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person:"Zhang, Lu"
~person:"Li, Yan"
~person:"Zhang, Wei"
~subject:"Börsenkurs"
~type_genre:"Article in journal"
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Börsenkurs
Capital income
70
Kapitaleinkommen
70
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35
China
28
Volatility
26
Volatilität
26
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23
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Zhang, Lu
Li, Yan
Zhang, Wei
Gupta, Rangan
69
Zaremba, Adam
55
Narayan, Paresh Kumar
42
McMillan, David G.
33
Wohar, Mark E.
28
Chiang, Thomas C.
24
Tiwari, Aviral Kumar
24
Ma, Feng
23
Cakici, Nusret
22
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21
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20
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18
Faff, Robert W.
18
Caporale, Guglielmo Maria
17
Demirer, Rıza
17
Sehgal, Sanjay
17
Zhang, Yaojie
17
Zhong, Angel
17
Balcilar, Mehmet
16
Pierdzioch, Christian
16
Shen, Dehua
16
Kudryavtsev, Andrey
15
Li, Bin
15
Bali, Turan G.
14
Hassan, M. Kabir
14
Ko, Kuan-Cheng
14
Nguyen, Duc Khuong
14
Pandey, Dharen Kumar
14
Salisu, Afees A.
14
Wang, Yudong
14
Yang, Chunpeng
14
Apergēs, Nikolaos
13
Gil-Alaña, Luis A.
13
Long, Huaigang
13
Shahzad, Syed Jawad Hussain
13
Sharma, Susan Sunila
13
Brooks, Chris
12
Brooks, Robert
12
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Economic modelling
4
Finance research letters
3
International review of financial analysis
3
Pacific-Basin finance journal
3
Asia Pacific financial markets
1
Computational economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
Financial management
1
International journal of economics and finance
1
International journal of financial engineering
1
International review of economics & finance : IREF
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
35
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1
The role of hedge funds in the asset pricing : evidence from China
Zhang, Jing
;
Zhang, Wei
;
Li, Youwei
;
Feng, Xu
- In:
The European journal of finance
28
(
2022
)
2
,
pp. 219-243
Persistent link: https://www.econbiz.de/10013373250
Saved in:
2
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:
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
Asset-pricing implications of dividend volatility
Li, Yan
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
9
,
pp. 2036-2055
Persistent link: https://www.econbiz.de/10010194838
Saved in:
5
Realized volatility analysis from various perspectives based on Hilbert Huang transform
Hou, Sizhe
;
Chen, Jiangrui
;
Yin, Lianqian
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
12
,
pp. 189-199
Persistent link: https://www.econbiz.de/10011411813
Saved in:
6
Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Wei, Yu
- In:
International review of financial analysis
75
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012804153
Saved in:
7
Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
Saved in:
8
Bond intraday momentum
Zhang, Wei
;
Wang, Pengfei
;
Li, Yi
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012815421
Saved in:
9
Firm-specific investor sentiment for the Chinese stock market
Li, Yan
;
Li, Weiping
- In:
Economic modelling
97
(
2021
),
pp. 231-246
Persistent link: https://www.econbiz.de/10012793415
Saved in:
10
Predicting market returns using aggregate implied cost of capital
Li, Yan
;
Ng, David Tat-chee
;
Swaminathan, Bhaskaran
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 419-436
Persistent link: https://www.econbiz.de/10010208662
Saved in:
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