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~language:"eng"
~person:"Brooks, Robert"
~person:"McMillan, David G."
~subject:"Capital income"
~subject:"Wirkungsanalyse"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
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Capital income
Wirkungsanalyse
Kapitaleinkommen
101
Börsenkurs
83
Share price
83
Volatility
81
Volatilität
81
Estimation
79
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79
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69
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Brooks, Robert
McMillan, David G.
Gupta, Rangan
156
Zaremba, Adam
101
Narayan, Paresh Kumar
71
Wohar, Mark E.
71
Bouri, Elie
48
Tiwari, Aviral Kumar
48
Faff, Robert W.
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Ma, Feng
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Apergēs, Nikolaos
43
Cakici, Nusret
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Bali, Turan G.
40
Demirer, Rıza
40
Nguyen, Duc Khuong
40
Pierdzioch, Christian
39
Xuan Vinh Vo
39
Hassan, M. Kabir
38
Zhang, Wei
38
Caporale, Guglielmo Maria
37
Fletcher, Jonathan
36
Wang, Yudong
36
Chiang, Thomas C.
35
Gil-Alaña, Luis A.
35
Balcilar, Mehmet
34
Kutan, Ali Mustafa
34
Sehgal, Sanjay
34
Hammoudeh, Shawkat
32
Lee, Chien-chiang
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32
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30
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30
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30
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30
Salisu, Afees A.
29
Timmermann, Allan
29
Guidolin, Massimo
28
Li, Bin
28
Shahzad, Syed Jawad Hussain
28
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Applied financial economics
8
International review of economics & finance : IREF
7
Research in international business and finance
5
The European journal of finance
5
The journal of asset management
5
International review of financial analysis
4
Journal of international financial markets, institutions & money
3
Studies in economics and finance
3
The journal of investing
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Applied financial economics letters
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2
Oxford bulletin of economics and statistics
2
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2
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2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
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Applied economics letters
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Asia-Pacific financial markets
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Australian journal of management
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China finance review international
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Credit and capital markets : Kredit und Kapital
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ECONIS (ZBW)
104
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1
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
2
ESG and firm performance : the role of size and media channels
Bissoondoyal-Bheenick, Emawtee
;
Brooks, Robert
;
Do, …
- In:
Economic modelling
121
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014384536
Saved in:
3
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
4
The nexus between oil and airline stock returns : does time frequency matter?
Asadi, Mehrad
;
Pham, Son Duy
;
Nguyen, Thao Thac Thanh
; …
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437120
Saved in:
5
Oil price shocks and stock-bond correlation
Ziadat, Salem Adel
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486268
Saved in:
6
Asymmetric effect of FEARS sentiment on stock returns : short-sale constraints, limits to arbitrage, and behavioural biases
Goel, Garima
;
Dash, Saumya Ranjan
;
Brooks, Robert
; …
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
11
,
pp. 3119-3135
Persistent link: https://www.econbiz.de/10013355046
Saved in:
7
Does oil impact gold during COVID-19 and three other recent crises?
Tanin, Tauhidul Islam
;
Sarker, Ashutosh
;
Brooks, Robert
; …
- In:
Energy economics
108
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013203269
Saved in:
8
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
9
Oil-stock nexus : the role of oil shocks for GCC markets
Ziadat, Salem Adel
;
McMillan, David G.
- In:
Studies in economics and finance
39
(
2022
)
5
,
pp. 801-818
Persistent link: https://www.econbiz.de/10013390919
Saved in:
10
The predictive ability of stock market factors
Elgammal, Mohammed Mohammed
;
Ahmed, Fatma Ehab
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 111-124
Persistent link: https://www.econbiz.de/10012798502
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