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~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"ARCH-Modell"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Equity+market"
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ARCH-Modell
Prognoseverfahren
Aktienmarkt
505
Stock market
505
Börsenkurs
242
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242
Capital income
207
Kapitaleinkommen
207
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137
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124
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Narayan, Paresh Kumar
5
Jiang, Fuwei
3
Lin, Chaonan
3
Sharma, Susan Sunila
3
Jahan-Parvar, Mohammad R.
2
Ko, Kuan-Cheng
2
Ur Rehman, Mobeen
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Xuan Vinh Vo
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1
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1
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Pacific-Basin finance journal
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Finance research letters
103
International review of financial analysis
74
International review of economics & finance : IREF
67
Economic modelling
57
Research in international business and finance
56
Journal of international financial markets, institutions & money
53
Applied economics
50
Energy economics
48
The North American journal of economics and finance : a journal of financial economics studies
48
Journal of banking & finance
39
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
37
Applied financial economics
36
Journal of risk and financial management : JRFM
35
International journal of finance & economics : IJFE
32
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32
Journal of forecasting
32
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26
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25
International journal of forecasting
23
Computational economics
22
International journal of economics and financial issues : IJEFI
22
International journal of economics and finance
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Department of Economics working paper series
20
Financial innovation : FIN
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Journal of international money and finance
20
The European journal of finance
20
Cogent economics & finance
19
Emerging markets review
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Review of quantitative finance and accounting
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17
Economic research
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Global finance journal
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Economics letters
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International Journal of Financial Studies : open access journal
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NBER working paper series
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The journal of applied business research
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ECONIS (ZBW)
80
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80
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date (oldest first)
1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
3
From fundamental signals to stock volatility : a machine learning approach
Liao, Cunfei
;
Ma, Tian
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014534531
Saved in:
4
Profitability of technical trading rules in the Chinese stock market
Chuang, O-Chia
;
Chuang, Hui-Ching
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014534566
Saved in:
5
Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets
Mensi, Walid
;
Ur Rehman, Mobeen
;
Maitra, Debasish
; …
- In:
The quarterly review of economics and finance : journal …
91
(
2023
),
pp. 139-157
Persistent link: https://www.econbiz.de/10014461547
Saved in:
6
Overnight versus intraday returns of anomalies in China
Lin, Chaonan
;
Chang, Hui-Wen
;
Chou, Robin K.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Saved in:
7
Market intraday momentum : APAC evidence
Limkriangkrai, Manapon
;
Chai, Daniel J. P.
;
Zheng, Gaoping
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463346
Saved in:
8
Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau
;
Kong, De-Rong
;
Lin, Chih-Yung
;
Lin, Tse-Chun
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
Saved in:
9
Expectation disarray : analysts' growth forecast anomaly in China
Liu, Laura Xiaolei
;
Zhu, Yandi
;
Zhang, Xinyu
;
Zhang, …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463364
Saved in:
10
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
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