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~isPartOf:"Applied economics letters"
~subject:"Chinese volatility index"
~subject:"Investment Fund"
~type:"article"
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Chinese volatility index
Investment Fund
Index derivative
12
Indexderivat
12
Börsenkurs
7
Share price
7
Capital income
6
Kapitaleinkommen
6
Volatility
4
Volatilität
4
Welt
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World
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Estimation
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Schätzung
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ARCH model
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ARCH-Modell
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Aktienindex
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China
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ETFs
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Efficient market hypothesis
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Effizienzmarkthypothese
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Investmentfonds
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Portfolio selection
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Portfolio-Management
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Stock index
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1999-2007
1
Aktienmarkt
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Bank of Japan
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Beta risk
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Betafaktor
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Bourse
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Börse
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CAPM
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Causality analysis
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China ETF market
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Coronavirus
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Covid-19
1
Diversification
1
Diversifikation
1
ETF
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Cao, Kang Hua
1
Kongtoranin, Treerapot
1
Li, Ya
1
Li, Zhe
1
Liu, Yun
1
Thanarerk Thanakijsombat
1
Woo, Chi-keung
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Zhang, Wei-guo
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Zhang, Yue
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Applied economics letters
International review of financial analysis
10
Finance research letters
8
Global finance journal
8
The journal of asset management
8
Financial services review : the journal of individual financial management
7
Journal of banking & finance
6
Journal of risk and financial management : JRFM
6
Managerial finance
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The North American journal of economics and finance : a journal of financial economics studies
5
The financial review : the official publication of the Eastern Finance Association
5
The journal of asset management : a major new, international quarterly journal for the financial community
5
The journal of wealth management
5
Applied economics
4
Investment management and financial innovations
4
Journal of financial markets
4
Journal of international financial markets, institutions & money
4
Journal of investment management : JOIM
4
Studies in economics and finance
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Active index investing : maximizing portfolio performance and minimizing risk through global index strategies
3
Applied financial economics
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Cogent economics & finance
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European financial management : the journal of the European Financial Management Association
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International Journal of Financial Studies : open access journal
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Journal of financial economics
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Pacific-Basin finance journal
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Review of finance : journal of the European Finance Association
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The IUP journal of applied finance : IJAF
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The journal of portfolio management : a publication of Institutional Investor
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Copernican Journal of Finance & Accounting : CJF&A
2
Emerging markets review
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial markets and portfolio management
2
Global business review
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Global journal of business research : GJBR
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International journal of economics and finance
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International journal of financial research
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International journal of financial services management : IJFSM
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ECONIS (ZBW)
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Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund
Cao, Kang Hua
;
Woo, Chi-keung
;
Li, Ya
;
Liu, Yun
- In:
Applied economics letters
29
(
2022
)
2
,
pp. 123-128
Persistent link: https://www.econbiz.de/10012803395
Saved in:
2
The information content of Chinese volatility index for volatility forecasting
Li, Zhe
;
Zhang, Wei-guo
;
Zhang, Yue
- In:
Applied economics letters
28
(
2021
)
5
,
pp. 365-372
Persistent link: https://www.econbiz.de/10012484999
Saved in:
3
Performance and diversification benefits of foreign-equity ETFs in emerging markets
Thanarerk Thanakijsombat
;
Kongtoranin, Treerapot
- In:
Applied economics letters
25
(
2018
)
2
,
pp. 125-129
Persistent link: https://www.econbiz.de/10011853721
Saved in:
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