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~language:"eng"
~person:"Demirer, Rıza"
~subject:"Capital income"
~subject:"Schwellenländer"
~type_genre:"Article in journal"
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Capital income
Schwellenländer
Stock market
39
Volatility
39
Volatilität
39
Aktienmarkt
37
Kapitaleinkommen
36
Börsenkurs
28
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Demirer, Rıza
Gupta, Rangan
146
Zaremba, Adam
101
McMillan, David G.
70
Wohar, Mark E.
63
Narayan, Paresh Kumar
62
Bouri, Elie
54
Tiwari, Aviral Kumar
53
Farooq, Omar
49
Xuan Vinh Vo
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Faff, Robert W.
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Kutan, Ali Mustafa
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Brooks, Robert
44
Cakici, Nusret
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Ma, Feng
42
Bali, Turan G.
41
Caporale, Guglielmo Maria
41
Aizenman, Joshua
39
Nguyen, Duc Khuong
39
Ryu, Doojin
39
Fletcher, Jonathan
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Sehgal, Sanjay
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Wang, Yudong
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Pierdzioch, Christian
37
Hammoudeh, Shawkat
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Hassan, M. Kabir
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Khan, Zaheer
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Zhang, Wei
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Chiang, Thomas C.
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Gil-Alaña, Luis A.
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Titman, Sheridan
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Shahzad, Syed Jawad Hussain
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Apergēs, Nikolaos
32
Balcilar, Mehmet
32
Harvey, Campbell R.
32
Umar, Zaghum
32
Wei, K. C. John
32
Zhang, Yaojie
30
Zhou, Guofu
30
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Energy economics
6
Journal of economics and finance
3
Research in international business and finance
3
Economics letters
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance research letters
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International review of financial analysis
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Journal of international money and finance
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Pacific-Basin finance journal
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ECONIS (ZBW)
44
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44
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1
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
2
Speculation, cross-market sentiment and the predictability of gold market volatility
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
3
,
pp. 278-295
Persistent link: https://www.econbiz.de/10015049540
Saved in:
3
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
4
Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies
Bathia, Deven
;
Demirer, Rıza
;
Ferrer, Román
;
Raheem, …
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478226
Saved in:
5
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
6
A note on financial vulnerability and volatility in emerging stock markets : evidence from GARCH-MIDAS models
Demirer, Rıza
;
Gupta, Rangan
;
Li, He
;
You, Yu
- In:
Applied economics letters
30
(
2023
)
1
,
pp. 37-42
Persistent link: https://www.econbiz.de/10013552965
Saved in:
7
Do emerging stock markets offer an illiquidity premium for local or global investors?
Butt, Hilal Anwar
;
Demirer, Rıza
;
Sadaqat, Mohsin
; …
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 502-515
Persistent link: https://www.econbiz.de/10014249181
Saved in:
8
Economic policy uncertainty and institutional investment returns : the case of New Zealand
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
;
Hegde, …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013389155
Saved in:
9
Oil beta uncertainty and global stock returns
Chen, Chun-Da
;
Demirer, Rıza
- In:
Energy economics
112
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013350430
Saved in:
10
Time-varying risk aversion and currency excess returns
Demirer, Rıza
;
Yüksel, Aslı
;
Yüksel, Aydın
- In:
Research in international business and finance
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013410703
Saved in:
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