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subject:"Australien"
type_genre:"Article in journal"
~person:"Yoon, Seong-min"
~person:"Zhang, Yaojie"
~subject:"Stock market"
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Australien
Stock market
Estimation
48
Schätzung
48
Volatility
24
Volatilität
24
Forecasting model
22
Prognoseverfahren
22
Aktienmarkt
21
Capital income
21
Kapitaleinkommen
21
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ARCH-Modell
18
Börsenkurs
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Oil price
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Portfolio selection
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Welt
10
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China
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Regression analysis
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Regressionsanalyse
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Prognose
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4
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Article in journal
Aufsatz in Zeitschrift
21
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English
21
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Yoon, Seong-min
Zhang, Yaojie
Gupta, Rangan
39
Zaremba, Adam
26
Faff, Robert W.
20
Brooks, Robert
18
Tiwari, Aviral Kumar
18
Wohar, Mark E.
17
Miller, Paul W.
16
Sehgal, Sanjay
16
Gil-Alaña, Luis A.
15
Chiang, Thomas C.
14
McMillan, David G.
14
Narayan, Paresh Kumar
14
Balcilar, Mehmet
13
Ma, Feng
13
Xuan Vinh Vo
12
Bouri, Elie
11
Caporale, Guglielmo Maria
11
Groenewold, Nicolaas
11
Olekalns, Nilss
11
Pierdzioch, Christian
11
Worthington, Andrew Charles
11
Demirer, Rıza
10
Hammoudeh, Shawkat
10
Kang, Sang Hoon
10
Li, Bin
10
Salisu, Afees A.
10
Valadkhani, Abbas
10
Wong, Wing Keung
10
Cakici, Nusret
9
Ferreira, Paulo
9
Mensi, Walid
9
Narayan, Seema
9
Shahzad, Syed Jawad Hussain
9
Arouri, Mohamed
8
Bekiros, Stelios
8
Bhar, Ramaprasad
8
Guesmi, Khaled
8
Lim, Guay C.
8
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Applied economics
7
Finance research letters
4
Economic modelling
2
Energy economics
2
Bulletin of economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
International review of financial analysis
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
21
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1
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Abakah, …
- In:
Applied economics
56
(
2024
)
2
,
pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
Saved in:
2
Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China : a DCC-MIDAS-X approach considering structural breaks
Xiong, Youlin
;
Shen, Jun
;
Yoon, Seong-min
;
Dong, Xiyong
- In:
Finance research letters
61
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014490845
Saved in:
3
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
4
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
5
Geopolitical risk and stock market volatility : a global perspective
Zhang, Yaojie
;
He, Jiaxin
;
He, Mengxi
;
Li, Shaofang
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472386
Saved in:
6
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
7
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
8
Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan
;
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Applied economics
55
(
2023
)
22
,
pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
Saved in:
9
The influence of oil, gold and stock market index on US equity sectors
BenSaïda, Ahmed
;
Hernandez, Jose Arreola
;
Litimi, Houda
; …
- In:
Applied economics
54
(
2022
)
6
,
pp. 719-732
Persistent link: https://www.econbiz.de/10012874447
Saved in:
10
Forecasting the volatility of the German stock market : new evidence
Liang, Chao
;
Zhang, Yi
;
Zhang, Yaojie
- In:
Applied economics
54
(
2022
)
9
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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