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~language:"eng"
~person:"Lee, Bong-soo"
~person:"Zhang, Yaojie"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
~type_genre:"Article in journal"
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Kapitaleinkommen
Volatility
Forecasting model
61
Prognoseverfahren
61
Volatilität
56
Capital income
54
Börsenkurs
44
Share price
44
Aktienmarkt
37
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37
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35
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35
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34
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34
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32
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32
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30
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30
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29
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29
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24
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24
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21
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17
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86
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Article in journal
Aufsatz in Zeitschrift
87
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2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
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English
Author
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Lee, Bong-soo
Zhang, Yaojie
Gupta, Rangan
214
Bouri, Elie
109
Zaremba, Adam
105
Ma, Feng
104
McMillan, David G.
98
Wohar, Mark E.
90
Tiwari, Aviral Kumar
86
Hammoudeh, Shawkat
80
McAleer, Michael
75
Narayan, Paresh Kumar
75
Bahmani-Oskooee, Mohsen
73
Xuan Vinh Vo
63
Wang, Yudong
62
Faff, Robert W.
60
Kang, Sang Hoon
60
Pierdzioch, Christian
59
Caporale, Guglielmo Maria
58
Demirer, Rıza
57
Brooks, Robert
55
Mensi, Walid
54
Bali, Turan G.
53
Bollerslev, Tim
53
Salisu, Afees A.
51
Nguyen, Duc Khuong
50
Lucey, Brian M.
49
Kumar, Dilip
48
Apergēs, Nikolaos
47
Balcilar, Mehmet
47
Fabozzi, Frank J.
47
Ryu, Doojin
46
Zhang, Wei
46
Cakici, Nusret
45
Corbet, Shaen
45
Gil-Alaña, Luis A.
45
Liang, Chao
45
Shahzad, Syed Jawad Hussain
45
Sehgal, Sanjay
44
Yin, Libo
44
Yoon, Seong-min
43
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Economic modelling
7
Applied economics
6
Energy economics
6
Journal of banking & finance
6
International journal of forecasting
5
Journal of forecasting
5
Pacific-Basin finance journal
5
Finance research letters
4
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
3
The financial review : the official publication of the Eastern Finance Association
3
Asia-Pacific journal of financial studies
2
Emerging markets, finance and trade : EMFT
2
International journal of finance & economics : IJFE
2
Research in international business and finance
2
Review of quantitative finance and accounting
2
The journal of futures markets
2
Bulletin of economic research
1
Economic inquiry : journal of the Western Economic Association International
1
Economics / Journal articles : the open-access, open-assessment journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European financial management : the journal of the European Financial Management Association
1
Financial innovation : FIN
1
Han gug gae bal yeon gu
1
International journal of accounting and information management
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of management science and engineering
1
Review of development economics
1
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The journal of corporate finance : contracting, governance and organization
1
The journal of finance : the journal of the American Finance Association
1
The journal of real estate finance and economics
1
The review of financial studies
1
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ECONIS (ZBW)
87
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87
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1
Abnormal temperature and the cross-section of stock returns in China
Zhang, Yaojie
;
Song, Bingheng
;
He, Mengxi
;
Wang, Yudong
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014543966
Saved in:
2
Forecasting crude oil market volatility : a comprehensive look at uncertainty variables
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10014547251
Saved in:
3
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
4
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
5
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
6
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
7
Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China
Xiao, Jihong
;
Jiang, Jiajie
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014534542
Saved in:
8
The predictability of carbon futures volatility : new evidence from the spillovers of fossil energy futures returns
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
;
Wang, Qunwei
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 557-584
Persistent link: https://www.econbiz.de/10014536649
Saved in:
9
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
10
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
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