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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696
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Global risk aversion and emerging market return comovements
Demirer, Rıza; Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Economics letters 173 (2018), pp. 118-121
Persistent link: https://www.econbiz.de/10012022952
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Risk and return in the Chinese stock market : does equity return dispersion proxy risk?
Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37
Persistent link: https://www.econbiz.de/10011474042
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Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Demirer, Rıza; Gupta, Rangan - In: Economics letters 167 (2018), pp. 36-39
Persistent link: https://www.econbiz.de/10012015767
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Bank-based and market-based financial systems : time-series evidence
Lee, Bong-soo - In: Pacific-Basin finance journal 20 (2012) 2, pp. 173-197
Persistent link: https://www.econbiz.de/10009488292
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Financial constraints and negative spillovers in business groups : evidence from Korea
Kwon, Yonghyun; Han, Seung Hun; Lee, Bong-soo - In: Pacific-Basin finance journal 39 (2016), pp. 84-100
Persistent link: https://www.econbiz.de/10011669224
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The dynamics of individual and institutional trading on the Shanghai Stock Exchange
Lee, Bong-soo; Li, Wei; Wang, Steven Shuye - In: Pacific-Basin finance journal 18 (2010) 1, pp. 116-137
Persistent link: https://www.econbiz.de/10003934654
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Industry herding and momentum strategies
Demirer, Rıza; Lien, Da-hsiang Donald; Zhang, Huacheng - In: Pacific-Basin finance journal 32 (2015), pp. 95-110
Persistent link: https://www.econbiz.de/10011471555
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Global risk exposures and industry diversification with Shariah-compliant equity sectors
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520
Persistent link: https://www.econbiz.de/10011540670
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Who mimics whom in the equity fund market? : evidence from the Korean equity fund market
Kim, Sei-Wan; Lee, Bong-soo; Kim, Youngmin - In: Pacific-Basin finance journal 29 (2014), pp. 199-218
Persistent link: https://www.econbiz.de/10010495714