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~language:"eng"
~language:"nor"
~person:"Cakici, Nusret"
~person:"Gil-Alaña, Luis A."
~person:"Goodell, John W."
~person:"Kang, Sang Hoon"
~person:"Roubaud, David"
~person:"Ryu, Doojin"
~person:"Shahzad, Syed Jawad Hussain"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Oil price"
~subject:"Risk management"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Hedging
Kapitaleinkommen
Oil price
Risk management
Estimation
375
Schätzung
375
Time series analysis
348
Zeitreihenanalyse
348
Börsenkurs
247
Share price
247
USA
226
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226
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224
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222
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214
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213
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209
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209
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184
fractional integration
159
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93
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persistence
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77
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77
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76
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76
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75
long memory
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Cakici, Nusret
Gil-Alaña, Luis A.
Goodell, John W.
Kang, Sang Hoon
Roubaud, David
Ryu, Doojin
Shahzad, Syed Jawad Hussain
Gupta, Rangan
226
Kilian, Lutz
187
Broll, Udo
143
McAleer, Michael
124
Caporale, Guglielmo Maria
123
Hammoudeh, Shawkat
119
Lien, Da-hsiang Donald
107
Zaremba, Adam
107
Bouri, Elie
93
Tiwari, Aviral Kumar
87
Wohar, Mark E.
82
Ma, Feng
78
McMillan, David G.
75
Pierdzioch, Christian
73
Faff, Robert W.
72
Wang, Yudong
71
Narayan, Paresh Kumar
69
Diebold, Francis X.
68
Kit, Pong Wong
68
Bekaert, Geert
63
Baumeister, Christiane
62
Campbell, John Y.
62
Engle, Robert F.
62
Timmermann, Allan
61
Mensi, Walid
60
Bollerslev, Tim
59
Nguyen, Duc Khuong
57
Salisu, Afees A.
57
Xuan Vinh Vo
56
Manera, Matteo
55
Bali, Turan G.
54
Brooks, Robert
54
Demirer, Rıza
54
Fabozzi, Frank J.
54
Harvey, Campbell R.
54
Guidolin, Massimo
53
Plastun, Alex
53
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Finance research letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
15
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Applied economics letters
8
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8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Journal of international financial markets, institutions & money
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Economic modelling
6
International journal of finance & economics : IJFE
5
Pacific-Basin finance journal
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
International review of economics & finance : IREF
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Review of quantitative finance and accounting
4
Computational economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
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Financial innovation : FIN
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Journal of empirical finance
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Journal of international money and finance
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Economic systems
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Economics : the open-access, open-assessment journal
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International journal of emerging markets
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International journal of theoretical and applied finance
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Journal of financial economics
2
Journal of financial stability
2
Journal of risk and financial management : JRFM
2
Korea and the world economy
2
Research in international business and finance
2
Romanian journal of economic forecasting
2
The European journal of finance
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ECONIS (ZBW)
296
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296
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1
Are markets in happier countries less affected by tragic events? : evidence from market reaction to the Israel-Hamas conflict
Pandey, Dharen Kumar
;
Kumari, Vineeta
;
Palma, Alessia
; …
- In:
Finance research letters
60
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014490385
Saved in:
2
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
3
Do online message boards convey cryptocurrency-specific information?
Shen, Dehua
;
Tong, Zezheng
;
Goodell, John W.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446932
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
Does portfolio momentum beat analyst advice?
Lee, Jaeyong
;
Batten, Jonathan A.
;
Ham, Hyuna
;
Ryu, Doojin
- In:
Abacus : a journal of accounting, finance and business …
60
(
2024
)
2
,
pp. 338-364
Persistent link: https://www.econbiz.de/10014546225
Saved in:
6
Dual effects of investor sentiment and uncertainty in financial markets
Seok, Sangik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 300-315
Persistent link: https://www.econbiz.de/10014631540
Saved in:
7
Dynamic spillover and connectedness in higher moments of European stock sector markets
Nekhili, Ramzi
;
Mensi, Walid
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
Research in international business and finance
68
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014451818
Saved in:
8
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Alomari, Mohammed
;
Selmi, Refk
;
Mensi, Walid
;
Ko, Hee-Un
; …
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 210-228
Persistent link: https://www.econbiz.de/10014494645
Saved in:
9
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
10
Extreme connectedness and network across financial assets and commodity futures markets
Ozcelebi, Oguzhan
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
71
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014492088
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