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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Zaremba, Adam"
~subject:"Nichtparametrisches Verfahren"
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Kapitaleinkommen
Nichtparametrisches Verfahren
Capital income
4
Estimation
4
Return predictability
4
Schätzung
4
CAPM
3
Aktienmarkt
2
Asset pricing
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Forecasting model
2
Market efficiency
2
Momentum
2
Performance persistence
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikoprämie
2
Risk premium
2
Stock market
2
Anlageverhalten
1
Behavioural finance
1
Betriebsgröße
1
Börsenkurs
1
Commodities
1
Commodity derivative
1
Country size
1
Country size effect
1
Decomposition
1
Decomposition method
1
Dekompositionsverfahren
1
Emerging economies
1
Emerging markets
1
Factor momentum
1
Factor premium
1
Firm size
1
Futures pricing
1
Industry size effect
1
International equity markets
1
International financial market
1
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English
4
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Zaremba, Adam
Gupta, Rangan
11
Todorov, Viktor
10
Linton, Oliver
8
Bollerslev, Tim
6
Li, Jia
4
Phillips, Peter C. B.
4
Tauchen, George Eugene
4
Andersen, Torben
3
Balcilar, Mehmet
3
Cai, Zongwu
3
Chiang, Thomas C.
3
Dai, Zhifeng
3
Hau, Liya
3
Hoderlein, Stefan
3
Hsiao, Cheng
3
Lu, Xun
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Sun, Yiguo
3
Tiwari, Aviral Kumar
3
Vogt, Michael
3
Wohar, Mark E.
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Abedin, Mohammad Zoynul
2
An, Yonghong
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bouteska, Ahmed
2
Callaway, Brantly
2
Chen, Mei-Ping
2
Cho, Hoon
2
Ergemen, Yunus Emre
2
Fang, Ying
2
Gao, Jiti
2
Gouriéroux, Christian
2
Haiqing Xu
2
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Journal of econometrics
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
5
Economic research
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Emerging markets, finance and trade : EMFT
3
Finance research letters
3
International review of financial analysis
3
Contemporary economics
2
Economic modelling
2
Finance a úvěr
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Pacific-Basin finance journal
2
The journal of investing : JOI
2
E-Finanse : finansowy kwartalnik internetowy
1
Eastern European economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Energy economics
1
Financial markets, institutions & instruments
1
International journal of management and economics
1
Journal of risk and financial management : JRFM
1
Quantitative finance
1
Review of finance : journal of the European Finance Association
1
Studies in economics and finance
1
The journal of impact and ESG investing
1
The journal of investment strategies
1
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ECONIS (ZBW)
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1
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
Saved in:
2
Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam
;
Umutlu, Mehmet
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
Saved in:
3
Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam
;
Shemer, Jacob
- In:
Research in international business and finance
46
(
2018
),
pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
Saved in:
4
Is there momentum in equity anomalies? : evidence from the Polish emerging market
Zaremba, Adam
;
Szyszka, Adam
- In:
Research in international business and finance
38
(
2016
),
pp. 546-564
Persistent link: https://www.econbiz.de/10011640746
Saved in:
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