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~language:"ara"
~language:"eng"
~language:"mul"
~language:"pol"
~language:"spa"
~person:"Gil-Alaña, Luis A."
~person:"Zhang, Yaojie"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Stock market
Time series analysis
179
Zeitreihenanalyse
179
Estimation
153
Schätzung
153
USA
79
United States
79
Theorie
74
Theory
74
Volatility
74
Volatilität
74
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66
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66
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66
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66
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65
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65
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62
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57
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57
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46
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44
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44
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persistence
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Gil-Alaña, Luis A.
Zhang, Yaojie
Gupta, Rangan
89
Hammoudeh, Shawkat
57
Tiwari, Aviral Kumar
50
Xuan Vinh Vo
50
Zaremba, Adam
49
Mensi, Walid
46
Ma, Feng
44
Bouri, Elie
41
Kang, Sang Hoon
41
Demirer, Rıza
39
Wohar, Mark E.
38
Wong, Wing Keung
37
McMillan, David G.
36
Nguyen, Duc Khuong
36
Guesmi, Khaled
35
Narayan, Paresh Kumar
35
Hassan, M. Kabir
34
Lucey, Brian M.
34
Brooks, Robert
33
Caporale, Guglielmo Maria
33
Shahzad, Syed Jawad Hussain
32
Chiang, Thomas C.
31
Ryu, Doojin
31
Faff, Robert W.
30
Arouri, Mohamed
29
Sehgal, Sanjay
29
Yoon, Seong-min
29
Aloui, Chaker
25
Ferreira, Paulo
24
Salisu, Afees A.
24
Ur Rehman, Mobeen
24
Corbet, Shaen
23
Liang, Chao
23
Balli, Faruk
22
Chong, Terence Tai-Leung
22
Jawadi, Fredj
22
Pierdzioch, Christian
22
Power, David M.
22
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Finance research letters
7
Applied economics
5
Economic modelling
4
International review of financial analysis
4
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of forecasting
3
Research in international business and finance
3
International journal of finance & economics : IJFE
2
International journal of theoretical and applied finance
2
International review of economics & finance : IREF
2
Journal of economic studies
2
Journal of economics and finance
2
Pacific-Basin finance journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
African journal of economic and sustainable development
1
Applied economics letters
1
Bulletin of economic research
1
Defence and peace economics
1
Energy economics
1
European review of economics and finance
1
Global finance journal
1
International journal of bonds and derivatives
1
International journal of forecasting
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Journal of economic integration : jei
1
Journal of economics and finance : JEF
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Journal of international money and finance
1
Journal of quantitative economics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Review of development finance
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ECONIS (ZBW)
62
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
4
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
5
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
6
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
7
Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
8
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
9
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
10
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
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