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~language:"bul"
~language:"eng"
~person:"Bryson, Alex"
~person:"Creedy, John"
~person:"Cuthbertson, Keith"
~person:"McMillan, David G."
~person:"Walker, Ian"
~person:"Zhang, Wei"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Einführung"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Statistik"
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Bryson, Alex
Creedy, John
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119
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94
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59
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Xuan Vinh Vo
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ECONIS (ZBW)
110
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
3
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
4
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
5
UK mutual funds : performance persistence and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
The journal of asset management : a major new, …
24
(
2023
)
4
,
pp. 284-298
Persistent link: https://www.econbiz.de/10014325365
Saved in:
6
The accounting and trading information channels of excess control rights on IPO long-term return in China
Zhang, Wei
;
Xiong, Xiong
;
Wang, Guanying
;
Li, Jing
- In:
Review of quantitative finance and accounting
59
(
2022
)
4
,
pp. 1609-1646
Persistent link: https://www.econbiz.de/10013459419
Saved in:
7
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
Saved in:
8
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
9
Mutual fund performance persistence : factor models and portfolio size
Cuthbertson, Keith
;
Nitzsche, Dirk
;
O'Sullivan, Niall
- In:
International review of financial analysis
81
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013411047
Saved in:
10
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
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