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person:"Zhang, Lu"
~person:"Wang, Yudong"
~subject:"Forecasting model"
~subject:"Investitionsentscheidung"
~subject:"Risikoprämie"
~subject:"Theorie"
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Forecasting model
Investitionsentscheidung
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Capital income
106
Kapitaleinkommen
106
Prognoseverfahren
45
Börsenkurs
34
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75
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Zhang, Lu
Wang, Yudong
Gupta, Rangan
100
Zaremba, Adam
73
Bollerslev, Tim
65
Diebold, Francis X.
65
McMillan, David G.
60
Timmermann, Allan
60
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57
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55
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52
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52
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50
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48
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47
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45
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41
Edmans, Alex
39
Ma, Feng
38
Bali, Turan G.
37
Narayan, Paresh Kumar
33
Cakici, Nusret
32
Lux, Thomas
32
Ludvigson, Sydney C.
31
Gabaix, Xavier
30
Pesaran, M. Hashem
30
Acemoglu, Daron
29
Cochrane, John H.
29
McAleer, Michael
29
Zhou, Hao
29
Kogan, Leonid
28
Subrahmanyam, Avanidhar
28
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27
Van Nieuwerburgh, Stijn
27
Andersen, Torben
26
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26
Veronesi, Pietro
26
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25
Guo, Hui
25
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25
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8
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5
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5
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5
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ECONIS (ZBW)
75
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75
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1
Managerial ability and idiosyncratic volatility
Wu, Xi
;
Tong, Xinle
;
Wang, Yudong
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 2566-2581
Persistent link: https://www.econbiz.de/10013184908
Saved in:
2
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
3
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
4
Oil and the short-term predictability of stock return volatility
Wang, Yudong
;
Wei, Yu
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
47
(
2018
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012103481
Saved in:
5
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
6
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
7
It's not that important : the negligible effect of oil market uncertainty
Yin, Libo
;
Feng, Jiabao
;
Liu, Li
;
Wang, Yudong
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 62-84
Persistent link: https://www.econbiz.de/10012203810
Saved in:
8
Oil price increases and the predictability of equity premium
Wang, Yudong
;
Pan, Zhiyuan
;
Liu, Li
;
Wu, Chongfeng
- In:
Journal of banking & finance
102
(
2019
),
pp. 43-58
Persistent link: https://www.econbiz.de/10012162773
Saved in:
9
Heterogeneous beliefs and aggregate market volatility revisited : new evidence from China
Wang, Yudong
;
Diao, Xundi
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 127-141
Persistent link: https://www.econbiz.de/10012169519
Saved in:
10
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
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