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~isPartOf:"Australian journal of management"
~isPartOf:"Economic modelling"
~subject:"Capital market returns"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Risiko"
~type_genre:"Article in journal"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
Kapitaleinkommen
Oil price
Risiko
Kapitalmarktrendite
19
Capital income
11
Australia
8
Australien
8
Estimation
8
Schätzung
8
Aktienmarkt
7
Stock market
7
Börsenkurs
6
Share price
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Volatility
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Volatilität
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Forecasting model
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Prognoseverfahren
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Ankündigungseffekt
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Anlageverhalten
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Announcement effect
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Behavioural finance
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Commodity derivative
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Financial economics
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Kapitalmarkttheorie
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Portfolio selection
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Portfolio-Management
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Return predictability
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Rohstoffderivat
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ARCH model
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ARCH-Modell
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China
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Crude oil market
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Erdöl
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Method of moments
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Momentenmethode
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Oil market
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Petroleum
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USA
2
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2
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Article
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Article in journal
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English
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Chai, Daniel
2
Faff, Robert W.
2
Wang, Yudong
2
Zhang, Yaojie
2
Au Yong, Hue Hwa
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Bird, Ron
1
Bugeja, Martin
1
Chen, Chuang
1
Cheung, W. Jane
1
Czapkiewicz, Anna
1
Do, Binh
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Dou, Paul Y.
1
Gallagher, David R.
1
Gharghori, Philip
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1
Grosse, Matthew
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Huynh, Thanh D.
1
Jackson, Andrew B.
1
Jiang, Kunliang
1
Lepone, Andrew
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Leung, Henry
1
Li, J. George
1
Li, Weiping
1
Li, Yan
1
Luu, Mong Ngoc
1
Ma, Diandian
1
Matolcsy, Zoltan
1
Mehdi, Wassila
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Ng, Yen Hou
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Nyberg, Henri
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Pönkä, Harri
1
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1
Rey, Serge
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Schneider, David H.
1
Smith, Daniel R.
1
Spiropoulos, Helen
1
Truong, Cameron
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Viala, Jean-Renaud
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Australian journal of management
Economic modelling
The review of financial studies
125
Journal of financial and quantitative analysis : JFQA
91
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
47
Finance research letters
37
Journal of banking & finance
37
Pacific-Basin finance journal
35
International review of finance
30
International review of financial analysis
30
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
29
Applied economics
26
Energy economics
25
Journal of empirical finance
24
Finance India : the quarterly journal of Indian Institute of Finance
22
Financial management
21
Journal of international financial markets, institutions & money
21
The journal of financial research
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International review of economics & finance : IREF
18
Review of finance : journal of the European Finance Association
18
Review of asset pricing studies
17
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of risk and financial management : JRFM
14
Economics letters
11
Quantitative finance
10
Research in international business and finance
10
Contemporary accounting research : a journal of the Canadian Academic Accounting Association
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
International Journal of Energy Economics and Policy : IJEEP
9
Emerging markets, finance and trade : EMFT
8
Journal of econometrics
8
Real estate economics : journal of the American Real Estate and Urban Economics Association
8
The international journal of business and finance research : IJBFR
8
Applied financial economics
7
Journal of applied econometrics
7
Journal of economics and finance
7
Journal of financial markets
7
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ECONIS (ZBW)
19
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19
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1
Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
Saved in:
2
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
3
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Jiang, Kunliang
;
Ye, Wuyi
- In:
Economic modelling
117
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014229176
Saved in:
4
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
5
Intraday momentum and return predictability : evidence from the crude oil market
Wen, Zhuzhu
;
Gong, Xu
;
Ma, Diandian
;
Xu, Yahua
- In:
Economic modelling
95
(
2021
),
pp. 374-384
Persistent link: https://www.econbiz.de/10012696009
Saved in:
6
Firm-specific investor sentiment for the Chinese stock market
Li, Yan
;
Li, Weiping
- In:
Economic modelling
97
(
2021
),
pp. 231-246
Persistent link: https://www.econbiz.de/10012793415
Saved in:
7
Delisted stocks and momentum : evidence from a new Australian dataset
Huynh, Thanh D.
;
Smith, Daniel R.
- In:
Australian journal of management
42
(
2017
)
1
,
pp. 140-160
Persistent link: https://www.econbiz.de/10011774112
Saved in:
8
Is non-executive directors' pay or industry expertise related to takeover premiums, abnormal returns and offer price revisions?
Bugeja, Martin
;
Matolcsy, Zoltan
;
Mehdi, Wassila
; …
- In:
Australian journal of management
42
(
2017
)
3
,
pp. 355-375
Persistent link: https://www.econbiz.de/10011777655
Saved in:
9
Co-existence of short-term reversals and momentum in the Australian equity market
Chai, Daniel
;
Do, Binh
- In:
Australian journal of management
41
(
2016
)
1
,
pp. 55-76
Persistent link: https://www.econbiz.de/10011479122
Saved in:
10
International sign predictability of stock returns : the role of the United States
Nyberg, Henri
;
Pönkä, Harri
- In:
Economic modelling
58
(
2016
),
pp. 323-338
Persistent link: https://www.econbiz.de/10011647427
Saved in:
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