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~language:"eng"
~language:"spa"
~person:"Kang, Sang Hoon"
~person:"Lee, Chien-chiang"
~subject:"Portfolio selection"
~subject:"Stock market"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Portfolio selection
Stock market
Welt
108
World
108
Estimation
93
Schätzung
93
China
76
Volatility
75
Volatilität
75
Spillover effect
73
Spillover-Effekt
73
Aktienmarkt
61
Börsenkurs
46
Share price
46
Economic growth
44
Wirtschaftswachstum
44
ARCH model
38
ARCH-Modell
38
Panel
37
Panel study
37
Risk
36
Oil price
35
Portfolio-Management
35
Risiko
35
Ölpreis
34
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86
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86
Arbeitspapier
1
Graue Literatur
1
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1
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1
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English
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Author
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Kang, Sang Hoon
Lee, Chien-chiang
Gupta, Rangan
95
Fabozzi, Frank J.
86
Wong, Wing Keung
78
Hammoudeh, Shawkat
75
Zaremba, Adam
73
Tiwari, Aviral Kumar
66
Xuan Vinh Vo
64
Mensi, Walid
57
Bouri, Elie
55
Ma, Feng
51
Faff, Robert W.
50
Brooks, Robert
49
Nguyen, Duc Khuong
49
Hassan, M. Kabir
47
Demirer, Rıza
44
Yoon, Seong-min
43
McMillan, David G.
42
Guesmi, Khaled
41
Shahzad, Syed Jawad Hussain
41
Wohar, Mark E.
41
Lucey, Brian M.
40
Narayan, Paresh Kumar
40
Satchell, Stephen
40
Gil-Alaña, Luis A.
39
Caporale, Guglielmo Maria
37
Sehgal, Sanjay
37
Lien, Da-hsiang Donald
35
Ryu, Doojin
35
Ur Rehman, Mobeen
35
Chiang, Thomas C.
34
Korn, Ralf
34
Yousaf, Imran
33
Guidolin, Massimo
32
Platen, Eckhard
32
Arouri, Mohamed
31
Auer, Benjamin R.
31
Escobar, Marcos
31
Prigent, Jean-Luc
31
Balli, Faruk
30
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The North American journal of economics and finance : a journal of financial economics studies
14
Energy economics
5
International review of economics & finance : IREF
5
Economic modelling
4
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
Pacific-Basin finance journal
4
Applied economics
3
Financial innovation : FIN
3
International journal of emerging markets
3
The quarterly review of economics and finance
3
Borsa Istanbul Review
2
Global finance journal
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
Korea and the world economy
2
Research in international business and finance
2
The Korean economic review
2
Asia Pacific financial markets
1
Computational economics
1
Economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance a úvěr
1
International Journal of Financial Studies : open access journal
1
Journal of Asian economics
1
Journal of commodity markets
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Journal of multinational financial management
1
Modern economy
1
Review of international economics
1
Romanian journal of economic forecasting
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The international journal of business and finance research : IJBFR
1
The journal of the Korean economy
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
86
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1
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:
2
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:
3
Extreme quantile connectedness and spillovers between oil and Vietnamese stock markets : a sectoral analysis
Mensi, Walid
;
Ziadat, Salem Adel
;
Xuan Vinh Vo
;
Kang, …
- In:
International journal of emerging markets
19
(
2024
)
6
,
pp. 1586-1625
Persistent link: https://www.econbiz.de/10014575558
Saved in:
4
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Bhattacherjee, Purba
;
Mishra, Sibanjan
;
Kang, Sang Hoon
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 1176-1197
Persistent link: https://www.econbiz.de/10014535697
Saved in:
5
Frequency connectedness between DeFi and cryptocurrency markets
Mensi, Walid
;
Gubareva, Mariya
;
Kang, Sang Hoon
- In:
The quarterly review of economics and finance
93
(
2024
),
pp. 12-27
Persistent link: https://www.econbiz.de/10014494633
Saved in:
6
Interdependence and spillovers between big oil companies and regional and global energy equity markets
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Kang, Sang Hoon
; …
- In:
International review of economics & finance : IREF
92
(
2024
),
pp. 451-469
Persistent link: https://www.econbiz.de/10014534922
Saved in:
7
Oil, gold and international stock markets : extreme spillovers, connectedness and its determinants
Mensi, Walid
;
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014631290
Saved in:
8
The role of green energy stock market in forecasting China's crude oil market : an application of IIS approach and sparse regression models
Khan, Faridoon
;
Muhammadullah, Sara
;
Arshian Sharif
; …
- In:
Energy economics
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014559200
Saved in:
9
Two aspects of digitalization affecting financial asset allocation : evidence from China
Lee, Chien-chiang
;
Jiang, Lijun
;
Wen, Huwei
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
4
,
pp. 631-649
Persistent link: https://www.econbiz.de/10014513877
Saved in:
10
The effect of asymmetric information disappears : evidence in share repurchases and market efficiency
Lee, Chien-chiang
;
Park, Bokyung
;
Wang, Chih-Wei
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473639
Saved in:
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