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~isPartOf:"Economic modelling"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of macroeconomics"
~language:"eng"
~language:"est"
~person:"Arouri, Mohamed"
~person:"Gupta, Rangan"
~person:"Nguyen, Duc Khuong"
~person:"Zhang, Yaojie"
~subject:"Auslandsinvestition"
~subject:"Indien"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"Supply chain"
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Economic modelling
Journal of banking & finance
Journal of empirical finance
Journal of macroeconomics
Department of Economics working paper series
32
Finance research letters
21
Energy economics
13
The North American journal of economics and finance : a journal of financial economics studies
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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3
The journal of real estate finance and economics
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Economia internazionale
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Economics letters
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Journal of financial markets
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Akinsomi, Omokolade, Coskun, Yener, Gupta, Rangan and Lau, Chi Keung Marco. (2016). Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs, Working Paper
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Applied economics letters
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ECONIS (ZBW)
15
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1
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:
2
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:
3
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
4
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie
;
Zeng, Qing
;
Ma, Feng
;
Shi, Benshan
- In:
Economic modelling
78
(
2019
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Saved in:
5
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
6
Jump risk premia across major international equity markets
Arouri, Mohamed
;
M'saddek, Oussama
;
Pukthuanthong, Kuntara
- In:
Journal of empirical finance
52
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012170600
Saved in:
7
Market integration and financial linkages among stock markets in Pacific Basin countries
Chevallier, Julien
;
Nguyen, Duc Khuong
;
Siverskog, Jonathan
- In:
Journal of empirical finance
46
(
2018
),
pp. 77-92
Persistent link: https://www.econbiz.de/10012103436
Saved in:
8
Can volume predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
9
Stock returns and inflation in Pakistan
Tiwari, Aviral Kumar
;
Dar, Arif Billah
;
Bhanja, Niyati
; …
- In:
Economic modelling
47
(
2015
),
pp. 23-31
Persistent link: https://www.econbiz.de/10011437015
Saved in:
10
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
Saved in:
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