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~accessRights:"restricted"
~language:"eng"
~language:"nor"
~language:"und"
~person:"Caporale, Guglielmo Maria"
~person:"Chan, Kam C."
~person:"Demirer, Rıza"
~person:"Hammoudeh, Shawkat"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Wei"
~source:"econis"
~subject:"Kapitaleinkommen"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
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Kapitaleinkommen
Volatility
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147
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Caporale, Guglielmo Maria
Chan, Kam C.
Demirer, Rıza
Hammoudeh, Shawkat
Tiwari, Aviral Kumar
Zhang, Wei
Gupta, Rangan
107
Zaremba, Adam
81
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44
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39
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39
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Xuan Vinh Vo
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Zhong, Angel
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Long, Huaigang
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Umar, Zaghum
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Pierdzioch, Christian
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Xiong, Xiong
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Salisu, Afees A.
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Dinh Hoang Bach Phan
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ECONIS (ZBW)
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1
The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre-COVID and COVID periods
Lakshmi, Vdmv
;
Sisodia, Garima
;
Joseph, Anto
;
Tiwari, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 3007-3022
Persistent link: https://www.econbiz.de/10014635273
Saved in:
2
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
3
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
4
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
5
Does local gambling culture affect bond yield spread? : evidence from China
Xie, Yan
;
Wang, Xin
;
Chan, Kam C.
- In:
Applied economics letters
30
(
2023
)
8
,
pp. 1101-1106
Persistent link: https://www.econbiz.de/10014303722
Saved in:
6
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
7
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
8
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:
9
A time-varying Granger causality analysis between water stock and green stocks using novel approaches
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Adeleke, …
- In:
Energy economics
126
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014483598
Saved in:
10
Treasury return predictability and investor sentiment
Gu, Chen
;
Guo, Xu
;
Adikaram, Ruwan
;
Chan, Kam C.
;
Lu, Jing
- In:
The journal of financial research : the journal of the …
46
(
2023
)
4
,
pp. 905-924
Persistent link: https://www.econbiz.de/10014477992
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