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~person:"Zhang, Yaojie"
~subject:"Oil price"
~subject:"Portfolio selection"
~subject:"Prognose"
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Search: subject_exact:"Abnormal return"
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Zhang, Yaojie
Kang, Wensheng
13
Ratti, Ronald A.
13
Zaremba, Adam
12
Bartram, Söhnke M.
11
Griffin, John M.
11
Glabadanidis, Paskalis
9
Narayan, Paresh Kumar
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Ehsani, Sina
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Ng, David T.
7
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7
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6
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Ma, Sai
6
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Bali, Turan G.
5
Cici, Gjergji
5
Daniel, Kent
5
DeMiguel, Victor
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Favero, Carlo A.
5
Golez, Benjamin
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5
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5
Levine, Ari
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Mota, Lira
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Ooi, Yao Hua
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Shiller, Robert J.
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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 and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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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