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Monthly Beta Forecasting with...
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Capital income
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Reeves, Jonathan J.
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Cenesizoglu, Tolga
16
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11
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4
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3
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3
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2
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2
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2
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International Journal of Forecasting
4
Finance research letters
3
Journal of Banking & Finance
3
Journal of empirical finance
3
Applied Financial Economics
2
International journal of forecasting
2
Journal of Financial Research
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1
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
2
Beta measurement with high frequency returns
Bao Doan
;
Lee, John B.
;
Liu, Qianqiu
;
Reeves, Jonathan J.
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013459130
Saved in:
3
Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis
Xie, Qichang
;
Wu, Haifeng
;
Ma, Yu
- In:
Energy economics
102
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013162433
Saved in:
4
An analysis on the predictability of CAPM beta for momentum returns
Cenesizoglu, Tolga
;
Papageorgiou, Nicolas
;
Reeves, …
- In:
Journal of Forecasting
38
(
2018
)
2
,
pp. 136-153
Persistent link: https://www.econbiz.de/10012082013
Saved in:
5
Beta forecasting at long horizons
Cenesizoglu, Tolga
;
Ribeiro, Fabio de Oliveira Ferrazoli
; …
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 936-957
Persistent link: https://www.econbiz.de/10011746930
Saved in:
6
CAPM, components of beta and the cross section of expected returns
Cenesizoglu, Tolga
;
Reeves, Jonathan J.
- In:
Journal of empirical finance
49
(
2018
),
pp. 223-246
Persistent link: https://www.econbiz.de/10012117743
Saved in:
7
One country, two calendars : lunar January effect in China's A-share stock market
Liang, Xiaobo
;
Liu, Qianqiu
;
Zebedee, Allan A.
- In:
Asia-Pacific journal of financial studies
51
(
2022
)
6
,
pp. 859-895
Persistent link: https://www.econbiz.de/10014240207
Saved in:
8
Industry classification, product market competition, and firm characteristics
Li, Scott
;
Liu, Qianqiu
;
Refalo, James F.
- In:
Finance research letters
36
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012483421
Saved in:
9
Is gold a hedge or a safe haven against stock markets? : evidence from conditional comoments
Ming, Lei
;
Yang, Ping
;
Liu, Qianqiu
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477120
Saved in:
10
The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.
;
Blyth, Conrad Alexander
;
Triggs, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
4
(
2000
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001773101
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