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Estimation
China
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Gupta, Rangan
110
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78
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71
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53
Pierdzioch, Christian
53
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49
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40
Wohar, Mark E.
39
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37
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36
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35
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34
Timmermann, Allan
34
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33
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30
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28
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28
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26
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25
Ma, Feng
25
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25
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25
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25
Engle, Robert F.
24
Nitschka, Thomas
24
Smyth, Russell
24
Massa, Massimo
23
Balcilar, Mehmet
22
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22
Sehgal, Sanjay
22
Weber, Michael
22
Zhang, Yaojie
22
Zhu, Huiming
22
Ang, Andrew
21
Theissen, Erik
21
Xuan Vinh Vo
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21
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20
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20
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Verlag Dr. Kovač
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel
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Finance research letters
239
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216
Applied economics
207
International review of economics & finance : IREF
200
International review of financial analysis
189
NBER working paper series
189
Applied economics letters
180
Economic modelling
168
Journal of banking & finance
166
NBER Working Paper
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Journal of financial economics
143
Journal of empirical finance
142
The North American journal of economics and finance : a journal of financial economics studies
133
Applied financial economics
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Energy economics
114
Research in international business and finance
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Journal of international financial markets, institutions & money
110
Discussion paper / Centre for Economic Policy Research
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Pacific-Basin finance journal
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The European journal of finance
92
CESifo working papers
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Journal of international money and finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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China economic review : an international journal
72
International journal of finance & economics : IJFE
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Working paper
71
Journal of risk and financial management : JRFM
70
Review of quantitative finance and accounting
69
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
68
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
International journal of economics and finance
64
Journal of econometrics
63
Economics letters
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper series / IZA
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Cogent economics & finance
53
International journal of economics and financial issues : IJEFI
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Journal of financial and quantitative analysis : JFQA
51
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
13,943
RePEc
1
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1
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10
of
13,944
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date (oldest first)
1
Do hedge funds bet against beta?
Malachov, Aleksej
;
Riley, Timothy B.
;
Yan, Qing
- In:
International review of economics & finance : IREF
93
(
2024
)
1
,
pp. 1507-1525
Persistent link: https://www.econbiz.de/10014535483
Saved in:
2
Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets
Huang, Wei-Qiang
;
Zhang, Jing
;
Liu, Peipei
- In:
Applied economics letters
30
(
2023
)
10
,
pp. 1318-1326
Persistent link: https://www.econbiz.de/10014304235
Saved in:
3
Sectoral responses of the Chinese stock market to international oil shocks
Zhang, Dayong
;
Cao, Hong
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
6
,
pp. 37-51
Persistent link: https://www.econbiz.de/10010346308
Saved in:
4
Trade size and the cross section of stock returns : informed versus noise traders in the Chinese growth enterprise market
Zhaohui Zhang
;
Chang, Tung-Lung Steven
- In:
International journal of business
19
(
2014
)
4
,
pp. 322-335
Persistent link: https://www.econbiz.de/10010481884
Saved in:
5
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
Saved in:
6
Risk and Return in the Chinese Stock Market : Does Equity Return Dispersion Proxy Risk?
Chen, Chun-Da
-
2015
systematically priced in the cross-section of stock returns in
China
. We find that return dispersion carries a positive price of risk …
Persistent link: https://www.econbiz.de/10013023627
Saved in:
7
Downside risk in the oil market : does it affect stock returns in
China
?
Su, Zhi
;
Mo, Xuan
;
Yin, Libo
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
11
,
pp. 3139-3152
Persistent link: https://www.econbiz.de/10012607465
Saved in:
8
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:
9
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
10
Beware of the crash risk : tail beta and the cross-section of stock returns in
China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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