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subject:"Forecasting model"
subject:"Stock market"
~accessRights:"restricted"
~isPartOf:"Journal of empirical finance"
~person:"Balcilar, Mehmet"
~person:"Timmermann, Allan"
~person:"Zaremba, Adam"
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Forecasting model
Stock market
Asset pricing
2
Capital income
2
Equity anomalies
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Estimation
2
Kapitaleinkommen
2
Prognoseverfahren
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Schätzung
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Aktienmarkt
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Alpha momentum
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Alpha reversal
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Method of moments
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Balcilar, Mehmet
Timmermann, Allan
Zaremba, Adam
Wang, Yudong
3
Maio, Paulo
2
Min, Byoung-Kyu
2
Pan, Zhiyuan
2
Wu, Chongfeng
2
Ahmed, Jameel
1
Aldrich, Eric M.
1
Anatolyev, Stanislav
1
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1
Argyropoulos, Efthymios
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Bai, Lu
1
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Bao Doan
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1
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Journal of empirical finance
Applied economics
5
Discussion paper / Centre for Economic Policy Research
4
Economic research
4
Research in international business and finance
4
Emerging markets, finance and trade : EMFT
3
International review of financial analysis
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Journal of international financial markets, institutions & money
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The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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Finance research letters
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of economic dynamics & control
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Pacific-Basin finance journal
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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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Department of Economics working paper series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Journal of multinational financial management
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Open economies review
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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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:
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