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~language:"eng"
~person:"Faff, Robert W."
~person:"Holmes, Mark J."
~subject:"Capital income"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Article in journal"
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Capital income
Estimation
Volatility
Australia
100
Australien
100
Schätzung
71
Theorie
53
Theory
53
Kapitaleinkommen
48
Börsenkurs
46
Share price
46
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39
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39
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33
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33
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32
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24
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Article
129
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129
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Faff, Robert W.
Holmes, Mark J.
Gupta, Rangan
303
Bahmani-Oskooee, Mohsen
196
Gil-Alaña, Luis A.
150
Tiwari, Aviral Kumar
139
Wohar, Mark E.
133
Caporale, Guglielmo Maria
128
Narayan, Paresh Kumar
121
Bouri, Elie
118
Chang, Tsangyao
109
Zaremba, Adam
108
Hammoudeh, Shawkat
107
Ma, Feng
107
Apergēs, Nikolaos
106
McMillan, David G.
106
McAleer, Michael
92
Xuan Vinh Vo
81
Lee, Chien-chiang
79
Pierdzioch, Christian
77
Brooks, Robert
74
Balcilar, Mehmet
73
Serletis, Apostolos
72
Kang, Sang Hoon
71
Salisu, Afees A.
71
Wang, Yudong
70
Shahbaz, Muhammad
69
Belke, Ansgar
66
Moosa, Imad A.
66
Mensi, Walid
65
Demirer, Rıza
64
Kutan, Ali Mustafa
64
Hamori, Shigeyuki
60
Nguyen, Duc Khuong
60
Shahzad, Syed Jawad Hussain
60
Bollerslev, Tim
58
Herwartz, Helmut
58
Su, Chi-Wei
58
Zhang, Yaojie
58
Fabozzi, Frank J.
57
Kumbhakar, Subal
57
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Applied financial economics
11
Australian journal of management
7
Journal of banking & finance
6
Pacific-Basin finance journal
5
Applied economics
4
Applied economics letters
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Review of quantitative finance and accounting
3
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2
Advances in investment analysis and portfolio management : a research annual
2
Applied econometrics and international development
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2
International economic journal
2
International review of financial analysis
2
Journal of economic development
2
Journal of economic integration
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Review of Pacific Basin financial markets and policies
2
Studies in economics and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of futures markets
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Applied financial economics letters
1
Bulletin of economic research
1
Economia internazionale
1
Economic analysis and policy
1
Economic change & restructuring
1
Economic issues
1
Ekonomia : the journal of the Cyprus Economic Society
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European research studies
1
European review of economics and finance
1
Global finance journal
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ECONIS (ZBW)
129
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1
Dynamic industry uncertainty networks and the business cycle
Baruník, Jozef
;
Bevilacqua, Mattia
;
Faff, Robert W.
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532383
Saved in:
2
How convergent are rice export prices in the international market?
Valera, Harold Glenn
;
Holmes, Mark J.
;
Pede, Valerien O.
; …
- In:
Agricultural economics : the journal of the …
54
(
2023
)
1
,
pp. 127-141
Persistent link: https://www.econbiz.de/10014288196
Saved in:
3
How New Zealand migrants fare in Australia : what explains their wealth gap?
Doan, Tinh
;
Holmes, Mark J.
;
Van Thi Cam Ha
;
Tran Quang …
- In:
New Zealand economic papers
56
(
2022
)
3
,
pp. 296-317
Persistent link: https://www.econbiz.de/10013459651
Saved in:
4
Realized moments and the cross-sectional stock returns around earnings announcements
Wang, Qingxia
;
Faff, Robert W.
;
Zhu, Min
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 408-427
Persistent link: https://www.econbiz.de/10013345667
Saved in:
5
The wage curve within and across regions : new insights from a pairwise view of US states
Holmes, Mark J.
;
Otero, Jesús G.
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2069-2089
Persistent link: https://www.econbiz.de/10013197270
Saved in:
6
What can we learn from firm-level jump-induced tail risk around earnings announcements?
Liu, Mengxi
;
Chan, Kam Fong
;
Faff, Robert W.
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013461866
Saved in:
7
Does foreign investment enhance domestic manufacturing firms' labour productivity? : evidence from a quantile regression approach
Van Thi Cam Ha
;
Holmes, Mark J.
;
Doan, Tinh
;
Hassan, Gazi M.
- In:
Economic change & restructuring
54
(
2021
)
3
,
pp. 637-654
Persistent link: https://www.econbiz.de/10012615302
Saved in:
8
Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang
;
Holmes, Mark J.
- In:
Australian journal of management
45
(
2020
)
2
,
pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
Saved in:
9
A liquidity redistribution effect in intercorporate lending : evidence from private firms in Poland
Białek-Jaworska, Anna
;
Faff, Robert W.
;
Zięba, Damian
- In:
European research studies
23
(
2020
)
1
,
pp. 151-175
Persistent link: https://www.econbiz.de/10012286742
Saved in:
10
Re-examining the movements of crude oil spot and futures prices over time
Holmes, Mark J.
;
Otero, Jesús G.
- In:
Energy economics
82
(
2019
),
pp. 224-236
Persistent link: https://www.econbiz.de/10012173925
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