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subject:"Börsenkurs"
type_genre:"Case study"
~person:"Demirer, Rıza"
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Stock market
Estimation
23
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23
Capital income
11
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11
Aktienmarkt
10
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10
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Demirer, Rıza
Gupta, Rangan
60
Zaremba, Adam
36
McMillan, David G.
31
Wohar, Mark E.
31
Tiwari, Aviral Kumar
29
Narayan, Paresh Kumar
27
Gil-Alaña, Luis A.
24
Caporale, Guglielmo Maria
21
Pierdzioch, Christian
21
Chiang, Thomas C.
20
Sehgal, Sanjay
19
Balcilar, Mehmet
18
Brooks, Robert
17
Ma, Feng
17
Cakici, Nusret
15
Bouri, Elie
14
Jawadi, Fredj
14
Lee, Chien-chiang
14
Salisu, Afees A.
14
Todorov, Viktor
14
Xuan Vinh Vo
14
Bohl, Martin T.
13
Kang, Sang Hoon
12
McAleer, Michael
12
Narayan, Seema
12
Yoon, Seong-min
12
Zhang, Yaojie
12
Bollerslev, Tim
11
Li, Bin
11
Apergēs, Nikolaos
10
Arouri, Mohamed
10
Faff, Robert W.
10
Hammoudeh, Shawkat
10
Mensi, Walid
10
Shi, Yanlin
10
Tauchen, George Eugene
10
Umar, Zaghum
10
Ur Rehman, Mobeen
10
Westerlund, Joakim
10
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Pacific-Basin finance journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Finance research letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of economics and finance
1
Journal of economics and finance : JEF
1
Quantitative finance
1
Review of financial economics : RFE
1
Structural change and economic dynamics : SC+ED
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ECONIS (ZBW)
12
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1
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
2
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
Saved in:
3
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
4
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
5
The U.S. term structure and return volatility in emerging stock markets
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Journal of economics and finance : JEF
44
(
2020
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10012297020
Saved in:
6
On the predictability of stock market bubbles : evidence from LPPLS confidence multi-scale indicators
Demirer, Rıza
;
Demos, Guilherme
;
Gupta, Rangan
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 843-858
Persistent link: https://www.econbiz.de/10012194719
Saved in:
7
Differences of opinion and stock market volatility : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Journal of economics and finance
42
(
2018
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10012031009
Saved in:
8
On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza
;
Pierdzioch, Christian
;
Zhang, Huacheng
- In:
Finance research letters
22
(
2017
),
pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
Saved in:
9
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
Saved in:
10
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:
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