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~language:"eng"
~person:"Faff, Robert W."
~person:"Wang, Yudong"
~subject:"Firm performance"
~subject:"Japan"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Firm performance
Japan
Kapitaleinkommen
Australia
97
Australien
97
Capital income
80
Theorie
67
Theory
67
Volatility
67
Volatilität
67
Forecasting model
64
Prognoseverfahren
64
Estimation
60
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60
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59
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59
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53
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53
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47
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47
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43
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43
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34
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34
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34
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34
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18
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18
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17
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Faff, Robert W.
Wang, Yudong
Gupta, Rangan
120
Zaremba, Adam
95
McMillan, David G.
71
Narayan, Paresh Kumar
70
Wohar, Mark E.
68
Yamamura, Eiji
52
Shimizutani, Satoshi
49
Bouri, Elie
48
Itō, Takatoshi
48
Hamori, Shigeyuki
46
Pierdzioch, Christian
46
Lee, Seoki
44
Caporale, Guglielmo Maria
43
Gil-Alaña, Luis A.
42
Horioka, Charles
42
Cakici, Nusret
41
Managi, Shunsuke
41
Tiwari, Aviral Kumar
41
Tsutsui, Yoshirō
41
Bali, Turan G.
40
Hassan, M. Kabir
40
Ma, Feng
40
Zhang, Wei
40
Chiang, Thomas C.
39
Brooks, Robert
38
Fletcher, Jonathan
38
Beamish, Paul W.
37
Ōtake, Fumio
37
Lee, Bong-soo
36
Wagner, Joachim
36
Demirer, Rıza
35
Kuvalin, Dmitrij B.
35
Tsuji, Chikashi
35
Fukao, Kyōji
34
Fukuda, Shin'ichi
34
Nguyen, Duc Khuong
34
Sehgal, Sanjay
34
Xuan Vinh Vo
34
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Energy economics
7
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6
Australian journal of management
6
Journal of banking & finance
6
Journal of empirical finance
5
Pacific-Basin finance journal
5
Economic modelling
4
International review of economics & finance : IREF
4
Journal of forecasting
4
Applied economics
3
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3
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2
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2
International review of financial analysis
2
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2
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2
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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1
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Review of applied economics
1
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
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1
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ECONIS (ZBW)
88
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88
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1
Forecasting the equity premium using weighted regressions : Does the jump variation help?
Zhang, Zhikai
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 2049-2082
Persistent link: https://www.econbiz.de/10014520108
Saved in:
2
Climate risk exposure and the cross-section of Chinese stock returns
Zhang, Yaojie
;
He, Mengxi
;
Liao, Cunfei
;
Wang, Yudong
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473512
Saved in:
3
Forecasting crude oil futures market returns : a principal component analysis combination approach
Zhang, Yaojie
;
Wang, Yudong
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 659-673
Persistent link: https://www.econbiz.de/10014465079
Saved in:
4
Forecasting stock market volatility : the sum of the parts is more than the whole
Gao, Shang
;
Zhang, Zhikai
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473040
Saved in:
5
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
6
Hedging pressure momentum and the predictability of oil futures returns
Yu, Dan
;
Chen, Chuang
;
Wang, Yudong
;
Zhang, Yaojie
- In:
Economic modelling
121
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384325
Saved in:
7
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
Saved in:
8
The predictive effect of risk aversion on oil returns under different market conditions
Xiao, Jihong
;
Wang, Yudong
;
Wen, Danyan
- In:
Energy economics
126
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483433
Saved in:
9
Forecasting realized volatility of Chinese stock market : a simple but efficient truncated approach
Wen, Danyan
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 230-251
Persistent link: https://www.econbiz.de/10012817722
Saved in:
10
Good oil volatility, bad oil volatility, and stock return predictability
Xiao, Jihong
;
Wang, Yudong
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 953-966
Persistent link: https://www.econbiz.de/10013342796
Saved in:
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