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person:"Swanson, Norman R."
subject:"Prognoseverfahren"
~person:"Long, Huaigang"
~subject:"Capital income"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Capital income
Share price
Estimation
29
Schätzung
29
Forecasting model
20
Kapitaleinkommen
15
Return predictability
10
CAPM
9
Capital market returns
9
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9
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Portfolio-Management
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The cross-section of stock returns
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English
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Swanson, Norman R.
Long, Huaigang
Gupta, Rangan
98
Zaremba, Adam
59
McMillan, David G.
39
Pierdzioch, Christian
39
Wohar, Mark E.
36
Narayan, Paresh Kumar
34
Ma, Feng
33
Gil-Alaña, Luis A.
29
Tiwari, Aviral Kumar
29
Balcilar, Mehmet
25
Wang, Yudong
25
Caporale, Guglielmo Maria
24
Zhang, Yaojie
24
Bollerslev, Tim
23
Salisu, Afees A.
22
Todorov, Viktor
22
Bouri, Elie
21
Lee, Chien-chiang
21
Chiang, Thomas C.
20
Kumar, Dilip
20
Cakici, Nusret
19
McAleer, Michael
19
Bali, Turan G.
18
Demirer, Rıza
18
Sehgal, Sanjay
18
Jawadi, Fredj
16
Xuan Vinh Vo
16
Brooks, Robert
15
Nonejad, Nima
15
Wei, Yu
15
Bohl, Martin T.
14
Marcellino, Massimiliano
14
Moosa, Imad A.
14
Shi, Yanlin
13
Tauchen, George Eugene
13
Westerlund, Joakim
13
Yin, Libo
13
Andersen, Torben
12
Apergēs, Nikolaos
12
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Applied economics
3
Finance research letters
3
Pacific-Basin finance journal
3
International journal of forecasting
2
Journal of economic dynamics & control
2
Journal of international financial markets, institutions & money
2
Applied financial economics
1
Econometric reviews
1
Economic inquiry : journal of the Western Economic Association International
1
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1
International review of financial analysis
1
Journal of econometrics
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1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of economics and statistics
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ECONIS (ZBW)
25
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11
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
12
Further evidence on the usefulness of real-time datasets for economic forecasting
Fernández, Andrés
;
Swanson, Norman R.
- In:
Quantitative finance and economics
1
(
2017
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10012137708
Saved in:
13
Business sentiment and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Long, Huaigang
;
Zawadka, …
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012494421
Saved in:
14
Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
15
Tail risk and expected stock returns around the world
Long, Huaigang
;
Zhu, Yanjian
;
Chen, Lifang
;
Jiang, Yuexiang
- In:
Pacific-Basin finance journal
56
(
2019
),
pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
Saved in:
16
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes
Cepni, Oguzhan
;
Güney, Ethem
;
Swanson, Norman R.
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 555-572
Persistent link: https://www.econbiz.de/10012300700
Saved in:
17
Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang
;
Jiang, Yuexiang
;
Zhu, Yanjian
- In:
Finance research letters
24
(
2018
),
pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
Saved in:
18
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
19
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
20
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
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