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~person:"Da, Zhi"
~person:"Jiang, Yuexiang"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
10
Kapitalmarktrendite
10
Capital income
8
Kapitaleinkommen
8
Börsenkurs
6
Estimation
6
Forecasting model
6
Prognoseverfahren
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Risikoprämie
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return predictability
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Da, Zhi
Jiang, Yuexiang
Zaremba, Adam
23
Long, Huaigang
11
Bali, Turan G.
10
McAleer, Michael
10
Cakici, Nusret
9
Narayan, Paresh Kumar
8
Zhang, Yaojie
8
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Maio, Paulo
7
Wang, Yudong
7
Zhou, Guofu
7
Atilgan, Yigit
6
Guo, Hui
6
Jiang, Fuwei
6
Linnainmaa, Juhani
6
Walkshäusl, Christian
6
Yin, Libo
6
Zhong, Angel
6
Almeida, Caio
5
Blau, Benjamin
5
Cao, Jie
5
Christoffersen, Peter F.
5
Han, Bing
5
Kang, Wensheng
5
Ratti, Ronald A.
5
Schiereck, Dirk
5
Subrahmanyam, Avanidhar
5
Whitby, Ryan J.
5
Zhang, Jin E.
5
Chang, Chia-Lin
4
Chordia, Tarun
4
Daniel, Kent
4
DeLisle, R. Jared
4
Garcia, René
4
Ghysels, Eric
4
Guidolin, Massimo
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Pacific-Basin finance journal
2
Applied economics
1
Economic research
1
Finance research letters
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
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ECONIS (ZBW)
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1
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
2
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
3
Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi
;
Huang, Xing
;
Jin, Lawrence J.
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
Saved in:
4
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Economic research
33
(
2020
)
1,1
,
pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
Saved in:
5
Arbitrage trading : the long and the short of it
Chen, Yong
;
Da, Zhi
;
Huang, Dayong
- In:
The review of financial studies
32
(
2019
)
4
,
pp. 1608-1646
Persistent link: https://www.econbiz.de/10012033731
Saved in:
6
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
7
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
8
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
9
Industrial electricity usage and stock returns
Da, Zhi
;
Huang, Dayong
;
Yun, Hayong
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10011667702
Saved in:
10
Household production and asset prices
Da, Zhi
;
Wei Yang
;
Yun, Hayong
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
Saved in:
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