
Schätzung
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Einführung
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28
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28
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Blundell, Richard W.
Bryson, Alex
Creedy, John
Cuthbertson, Keith
Gupta, Rangan
Kim, Jae H.
Lu, Xinjie
McMillan, David G.
Nonejad, Nima
Roubaud, David
Shahzad, Syed Jawad Hussain
Walker, Ian
Zhang, Wei
Ma, Feng
13
Bouri, Elie
7
Urquhart, Andrew
7
Xuan Vinh Vo
6
Yarovaya, Larisa
6
Lau, Chi Keung
5
Li, Yan
5
Li, Youwei
5
O'Sullivan, Niall
5
Xiong, Xiong
5
Clare, Andrew D.
4
Huang, Dengshi
4
Ji, Qiang
4
Liang, Chao
4
Lin, Mei-Chen
4
Tiwari, Aviral Kumar
4
Wei, Yu
4
Zhong, Angel
4
Chevallier, Julien
3
Dinh Hoang Bach Phan
3
Floros, Christos
3
Gabauer, David
3
Gao, Xiangyun
3
Gao, Ya
3
Goodell, John W.
3
Guesmi, Khaled
3
Kumar, Satish
3
Liu, Jia
3
Liu, Xiaoquan
3
McGroarty, Frank
3
Naeem, Muhammad Abubakr
3
Narayan, Paresh Kumar
3
Nitzsche, Dirk
3
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Fiscal studies : the journal of the Institute for Fiscal Studies
International review of applied economics
International review of financial analysis
Finance research letters
37
The North American journal of economics and finance : a journal of financial economics studies
24
Energy economics
21
Research in international business and finance
17
Applied economics
16
International review of economics & finance : IREF
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Applied economics letters
10
Economics letters
10
International journal of finance & economics : IJFE
10
The European journal of finance
10
Economic modelling
9
Journal of forecasting
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of international financial markets, institutions & money
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The journal of real estate finance and economics
6
Annals of financial economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
Journal of multinational financial management
5
Labour economics : official journal of the European Association of Labour Economists
5
Journal of economics and finance
4
Pacific-Basin finance journal
4
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
4
Defence and peace economics
3
Emerging markets review
3
Journal of policy modeling : JPMOD ; a social science forum of world issues
3
Oxford economic papers
3
Structural change and economic dynamics : SC+ED
3
Asia Pacific financial markets
2
BJIR : an international journal of employment relations
2
Computational economics
2
Economic systems
2
Economica
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European journal of industrial relations
2
IZA Journal of Labor Economics
2
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ECONIS (ZBW)
28
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1
Stock market anomalies : An extreme bounds analysis
Kim, Jae H.
;
Shamsuddin, Abul
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014469983
Saved in:
2
Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology
Asadi, Mehrad
;
Tiwari, Aviral Kumar
;
Gholami, Samad
; …
- In:
International review of financial analysis
89
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014467193
Saved in:
3
Category-specific EPU indices, macroeconomic variables and stock market return predictability
Zeng, Qing
;
Lu, Xinjie
;
Dong, Dayong
;
Li, Pan
- In:
International review of financial analysis
84
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013472730
Saved in:
4
Dependence dynamics of US REITs
Ur Rehman, Mobeen
;
Shahzad, Syed Jawad Hussain
;
Ahmad, Nasir
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013411148
Saved in:
5
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
Saved in:
6
Mutual fund performance persistence : factor models and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
Saved in:
7
Oil futures volatility predictability : new evidence based on machine learning models
Lu, Xinjie
;
Ma, Feng
;
Xu, Jin
;
Zhang, Zehui
- In:
International review of financial analysis
83
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013460875
Saved in:
8
Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013455034
Saved in:
9
Asymmetric volatility spillover among Chinese sectors during COVID-19
Shahzad, Syed Jawad Hussain
;
Naeem, Muhammad Abubakr
; …
- In:
International review of financial analysis
75
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012803980
Saved in:
10
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:
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