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~person:"Ghysels, Eric"
~person:"Zhang, Yaojie"
~subject:"Capital market returns"
~subject:"China"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Working Paper"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
China
Oil price
Risiko
Risk
Kapitalmarktrendite
16
Forecasting model
12
Prognoseverfahren
12
Capital income
10
Kapitaleinkommen
10
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9
Schätzung
9
Aktienmarkt
6
Börsenkurs
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Return predictability
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3
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Cross-section of stock returns
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Ghysels, Eric
Zhang, Yaojie
McAleer, Michael
65
Chang, Chia-Lin
25
Zaremba, Adam
25
Allen, David E.
13
Nagel, Stefan
13
Weber, Michael
13
Asai, Manabu
12
Bali, Turan G.
12
Cakici, Nusret
12
Long, Huaigang
11
Kang, Wensheng
10
Linnainmaa, Juhani
10
Ratti, Ronald A.
10
Hjalmarsson, Erik
9
Lettau, Martin
9
Massa, Massimo
9
Rodriguez, Gabriel
9
Wang, Yudong
9
Grossman, Richard S.
8
Hirshleifer, David
8
Narayan, Paresh Kumar
8
Stambaugh, Robert F.
8
Weigert, Florian
8
Whitelaw, Robert F.
8
Almeida, Caio
7
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Favero, Carlo A.
7
Kaniel, Ron
7
Kelly, Bryan T.
7
Koijen, Ralph S. J.
7
Lambertides, Neophytos
7
Maio, Paulo
7
Powell, Robert
7
Schrimpf, Andreas
7
Wagner, Alexander F.
7
Zhou, Guofu
7
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2
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2
The journal of finance : the journal of the American Finance Association
2
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2
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1
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1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
International review of financial analysis
1
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1
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ECONIS (ZBW)
16
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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
Climate policy uncertainty and the stock return predictability of the oil industry
He, Mengxi
;
Zhang, Yaojie
- In:
Journal of international financial markets, …
81
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013533381
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
Institutional investors and granularity in equity markets
Ghysels, Eric
;
Liu, Hanwei
;
Raymond, Steve
-
2021
Persistent link: https://www.econbiz.de/10012415114
Saved in:
10
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:
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