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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Forecasting model
Stock market
Kapitaleinkommen
Estimation
254
Schätzung
254
Capital income
119
Theorie
99
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99
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83
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Tzavalis, Elias
3
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Journal of empirical finance
Finance research letters
231
Applied economics
197
International review of financial analysis
196
International review of economics & finance : IREF
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Journal of banking & finance
180
Applied economics letters
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Economic modelling
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ECONIS (ZBW)
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41
Daily expectations of returns index
Gholampour, Vahid
- In:
Journal of empirical finance
54
(
2019
),
pp. 236-252
Persistent link: https://www.econbiz.de/10012174813
Saved in:
42
Consumption growth predictability and asset prices
Roh, Tai-Yong
;
Lee, Changjun
;
Min, Byoung-Kyu
- In:
Journal of empirical finance
51
(
2019
),
pp. 95-118
Persistent link: https://www.econbiz.de/10012169973
Saved in:
43
Dividend growth and return predictability: a long-run re-examination of conventional wisdom
Verdickt, Gertjan
;
Annaert, Jan
;
Deloof, Marc
- In:
Journal of empirical finance
52
(
2019
),
pp. 112-127
Persistent link: https://www.econbiz.de/10012170658
Saved in:
44
Expected and realized returns in conditional asset pricing models: a new testing approach
Antell, Jan
;
Vaihekoski, Mika
- In:
Journal of empirical finance
52
(
2019
),
pp. 220-236
Persistent link: https://www.econbiz.de/10012171126
Saved in:
45
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:
46
Cross-sectional return dispersion and currency momentum
Eriksen, Jonas Nygaard
- In:
Journal of empirical finance
53
(
2019
),
pp. 91-108
Persistent link: https://www.econbiz.de/10012171641
Saved in:
47
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik
;
Vivek Singh
- In:
Journal of empirical finance
53
(
2019
),
pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
Saved in:
48
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
49
Macroeconomic determinants of stock market betas
González Sánchez, Mariano
;
Nave, Juan
;
Rubio, Gonzalo
- In:
Journal of empirical finance
45
(
2018
),
pp. 26-44
Persistent link: https://www.econbiz.de/10012102444
Saved in:
50
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
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