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~isPartOf:"Journal of empirical finance"
~language:"ces"
~language:"eng"
~language:"hin"
~language:"por"
~language:"rus"
~person:"Garrett, Ian"
~person:"Pan, Zhiyuan"
~person:"Wei, K. C. John"
~subject:"ARCH-Modell"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Statistik"
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ARCH-Modell
Innovation
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Wirkungsanalyse
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5
Estimation
4
Anlageverhalten
3
Behavioural finance
3
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24-month high and low
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Australia (East Coast)
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Australien (Ostküste)
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Garrett, Ian
Pan, Zhiyuan
Wei, K. C. John
Frijns, Bart
5
Gospodinov, Nikolaj
5
Wang, Yudong
5
Baillie, Richard
4
Christiansen, Charlotte
4
Karanasos, Menelaos
4
Caporin, Massimiliano
3
Cenesizoglu, Tolga
3
Cho, Dooyeon
3
Francis, Bill B.
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Kim, Dongcheol
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Leybourne, Stephen James
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Nelson, Charles R.
3
Schotman, Peter C.
3
Tzavalis, Elias
3
Wu, Chongfeng
3
Aldrich, Eric M.
2
Antoniou, Antonios
2
Bauwens, Luc
2
Bekaert, Geert
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Beltratti, Andrea
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Brockman, Paul
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Brooks, Chris
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Chen Zhou
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Chen, Haiqiang
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Cheung, Yin-Wong
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Chou, Robin K.
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Chourdakis, Kyriakos
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Cipollini, Andrea
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Conrad, Christian
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Dark, Jonathan
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Dendramis, Yiannis
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Fałdziński, Marcin
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Journal of empirical finance
Pacific-Basin finance journal
6
Applied financial economics
3
Economic modelling
3
Finance research letters
3
Economics letters
2
Energy economics
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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China finance review international
1
Critical finance review
1
Ekonomia : the journal of the Cyprus Economic Society
1
Financial analysts journal : FAJ
1
International review of economics & finance : IREF
1
International review of finance
1
Journal of econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of labor research
1
Selected papers from the Seventh Annual PACAP Finance Conference held in Manila, Philippines
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The Manchester School
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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1
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
2
Industry equi-correlation : a powerful predictor of stock returns
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
;
Wu, Wenfeng
- In:
Journal of empirical finance
59
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012437933
Saved in:
3
Mispricing firm-level productivity
Ang, Tze Chuan
;
Lam, F. Y. Eric C.
;
Wei, K. C. John
- In:
Journal of empirical finance
58
(
2020
),
pp. 139-163
Persistent link: https://www.econbiz.de/10012430668
Saved in:
4
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
5
Price and earnings momentum : an explanation using return decomposition
Mao, Mike Qinghao
;
Wei, K. C. John
- In:
Journal of empirical finance
28
(
2014
),
pp. 332-351
Persistent link: https://www.econbiz.de/10011285623
Saved in:
6
Do bond rating changes affect the information asymmetry of stock trading?
He, Yan
;
Wang, Junbo
;
Wei, K. C. John
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 103-116
Persistent link: https://www.econbiz.de/10009301169
Saved in:
7
Winter blues and time variation in the price of risk
Garrett, Ian
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
Saved in:
8
Macroeconomic variables as common pervasive risk factors and the empirical content of the arbitrage pricing theory
Antoniou, Antonios
;
Garrett, Ian
;
Priestley, Richard
- In:
Journal of empirical finance
5
(
1998
)
3
,
pp. 221-240
Persistent link: https://www.econbiz.de/10001668827
Saved in:
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