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~language:"eng"
~person:"Hammoudeh, Shawkat"
~person:"McMillan, David G."
~subject:"Kapitaleinkommen"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Statistics"
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Kapitaleinkommen
Volatility
113
Volatilität
113
Aktienmarkt
94
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94
Capital income
94
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94
Stock market
94
Estimation
85
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Hammoudeh, Shawkat
McMillan, David G.
Gupta, Rangan
125
Zaremba, Adam
99
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
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39
Wang, Yudong
38
Fletcher, Jonathan
37
Demirer, Rıza
36
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
Gil-Alaña, Luis A.
30
Zhang, Yaojie
30
Zhou, Guofu
30
Timmermann, Allan
29
Xuan Vinh Vo
28
Guidolin, Massimo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Lee, Bong-soo
26
Ryu, Doojin
26
Subrahmanyam, Avanidhar
26
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25
Balcilar, Mehmet
25
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25
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Applied financial economics
6
The journal of asset management
6
The European journal of finance
5
Energy economics
4
Journal of international financial markets, institutions & money
4
Research in international business and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Emerging markets review
3
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Pacific-Basin finance journal
3
Cogent economics & finance
2
Finance research letters
2
International journal of forecasting
2
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2
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
94
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1
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10
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94
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date (oldest first)
1
Lottery stocks in the UK : evidence, characteristics and cause
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International journal of banking, accounting and …
14
(
2024
)
1
,
pp. 58-96
Persistent link: https://www.econbiz.de/10015057209
Saved in:
2
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
Impact of energy-related discussions on post-filing volatility and returns in the U.S.
Pathak, Jalaj
;
Hammoudeh, Shawkat
- In:
Energy economics
125
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014484445
Saved in:
5
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
6
Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul
;
Ali, Md Hakim
;
Yarovaya, Larisa
; …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
Saved in:
7
Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Doğan, Buhari
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
Saved in:
8
Conditional transmission of global shocks to emerging stock markets : evidence from the quantile connectedness network analysis
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Trabelsi, Nader
- In:
Applied economics
54
(
2022
)
31
,
pp. 3621-3634
Persistent link: https://www.econbiz.de/10013410801
Saved in:
9
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Journal of economic behavior & organization : JEBO
193
(
2022
),
pp. 443-472
Persistent link: https://www.econbiz.de/10013190001
Saved in:
10
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
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