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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:"Nguyen, Duc Khuong"
~person:"Yao, Haixiang"
~person:"Zhang, Yaojie"
~subject:"Auslandsinvestition"
~subject:"Indien"
~subject:"Kapitaleinkommen"
~subject:"Konsumentenverhalten"
~subject:"Portfolio-Management"
~subject:"Supply chain"
~subject:"Wirkungsanalyse"
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Economic modelling
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ECONIS (ZBW)
23
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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
Partial moments and indexation investment strategies
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of empirical finance
67
(
2022
),
pp. 39-59
Persistent link: https://www.econbiz.de/10013464372
Saved in:
3
A general approach to smooth and convex portfolio optimization using lower partial moments
Yao, Haixiang
;
Huang, Jinbo
;
Li, Yong
;
Humphrey, …
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822108
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
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:
6
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:
7
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:
8
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:
9
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:
10
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri
;
Gounopoulos, Dimitrios
;
Nguyen, Duc Khuong
- In:
Journal of banking & finance
92
(
2018
),
pp. 340-357
Persistent link: https://www.econbiz.de/10011964601
Saved in:
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