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~person:"Detzel, Andrew"
~person:"Zhang, Yaojie"
~subject:"Estimation"
~subject:"Portfolio-Management"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Handbook"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Equity return"
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Capital market returns
11
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11
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8
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8
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8
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Detzel, Andrew
Zhang, Yaojie
Zaremba, Adam
18
Long, Huaigang
9
Bali, Turan G.
7
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5
Maio, Paulo
5
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5
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4
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3
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3
Han, Bing
3
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3
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3
Kaniel, Ron
3
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3
Kolari, James W.
3
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3
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3
Linnainmaa, Juhani
3
McAleer, Michael
3
Narayan, Paresh Kumar
3
Umar, Zaghum
3
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3
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3
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3
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3
Zhu, Huiming
3
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2
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2
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
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ECONIS (ZBW)
10
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1
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
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:
3
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:
4
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
5
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:
6
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:
7
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
8
Intraday return predictability in China's crude oil futures market : new evidence from a unique trading mechanism
Wen, Danyan
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
96
(
2021
),
pp. 209-219
Persistent link: https://www.econbiz.de/10012745351
Saved in:
9
Out-of-sample prediction of the oil futures market volatility : a comparison of new and traditional combination approaches
Zhang, Yaojie
;
Ma, Feng
;
Wei, Yu
- In:
Energy economics
81
(
2019
),
pp. 1109-1120
Persistent link: https://www.econbiz.de/10012173075
Saved in:
10
Monetary policy surprises, investment opportunities, and asset prices
Detzel, Andrew
- In:
The journal of financial research
40
(
2017
)
3
,
pp. 315-348
Persistent link: https://www.econbiz.de/10011723115
Saved in:
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