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~language:"eng"
~person:"Ma, Feng"
~person:"Nguyen, Duc Khuong"
~subject:"Kapitaleinkommen"
~subject:"Schwellenländer"
~type_genre:"Article in journal"
~type_genre:"Article"
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Kapitaleinkommen
Schwellenländer
Volatility
119
Volatilität
119
Forecasting model
105
Prognoseverfahren
105
ARCH model
86
ARCH-Modell
86
Aktienmarkt
80
Stock market
80
Börsenkurs
77
Share price
77
Capital income
73
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67
Ölpreis
67
Welt
56
World
56
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54
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54
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42
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42
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Ma, Feng
Nguyen, Duc Khuong
Gupta, Rangan
142
Zaremba, Adam
101
McMillan, David G.
69
Wohar, Mark E.
63
Narayan, Paresh Kumar
62
Bouri, Elie
53
Tiwari, Aviral Kumar
51
Xuan Vinh Vo
49
Farooq, Omar
48
Faff, Robert W.
47
Kutan, Ali Mustafa
47
Brooks, Robert
44
Demirer, Rıza
43
Cakici, Nusret
42
Caporale, Guglielmo Maria
41
Bali, Turan G.
40
Aizenman, Joshua
39
Fletcher, Jonathan
37
Ryu, Doojin
37
Sehgal, Sanjay
37
Hammoudeh, Shawkat
36
Hassan, M. Kabir
36
Khan, Zaheer
36
Pierdzioch, Christian
36
Wang, Yudong
36
Zhang, Wei
35
Chiang, Thomas C.
34
Titman, Sheridan
34
Shahzad, Syed Jawad Hussain
33
Apergēs, Nikolaos
32
Balcilar, Mehmet
32
Gil-Alaña, Luis A.
32
Harvey, Campbell R.
32
Wei, K. C. John
32
Umar, Zaghum
30
Zhou, Guofu
30
Chan, Kam C.
29
Fabozzi, Frank J.
29
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International review of financial analysis
8
Energy economics
7
Finance research letters
6
Applied economics
5
Economic modelling
5
Journal of international financial markets, institutions & money
5
International review of economics & finance : IREF
4
Journal of forecasting
3
Applied economics letters
2
China finance review international
2
Emerging markets review
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of international money and finance
2
Pacific-Basin finance journal
2
Research in international business and finance
2
American journal of finance and accounting
1
Business ethics, the environment & responsibility
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy policy
1
European financial and accounting journal : EFAJ
1
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of commodity markets
1
Journal of economic behavior & organization
1
Journal of management science and engineering
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Review of accounting & finance
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
The European journal of finance
1
The ICFAI journal of applied finance
1
The journal of applied business research
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
81
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1
Can ChatGPT predict Chinese equity premiums?
Ma, Feng
;
Lyu, Zhichong
;
Li, Haibo
- In:
Finance research letters
65
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014563832
Saved in:
2
Firm carbon risk exposure, stock returns, and dividend payment
Boubaker, Sabri
;
Choudhury, Tonmoy
;
Hasan, Fakhrul
; …
- In:
Journal of economic behavior & organization
221
(
2024
),
pp. 248-276
Persistent link: https://www.econbiz.de/10014553221
Saved in:
3
Liquidity and realized volatility prediction in Chinese stock market : a time-varying transitional dynamic perspective
Xu, Yanyan
;
Liu, Jing
;
Ma, Feng
;
Chu, Jielei
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 543-560
Persistent link: https://www.econbiz.de/10014446494
Saved in:
4
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
5
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
6
Forecasting international REITs volatility : the role of oil-price uncertainty
Wang, Jiqian
;
Gupta, Rangan
;
Çepni, Oğuzhan
;
Ma, Feng
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1579-1597
Persistent link: https://www.econbiz.de/10014387948
Saved in:
7
The interaction of climate risk and bank liquidity : an emerging market perspective for transitions to low carbon energy
Lang, Qiaoqi
;
Ma, Feng
;
Mirza, Nawazish
;
Umar, Muhammad
- In:
Technological forecasting & social change : an …
191
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014331374
Saved in:
8
International commodity-market tail risk and stock volatility
Zhong, Juandan
;
Long, Huaigang
;
Ma, Feng
;
Wang, Jiqian
- In:
Applied economics
55
(
2023
)
49
,
pp. 5790-5799
Persistent link: https://www.econbiz.de/10014335790
Saved in:
9
Is Baidu index really powerful to predict the Chinese stock market volatility? : new evidence from the internet information
Lang, Qiaoqi
;
Wang, Jiqian
;
Ma, Feng
;
Huang, Dengshi
; …
- In:
China finance review international
13
(
2023
)
2
,
pp. 263-284
Persistent link: https://www.econbiz.de/10014312401
Saved in:
10
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
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