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subject:"Estimation"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Rose, Andrew"
~person:"Zaremba, Adam"
~subject:"Börsenkurs"
~subject:"Kointegration"
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Estimation
Zeitreihenanalyse
Börsenkurs
Kointegration
Schätzung
79
Capital income
50
Kapitaleinkommen
50
CAPM
37
Welt
34
World
34
Prognoseverfahren
25
Share price
25
Forecasting model
24
Aktienmarkt
23
Return predictability
23
Stock market
23
Portfolio selection
21
Portfolio-Management
21
Asset pricing
18
Capital market returns
14
Kapitalmarktrendite
14
Risikoprämie
14
Risk premium
14
Anlageverhalten
11
Behavioural finance
11
Impact assessment
11
Wirkungsanalyse
11
The cross-section of stock returns
8
Equity anomalies
7
Momentum
7
Wechselkurs
7
equity anomalies
7
return predictability
7
Exchange rate
6
Gravitationsmodell
6
Gravity model
6
Public bond
6
Öffentliche Anleihe
6
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5
Emerging economies
5
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5
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English
79
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Rose, Andrew
Zaremba, Adam
Gupta, Rangan
148
Bahmani-Oskooee, Mohsen
71
Gil-Alaña, Luis A.
64
Tiwari, Aviral Kumar
49
Wohar, Mark E.
46
Apergēs, Nikolaos
41
Balcilar, Mehmet
41
Marcellino, Massimiliano
41
Lee, Chien-chiang
38
Shahbaz, Muhammad
38
Ma, Feng
34
Salisu, Afees A.
34
Xuan Vinh Vo
34
Hammoudeh, Shawkat
33
Bouri, Elie
32
Jalles, João Tovar
31
Pierdzioch, Christian
31
Caporale, Guglielmo Maria
30
Kang, Sang Hoon
28
Narayan, Paresh Kumar
28
Rodríguez-Pose, Andrés
27
Wang, Yudong
27
Massa, Massimo
26
Mensi, Walid
26
Yoon, Seong-min
26
Chang, Tsangyao
25
Ours, Jan C. van
25
Gambetti, Luca
24
Jawadi, Fredj
24
Kumbhakar, Subal
24
Serletis, Apostolos
24
Shahzad, Syed Jawad Hussain
24
Egger, Peter
23
Van Reenen, John
23
Wagner, Joachim
23
Zhang, Yaojie
23
Afonso, António
22
Forni, Mario
22
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Discussion paper / Centre for Economic Policy Research
17
Applied economics
7
Economic research
4
Finance research letters
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
3
Economic modelling
2
Economics letters
2
European economic review : EER
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Journal of economic dynamics & control
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Journal of empirical finance
2
Journal of the Japanese and international economies : an international journal ; JJIE
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Pacific-Basin finance journal
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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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ECONIS (ZBW)
79
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79
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1
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
4
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
5
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
6
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
7
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
8
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
9
Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Umar, Zaghum
;
Mukhriz Izraf Azman Aziz
;
Zaremba, Adam
; …
- In:
Applied economics
55
(
2023
)
23
,
pp. 2676-2693
Persistent link: https://www.econbiz.de/10014295219
Saved in:
10
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
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