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~language:"eng"
~language:"nor"
~language:"por"
~person:"Demirer, Rıza"
~person:"Harvey, Campbell R."
~person:"Xuan Vinh Vo"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Welt
97
World
97
Stock market
94
Volatility
93
Volatilität
93
Aktienmarkt
92
Capital income
88
Estimation
80
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80
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54
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Demirer, Rıza
Harvey, Campbell R.
Xuan Vinh Vo
Gupta, Rangan
121
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
46
Faff, Robert W.
45
Cakici, Nusret
42
Ma, Feng
41
Bali, Turan G.
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Wang, Yudong
36
Brooks, Robert
34
Chiang, Thomas C.
34
Pierdzioch, Christian
34
Zhang, Wei
34
Sehgal, Sanjay
33
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Zhang, Yaojie
28
Guidolin, Massimo
27
Lee, Bong-soo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Subrahmanyam, Avanidhar
26
Auer, Benjamin R.
25
Balcilar, Mehmet
25
Li, Bin
25
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Energy economics
7
International review of financial analysis
7
Journal of financial economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Finance research letters
3
Pacific-Basin finance journal
3
The journal of finance : the journal of the American Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International review of economics & finance : IREF
2
Journal of economics and finance
2
Journal of international money and finance
2
Research in international business and finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of economics and finance
1
Annual review of financial economics
1
Applied financial economics
1
Australian economic papers
1
Central Bank review / The Central Bank of the Republic of Turkey
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Cogent economics & finance
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Critical finance review
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Defence and peace economics
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Economies : open access journal
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Finanzmarkt und Portfolio-Management
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Global finance journal
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International journal of emerging markets
1
International journal of monetary economics and finance
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of economic behavior & organization : JEBO
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Journal of economic development
1
Journal of economics and finance : JEF
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
88
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1
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88
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1
Are investment grade Sukuks decoupled from the conventional yield curve?
Trabelsi, Nader
;
Umar, Zaghum
;
Dogah, Kingsley E.
;
Xuan …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446968
Saved in:
2
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
3
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
4
Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions
Ur Rehman, Mobeen
;
Ghardallou, Wafa
;
Ahmad, Nasir
;
Xuan …
- In:
Risk management : an international journal
26
(
2024
)
1
,
pp. 1-49
Persistent link: https://www.econbiz.de/10014478847
Saved in:
5
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
6
Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets
Mensi, Walid
;
Jiang, Zhuhua
;
Xuan Vinh Vo
;
Yoon, Seong-min
- In:
Australian economic papers
62
(
2023
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014443716
Saved in:
7
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.
;
Siddique, Akhtar R.
- In:
Critical finance review
12
(
2023
)
1/4
,
pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Saved in:
8
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
9
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:
10
Good and bad high-frequency volatility spillovers among developed and emerging stock markets
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
International journal of emerging markets
18
(
2023
)
9
,
pp. 2107-2132
Persistent link: https://www.econbiz.de/10014449774
Saved in:
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