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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Applied economics"
~person:"Heckman, James J."
~person:"Zaremba, Adam"
~subject:"United States"
~subject:"Wirtschaftswachstum"
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Forecasting model
Stock market
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Wirtschaftswachstum
Estimation
7
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7
Capital income
5
Kapitaleinkommen
5
return predictability
4
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3
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Heckman, James J.
Zaremba, Adam
Moosa, Imad A.
9
Gupta, Rangan
5
Yoon, Seong-min
5
Cassou, Steven Peter
4
Ma, Feng
4
Thornton, James
4
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3
Blazsek, Szabolcs
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Hammoudeh, Shawkat
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Applied economics
Working paper / National Bureau of Economic Research, Inc.
23
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16
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Emerging markets, finance and trade : EMFT
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International review of financial analysis
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ECONIS (ZBW)
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1
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
2
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:
3
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
Saved in:
4
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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