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~language:"eng"
~person:"Tiwari, Aviral Kumar"
~person:"Zhang, Yaojie"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Kapitaleinkommen
Estimation
102
Schätzung
102
Volatility
98
Volatilität
98
Stock market
72
Aktienmarkt
70
Börsenkurs
69
Share price
69
Welt
66
World
66
Forecasting model
65
Prognoseverfahren
65
Capital income
63
Oil price
56
Ölpreis
56
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54
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54
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52
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51
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51
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46
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40
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37
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37
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32
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32
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Article in journal
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63
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Tiwari, Aviral Kumar
Zhang, Yaojie
Gupta, Rangan
119
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Ma, Feng
40
Fletcher, Jonathan
36
Demirer, Rıza
35
Wang, Yudong
35
Brooks, Robert
34
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Titman, Sheridan
32
Caporale, Guglielmo Maria
31
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Timmermann, Allan
29
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
Lee, Bong-soo
27
Wei, K. C. John
27
Bollerslev, Tim
26
Guidolin, Massimo
26
Hammoudeh, Shawkat
26
Ryu, Doojin
26
Shahzad, Syed Jawad Hussain
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
Shen, Dehua
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
Kumar, Dilip
24
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Energy economics
9
Finance research letters
9
Economic modelling
6
International review of financial analysis
4
Journal of forecasting
3
Applied economics
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Bulletin of economic research
1
Economic systems
1
Economics and Business Letters : EBL
1
Economies : open access journal
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Financial innovation : FIN
1
Indian economic review : biannual journal of the Delhi School of Economics, University of Delhi
1
Indian journal of economics & business : IJEB
1
Istanbul business research
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of management science and engineering
1
Journal of quantitative economics
1
Pacific-Basin finance journal
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of futures markets
1
Theoretical economics letters
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ECONIS (ZBW)
63
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63
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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
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
3
Market skewness and stock return predictability : new evidence from China
Feng, Yuqing
;
He, Mengxi
;
Zhang, Yaojie
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
2
,
pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
Saved in:
4
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:
5
Default return spread : a powerful predictor of crude oil price returns
Han, Qingxiang
;
He, Mengxi
;
Zhang, Yaojie
;
Umar, Muhammad
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1786-1804
Persistent link: https://www.econbiz.de/10014432770
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
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