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person:"Zhang, Lu"
~person:"Ferson, Wayne E."
~person:"Ma, Feng"
~subject:"Aktienmarkt"
~subject:"Economic model"
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Aktienmarkt
Economic model
Capital income
160
Kapitaleinkommen
160
Forecasting model
54
Prognoseverfahren
54
Theorie
53
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53
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Zhang, Lu
Ferson, Wayne E.
Ma, Feng
Zaremba, Adam
61
Gupta, Rangan
54
Caporale, Guglielmo Maria
43
Bali, Turan G.
32
Campbell, John Y.
31
Cakici, Nusret
30
Plastun, Alex
27
Chiang, Thomas C.
25
Grobys, Klaus
24
Narayan, Paresh Kumar
24
McMillan, David G.
23
Sum, Vichet
23
Diebold, Francis X.
22
Faff, Robert W.
22
Tiwari, Aviral Kumar
22
Cheema, Muhammad A.
21
Demirtas, K. Ozgur
21
Harvey, Campbell R.
21
Sehgal, Sanjay
20
Wohar, Mark E.
20
Guo, Hui
19
Bouri, Elie
18
Demirer, Rıza
18
Gil-Alaña, Luis A.
17
Jiang, Fuwei
16
Nartea, Gilbert V.
16
Pierdzioch, Christian
16
Ryu, Doojin
16
Brooks, Robert
15
Christiansen, Charlotte
15
Liang, Chao
15
Nartea, Gilbert
15
Power, David M.
15
Yılmaz, Kamil
15
Atilgan, Yigit
14
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14
Dumitriu, Ramona
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3
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2
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2
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2
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ECONIS (ZBW)
53
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1
Managerial ownership and financial distress : evidence from the Chinese stock market
Shan, Yuan George
;
Troshani, Indrit
;
Wang, Jimin
;
Zhang, Lu
- In:
International journal of managerial finance : IJMF
20
(
2024
)
1
,
pp. 192-221
Persistent link: https://www.econbiz.de/10014495663
Saved in:
2
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000881184
Saved in:
3
An exploratory investigation of the fundamental determinants of national equity market returns
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1993
Persistent link: https://www.econbiz.de/10000884554
Saved in:
4
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1996
Persistent link: https://www.econbiz.de/10000617696
Saved in:
5
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
6
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
7
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
8
Good, bad cojumps and volatility forecasting : new evidence from crude oil and the U.S. stock markets
Chen, Yixiang
;
Ma, Feng
;
Zhang, Yaojie
- In:
Energy economics
81
(
2019
),
pp. 52-62
Persistent link: https://www.econbiz.de/10012172656
Saved in:
9
The value spread as a predictor of returns
Liu, Naiping
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823542
Saved in:
10
Weak and semi-strong form stock return predictability, revisited
Ferson, Wayne E.
;
Heuson, Andrea Jane
;
Su, Tie
-
2004
Persistent link: https://www.econbiz.de/10002188346
Saved in:
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