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~person:"Ardison, Kym"
~person:"Jiang, Yuexiang"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Equity return"
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Prognoseverfahren
Capital income
8
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8
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Ardison, Kym
Jiang, Yuexiang
Zaremba, Adam
13
Wang, Yudong
8
Zhang, Yaojie
8
Long, Huaigang
7
Bali, Turan G.
5
Cakici, Nusret
5
Zhou, Guofu
5
Demirtas, K. Ozgur
4
Garcia, René
4
He, Mengxi
4
Liu, Li
4
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3
Atilgan, Yigit
3
Brown, Stephen J.
3
Fieberg, Christian
3
Ghysels, Eric
3
Huang, Dashan
3
Jiang, Fuwei
3
Ma, Feng
3
Ma, Yao
3
Maio, Paulo
3
Metko, Daniel
3
Narayan, Paresh Kumar
3
Ruan, Xinfeng
3
Vicente, Jose
3
Yang, Baochen
3
Zhang, Jin E.
3
Zhang, Qunzi
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2
Byun, Suk Joon
2
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2
Cao, Jie
2
Cao, Zhen
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Pacific-Basin finance journal
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1
Finance research letters
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ECONIS (ZBW)
7
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1
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
2
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Economic research
33
(
2020
)
1,1
,
pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
Saved in:
3
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
4
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
5
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
6
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
7
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
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