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~person:"Ma, Feng"
~subject:"Entwicklungsländer"
~subject:"Game theory"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Entwicklungsländer
Game theory
Kapitaleinkommen
Forecasting model
97
Prognoseverfahren
97
Volatility
91
Volatilität
91
ARCH model
64
ARCH-Modell
64
Börsenkurs
49
Share price
49
Oil price
45
Ölpreis
45
Aktienmarkt
43
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43
Capital income
41
Estimation
36
Schätzung
36
Volatility forecasting
36
Welt
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World
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Prognose
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41
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41
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Ma, Feng
Gupta, Rangan
122
Zaremba, Adam
99
Gnangnon, Sèna Kimm
90
Güth, Werner
88
Nunnenkamp, Peter
78
McMillan, David G.
67
Narayan, Paresh Kumar
65
Fudenberg, Drew
60
Wohar, Mark E.
59
Chen, Jing
52
Borm, Peter
49
Bouri, Elie
46
Zaccour, Georges
46
Faff, Robert W.
45
Cakici, Nusret
42
Hausken, Kjell
42
Lambertini, Luca
42
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Levine, David K.
40
Tijs, Stef
39
Tiwari, Aviral Kumar
39
Pierdzioch, Christian
38
Demirer, Rıza
36
Fletcher, Jonathan
36
Sela, Aner
36
Wang, Yudong
36
Zhang, Wei
36
Battigalli, Pierpaolo
35
Bird, Graham R.
35
Brooks, Robert
35
Samuelson, Larry
35
Caporale, Guglielmo Maria
34
Chiang, Thomas C.
34
Morris, Stephen
34
Hassan, M. Kabir
33
Sehgal, Sanjay
33
Batabyal, Amitrajeet A.
32
Nguyen, Duc Khuong
32
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International review of financial analysis
7
Energy economics
4
Finance research letters
4
International review of economics & finance : IREF
4
Journal of forecasting
3
Applied economics
2
China finance review international
2
Economic modelling
2
Applied economics letters
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
Financial innovation : FIN
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Pacific-Basin finance journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
41
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41
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The role of categorical EPU indices in predicting stock-market returns
Chen, Juan
;
Ma, Feng
;
Qiu, Xuemei
;
Li, Tao
- In:
International review of economics & finance : IREF
87
(
2023
),
pp. 365-378
Persistent link: https://www.econbiz.de/10014472350
Saved in:
9
The role of model bias in predicting volatility : evidence from the US equity markets
Li, Yan
;
Luo, Lian
;
Liang, Chao
;
Ma, Feng
- In:
China finance review international
13
(
2023
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10014312248
Saved in:
10
A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng
;
Wahab, M. I. M.
;
Chevallier, Julien
;
Li, Ziyang
- In:
Journal of forecasting
42
(
2023
)
1
,
pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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