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isPartOf:"Applied financial economics"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of forecasting"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Portfolio selection
Zeitreihenanalyse
Estimation
589
Schätzung
589
Theorie
170
Theory
170
Forecasting model
131
Prognoseverfahren
131
Capital income
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Gupta, Rangan
4
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3
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3
Pierdzioch, Christian
3
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2
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2
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Applied financial economics
Journal of forecasting
Applied economics
202
Journal of banking & finance
193
Finance research letters
186
Economic modelling
180
International review of economics & finance : IREF
170
Applied economics letters
159
International review of financial analysis
156
Journal of empirical finance
151
Journal of econometrics
150
Journal of financial economics
139
NBER working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Economics letters
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
CESifo working papers
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International journal of forecasting
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99
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95
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95
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87
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Discussion paper / Tinbergen Institute
79
Review of quantitative finance and accounting
69
International journal of finance & economics : IJFE
67
Journal of risk and financial management : JRFM
64
International journal of economics 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
59
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Discussion paper / Centre for Economic Policy Research
57
Journal of economic dynamics & control
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
195
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61
Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
Saved in:
62
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Saved in:
63
Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
;
Tsukuda, Yoshihiko
;
Matsuda, Yasumasa
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
Saved in:
64
Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376
Saved in:
65
Adaptive market hypothesis : evidence from the REIT market
Zhou, Jian
;
Lee, Jin Man
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1649-1662
Persistent link: https://www.econbiz.de/10010259752
Saved in:
66
Another look at the holiday effect
Gama, Paulo M.
;
Vieira, Elisabete F. S.
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1623-1633
Persistent link: https://www.econbiz.de/10010259754
Saved in:
67
Long-term stock returns after a substantial increase in the debt ratio
Huang, Hsu-huei
;
Chan, Min-lee
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10009718904
Saved in:
68
Testing for contagion in US industry portfolios : a four-factor pricing approach
Milunovich, George
;
Tan, Antony
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 15-26
Persistent link: https://www.econbiz.de/10009719046
Saved in:
69
Accounting information and excess stock returns : the role of the cost of capital ; new evidence from US firm-level data
Apergēs, Nikolaos
;
Artikis, George P.
;
Eleftheriou, Sofia
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009581364
Saved in:
70
Asymmetric and cross-sectional effects of inflation on stock returns under varying monetary conditions
Simpson, Marc W.
;
Ramchander, Sanjay
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 285-298
Persistent link: https://www.econbiz.de/10009581407
Saved in:
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