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~language:"eng"
~language:"nor"
~person:"Demirer, Rıza"
~person:"Fletcher, Jonathan"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Stock market
Capital income
73
Aktienmarkt
39
Volatility
39
Volatilität
39
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38
Share price
38
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Demirer, Rıza
Fletcher, Jonathan
Gupta, Rangan
173
Zaremba, Adam
107
McMillan, David G.
84
Wohar, Mark E.
78
Narayan, Paresh Kumar
74
Bouri, Elie
73
Hammoudeh, Shawkat
72
Tiwari, Aviral Kumar
67
Xuan Vinh Vo
67
Ma, Feng
64
Faff, Robert W.
57
Gil-Alaña, Luis A.
57
Nguyen, Duc Khuong
56
Caporale, Guglielmo Maria
55
Brooks, Robert
52
Mensi, Walid
50
Kang, Sang Hoon
49
Pierdzioch, Christian
49
Shahzad, Syed Jawad Hussain
49
Lucey, Brian M.
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Wong, Wing Keung
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Hassan, M. Kabir
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Ryu, Doojin
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Wang, Yudong
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Sehgal, Sanjay
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Cakici, Nusret
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Chiang, Thomas C.
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Bali, Turan G.
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Zhang, Wei
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Zhang, Yaojie
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Subrahmanyam, Avanidhar
38
Guesmi, Khaled
37
Lee, Bong-soo
37
Balcilar, Mehmet
36
Salisu, Afees A.
36
Umar, Zaghum
36
Ur Rehman, Mobeen
36
Yoon, Seong-min
36
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Energy economics
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International review of financial analysis
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Finance research letters
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International review of economics & finance : IREF
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International Journal of Financial Studies : open access journal
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International journal of economics and finance
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International journal of finance & economics : IJFE
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Journal of banking & finance
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Journal of economics and finance : JEF
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ECONIS (ZBW)
94
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1
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94
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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
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
9
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
10
Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar
;
Demirer, Rıza
;
Sadaqat, Mohsin
; …
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
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