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An investigation of the risk and return relation at long horizons

Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408

Persistent link: https://www.econbiz.de/10001406149

Explaining financial data in a heterogeneous agent environment

Zhang, Harold H. - 1994

Persistent link: https://www.econbiz.de/10000916544

Economic fundamentals and the long-run correlation between exchange rates and commodities

Tsiakas, Ilias; Zhang, Haibin - In: Global finance journal 49 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012887166

A two-component realized exponential generalized autoregressive conditional heteroscedasticity model

Wu, Xinyu; Xia, Michelle; Zhang, Huanming - In: Journal of risk 24 (2022) 6, pp. 61-92

Persistent link: https://www.econbiz.de/10013549674

Volatility forecasting of crude oil futures market : which structural change-based HAR models have better performance?

Zhang, Yue-Jun; Zhang, Han - In: International review of financial analysis 85 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014234971

Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data

Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328

Persistent link: https://www.econbiz.de/10014338888

Realized higher-order moments spillovers between commodity and stock markets : evidence from China

Zhang, Hongwei; Jin, Chen; Bouri, Elie; Gao, Wang; Xu, Yahua - In: Journal of commodity markets 30 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014426824

Capital gains taxes and stock return volatility

Dai, Zhonglan; Shackelford, Douglas A.; Zhang, Harold H. - In: The journal of the American Taxation Association : a … 35 (2013) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10010233236

Stock returns and the volatility of liquidity

Pereira, João Pedro; Zhang, Harold H. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1077-1110

Persistent link: https://www.econbiz.de/10008758042

Financial openness and macroeconomic volatility

Hagen, Jürgen von (contributor); Zhang, Haiping (contributor) - 2006

We analyze the implications of financial openness to macroeconomic volatility in a small open economy. Major macroeconomic aggregates show non-monotonic volatility patterns with respect to the degree of financial openness in the model without domestic financial frictions. The introduction of...

Persistent link: https://www.econbiz.de/10003449265