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person:"Zhang, Lu"
~person:"Brooks, Robert"
~subject:"Forecasting model"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Forecasting model
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47
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17
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16
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Zhang, Lu
Brooks, Robert
Gupta, Rangan
123
Zaremba, Adam
99
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
47
Faff, Robert W.
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Cakici, Nusret
42
Ma, Feng
41
Bali, Turan G.
40
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38
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Wang, Yudong
36
Demirer, Rıza
35
Chiang, Thomas C.
34
Pierdzioch, Christian
34
Sehgal, Sanjay
34
Zhang, Wei
33
Caporale, Guglielmo Maria
32
Nguyen, Duc Khuong
32
Titman, Sheridan
32
Timmermann, Allan
30
Zhou, Guofu
30
Lee, Bong-soo
29
Gil-Alaña, Luis A.
28
Ryu, Doojin
28
Xuan Vinh Vo
28
Zhang, Yaojie
28
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27
Guidolin, Massimo
27
Shahzad, Syed Jawad Hussain
27
Shen, Dehua
27
Wei, K. C. John
27
Bollerslev, Tim
26
Hammoudeh, Shawkat
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Harvey, Campbell R.
25
Li, Bin
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International review of economics & finance : IREF
4
Applied financial economics
3
The journal of investing
3
Applied financial economics letters
2
International review of financial analysis
2
Journal of political economy
2
Advances in quantitative analysis of finance and accounting : a research annual
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1
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1
Journal of international financial markets, institutions & money
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Journal of quantitative economics : official journal of the Indian Econometric Society
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NBER reporter online
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Research in international business and finance
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Review of Pacific Basin financial markets and policies
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Review of finance : journal of the European Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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The North American journal of economics and finance : a journal of theory and practice
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
47
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1
Are jumps in stock returns diversifiable? : Evidence and implications for option pricing
Kim, Myung-jig
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
4
,
pp. 609-631
Persistent link: https://www.econbiz.de/10001175113
Saved in:
2
Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
- In:
Global finance journal
28
(
2015
),
pp. 24-37
Persistent link: https://www.econbiz.de/10011478085
Saved in:
3
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
4
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
5
A neoclassical interpretation of momentum
Xiaolei Lui, Laura
;
Zhang, Lu
- In:
Journal of monetary economics
67
(
2014
),
pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Saved in:
6
The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
34
(
2014
),
pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
Saved in:
7
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
8
Asymmetric relationship between order imbalance and realized volatility : evidence from the Australian market
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
International review of economics & finance : IREF
62
(
2019
),
pp. 309-320
Persistent link: https://www.econbiz.de/10012205552
Saved in:
9
Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Chi, Wei
; …
- In:
Australian journal of management
43
(
2018
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
Saved in:
10
Thai financial markets and political change
Sutsarun Lumjiak
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Journal of financial management, markets and institutions
2
(
2014
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10011949641
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