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accessRights:"restricted"
subject:"Capital income"
~isPartOf:"Journal of empirical finance"
~person:"Aboulamer, Anas"
~person:"Apergēs, Nikolaos"
~person:"Bouri, Elie"
~person:"Ours, Jan C. van"
~person:"Zaremba, Adam"
~subject:"ARCH model"
~subject:"Cryptocurrencies"
~subject:"Estimation"
~subject:"World"
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Capital income
ARCH model
Cryptocurrencies
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Kapitaleinkommen
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3
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2
Börsenkurs
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Aboulamer, Anas
Apergēs, Nikolaos
Bouri, Elie
Ours, Jan C. van
Zaremba, Adam
Wang, Yudong
3
Baillie, Richard
2
Caporin, Massimiliano
2
Cenesizoglu, Tolga
2
Cho, Dooyeon
2
Harvey, David I.
2
Hur, Jungshik
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Leybourne, Stephen James
2
Maio, Paulo
2
Malliaropulos, Dimitris
2
Migiakis, Petros
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Min, Byoung-Kyu
2
Pan, Zhiyuan
2
Santucci de Magistris, Paolo
2
Wu, Chongfeng
2
Abhyankar, Abhay
1
Adcock, Christopher
1
Agosto, Arianna
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Aldrich, Eric M.
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Alexeev, Vitali
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1
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1
Bao Doan
1
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Journal of empirical finance
Discussion paper / Centre for Economic Policy Research
18
Applied economics
11
Energy economics
9
Finance research letters
9
Journal of international financial markets, institutions & money
8
International review of financial analysis
7
Economic modelling
6
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5
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of the economics of business
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ECONIS (ZBW)
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The long-run reversal in the long run : Insights from two centuries of international equity returns
Zaremba, Adam
;
Kizys, Renatas
;
Raza, Muhammad Wajid
- In:
Journal of empirical finance
55
(
2020
),
pp. 177-199
Persistent link: https://www.econbiz.de/10012175753
Saved in:
2
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
3
Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas
;
Kryzanowski, Lawrence
- In:
Journal of empirical finance
37
(
2016
),
pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
Saved in:
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