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~language:"eng"
~language:"nor"
~person:"Demirer, Rıza"
~person:"Fletcher, Jonathan"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Capital income
Kapitaleinkommen
Stock market
41
Aktienmarkt
39
Volatility
39
Volatilität
39
Börsenkurs
38
Share price
38
Großbritannien
32
United Kingdom
32
Risiko
30
Risk
30
CAPM
29
Estimation
29
Schätzung
29
Welt
29
World
29
Forecasting model
26
Prognoseverfahren
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Portfolio selection
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Behavioural finance
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Investmentfonds
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Oil price
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Theorie
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USA
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United States
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Herdenverhalten
15
Herding
15
Emerging economies
13
International financial market
13
Internationaler Finanzmarkt
13
Risikoprämie
13
Risk premium
13
Schwellenländer
13
ARCH model
12
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Article
73
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
73
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1
Graue Literatur
1
Hochschulschrift
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Demirer, Rıza
Fletcher, Jonathan
Gupta, Rangan
124
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
Faff, Robert W.
45
Cakici, Nusret
42
Bali, Turan G.
41
Ma, Feng
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Pierdzioch, Christian
35
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Zhang, Yaojie
30
Zhou, Guofu
30
Gil-Alaña, Luis A.
29
Timmermann, Allan
29
Ryu, Doojin
28
Xuan Vinh Vo
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
Subrahmanyam, Avanidhar
26
Auer, Benjamin R.
25
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
25
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International review of financial analysis
7
Energy economics
6
International review of economics & finance : IREF
4
Journal of financial services research : JFSR
4
Finance research letters
3
Review of quantitative finance and accounting
3
The European journal of finance
3
The financial review : the official publication of the Eastern Finance Association
3
Economics letters
2
Journal of business finance & accounting : JBFA
2
Journal of economics & business
2
Journal of economics and finance
2
Pacific-Basin finance journal
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
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
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in investment analysis and portfolio management : a research annual
1
Applied financial economics
1
Central Bank review / The Central Bank of the Republic of Turkey
1
Defence and peace economics
1
Economic systems
1
Economies : open access journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European financial management : the journal of the European Financial Management Association
1
Financial markets and portfolio management
1
Global finance journal
1
International Journal of Financial Studies : open access journal
1
International journal of economics and finance
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
Review of financial economics : RFE
1
Structural change and economic dynamics : SC+ED
1
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ECONIS (ZBW)
73
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1
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:
2
Model scan of factors in U.K. stock returns
Fletcher, Jonathan
;
Marshall, Andrew P.
;
O’Connell, …
- In:
The European journal of finance
30
(
2024
)
13
,
pp. 1548-1561
Persistent link: https://www.econbiz.de/10014636579
Saved in:
3
Speculation, cross-market sentiment and the predictability of gold market volatility
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
3
,
pp. 278-295
Persistent link: https://www.econbiz.de/10015049540
Saved in:
4
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:
5
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:
6
Exploring the performance of US international bond mutual funds
Fletcher, Jonathan
;
Littlejohn, Elizabeth
;
Marshall, …
- In:
The financial review : the official publication of the …
58
(
2023
)
4
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014436067
Saved in:
7
Economic policy uncertainty and institutional investment returns : the case of New Zealand
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Hegde, …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013389155
Saved in:
8
Exploring the diversification benefits of US international equity closed-end funds
Fletcher, Jonathan
- In:
Financial markets and portfolio management
36
(
2022
)
3
,
pp. 297-320
Persistent link: https://www.econbiz.de/10013431697
Saved in:
9
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
10
Time-varying risk aversion and currency excess returns
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410703
Saved in:
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