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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Australia"
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Forecasting model
Stock market
Australia
Estimation
138
Schätzung
138
Capital income
66
Kapitaleinkommen
66
Börsenkurs
53
Share price
53
Aktienmarkt
40
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Long, Huaigang
3
Ang, Tze Chuan
2
Cheema, Muhammad A.
2
Chiah, Mardy
2
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2
Hammoudeh, Shawkat
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Pacific-Basin finance journal
Applied economics
184
Finance research letters
163
International journal of forecasting
152
International review of financial analysis
147
Economic modelling
146
Applied economics letters
133
International review of economics & finance : IREF
125
Journal of banking & finance
108
Journal of forecasting
108
Journal of empirical finance
101
Working paper / National Bureau of Economic Research, Inc.
101
Applied financial economics
100
NBER working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Discussion paper / Centre for Economic Policy Research
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The economic record : er
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CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The European journal of finance
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Economics letters
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
International journal of finance & economics : IJFE
54
Melbourne Institute working paper series
49
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Australian economic papers
46
International journal of economics and finance
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Research discussion paper / Reserve Bank of Australia
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Research paper / University of Melbourne, Department of Economics
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ECONIS (ZBW)
74
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
3
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
4
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
5
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
6
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
7
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
8
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
9
The beta anomaly in the Australian stock market and the lottery demand
Bradrania, Reza
;
Veron, Jose Francisco
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463612
Saved in:
10
Trade links and return predictability : the Australian evidence
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463756
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