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~language:"eng"
~language:"nor"
~language:"slk"
~person:"Pierdzioch, Christian"
~person:"Zhang, Wei"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Entwicklungsländer
Kapitaleinkommen
Forecasting model
94
Prognoseverfahren
94
Theorie
94
Theory
94
China
82
Börsenkurs
70
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70
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69
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69
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66
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forecasting
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Pierdzioch, Christian
Zhang, Wei
Gupta, Rangan
120
Zaremba, Adam
94
Gnangnon, Sèna Kimm
87
McMillan, David G.
67
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
61
Wohar, Mark E.
59
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Ma, Feng
40
Tiwari, Aviral Kumar
39
Demirer, Rıza
36
Fletcher, Jonathan
36
Bird, Graham R.
35
Brooks, Robert
35
Wang, Yudong
35
Chiang, Thomas C.
33
Sehgal, Sanjay
33
Hassan, M. Kabir
32
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Apergēs, Nikolaos
30
Hammoudeh, Shawkat
30
Lee, Chien-chiang
30
Xuan Vinh Vo
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Zhou, Guofu
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Gil-Alaña, Luis A.
29
Kutan, Ali Mustafa
29
Timmermann, Allan
29
Hoekman, Bernard M.
28
Ryu, Doojin
28
Shahzad, Syed Jawad Hussain
28
Aizenman, Joshua
27
Dao, Minh Quang
27
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Finance research letters
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Economic modelling
4
International review of financial analysis
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
3
Applied economics letters
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Asia Pacific financial markets
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Financial innovation : FIN
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International journal of economics and finance
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China economic journal : the official journal of the China Center for Economic Research (CCER) at National School of Development (NSD), Peking University
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European journal of political economy
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1
International journal of economics and financial issues : IJEFI
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International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
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International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Journal of banking & finance
1
Journal of behavioral and experimental finance
1
Journal of economic dynamics & control
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Journal of economic interaction and coordination : JEIC
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Journal of empirical finance
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Journal of financial markets
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The financial review : the official publication of the Eastern Finance Association
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The journal of behavioral finance : a publication of the Institute of Behavioral Finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
67
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1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
3
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
Saved in:
4
Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning
Gupta, Rangan
;
Nel, Jacobus
;
Pierdzioch, Christian
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013547864
Saved in:
5
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
6
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
7
The accounting and trading information channels of excess control rights on IPO long-term return in China
Zhang, Wei
;
Xiong, Xiong
;
Wang, Guanying
;
Li, Jing
- In:
Review of quantitative finance and accounting
59
(
2022
)
4
,
pp. 1609-1646
Persistent link: https://www.econbiz.de/10013459419
Saved in:
8
Behavioural heterogeneity and equity premium volatility in China
Zhou, Zhong-Qiang
;
Huang, Ping
;
Fu, Desheng
;
Zhang, Wei
- In:
Applied economics letters
29
(
2022
)
15
,
pp. 1399-1404
Persistent link: https://www.econbiz.de/10013412190
Saved in:
9
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Saved in:
10
Forecasting stock-market tail risk and connectedness in advanced economies over a century : the role of gold-to-silver and gold-to-platinum price ratios
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
; …
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461648
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