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~language:"eng"
~person:"Demirer, Rıza"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~type_genre:"Article in journal"
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Kapitaleinkommen
Stock market
Volatility
39
Volatilität
39
Aktienmarkt
37
Capital income
36
Börsenkurs
28
Risiko
28
Risk
28
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28
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25
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Demirer, Rıza
Gupta, Rangan
175
Zaremba, Adam
107
McMillan, David G.
85
Wohar, Mark E.
78
Narayan, Paresh Kumar
74
Bouri, Elie
73
Hammoudeh, Shawkat
73
Xuan Vinh Vo
68
Tiwari, Aviral Kumar
67
Ma, Feng
64
Gil-Alaña, Luis A.
58
Faff, Robert W.
57
Nguyen, Duc Khuong
56
Caporale, Guglielmo Maria
55
Brooks, Robert
52
Mensi, Walid
52
Kang, Sang Hoon
51
Lucey, Brian M.
49
Pierdzioch, Christian
49
Shahzad, Syed Jawad Hussain
49
Wong, Wing Keung
48
Ryu, Doojin
47
Hassan, M. Kabir
46
Wang, Yudong
46
Sehgal, Sanjay
45
Cakici, Nusret
43
Chiang, Thomas C.
43
Bali, Turan G.
41
Zhang, Wei
41
Zhang, Yaojie
39
Subrahmanyam, Avanidhar
38
Fletcher, Jonathan
37
Guesmi, Khaled
37
Lee, Bong-soo
37
Balcilar, Mehmet
36
Salisu, Afees A.
36
Umar, Zaghum
36
Ur Rehman, Mobeen
36
Yoon, Seong-min
36
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Energy economics
8
Pacific-Basin finance journal
4
Finance research letters
3
Journal of economics and finance
3
Journal of international financial markets, institutions & money
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
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Global finance journal
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International review of financial analysis
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Journal of forecasting
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Central Bank review / The Central Bank of the Republic of Turkey
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
57
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57
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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-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:
5
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
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
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
8
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:
9
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:
10
Financial market connectedness : the role of investors' happiness
Bouri, Elie
;
Demirer, Rıza
;
Gabauer, David
;
Gupta, Rangan
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494886
Saved in:
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