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subject:"Forecasting model"
subject:"Stock market"
~person:"Bekiros, Stelios"
~person:"Caporale, Guglielmo Maria"
~person:"Zaremba, Adam"
~subject:"asset pricing"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
asset pricing
Estimation
170
Schätzung
170
Capital income
77
Kapitaleinkommen
77
Börsenkurs
55
Share price
55
CAPM
46
Aktienmarkt
45
Time series analysis
43
Zeitreihenanalyse
43
Theorie
37
Theory
37
Prognoseverfahren
33
Cointegration
31
Kointegration
31
Portfolio selection
26
Portfolio-Management
26
USA
26
United States
26
Volatility
26
Volatilität
26
Welt
26
World
26
Return predictability
24
Risikoprämie
20
Risk premium
20
Asset pricing
18
Fractional integration
18
Capital market returns
16
Kapitalmarktrendite
16
EU countries
14
EU-Staaten
14
Anlageverhalten
13
Behavioural finance
13
Großbritannien
13
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13
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13
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13
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8
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Article
65
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Aufsatz in Zeitschrift
Article in journal
65
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
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1
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1
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English
65
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Bekiros, Stelios
Caporale, Guglielmo Maria
Zaremba, Adam
Gupta, Rangan
84
Ma, Feng
33
Pierdzioch, Christian
32
McMillan, David G.
29
Balcilar, Mehmet
26
Wohar, Mark E.
26
Narayan, Paresh Kumar
25
Zhang, Yaojie
24
Wang, Yudong
23
Tiwari, Aviral Kumar
18
Salisu, Afees A.
17
Sehgal, Sanjay
17
Demirer, Rıza
16
Bouri, Elie
15
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Nonejad, Nima
15
Xuan Vinh Vo
15
Chiang, Thomas C.
14
Wei, Yu
14
Yoon, Seong-min
14
Jawadi, Fredj
12
Moosa, Imad A.
12
Shahzad, Syed Jawad Hussain
12
Westerlund, Joakim
12
Brooks, Robert
11
Cakici, Nusret
11
Kang, Sang Hoon
11
Long, Huaigang
11
Marcellino, Massimiliano
11
Mensi, Walid
11
Narayan, Seema
11
Swanson, Norman R.
11
Hammoudeh, Shawkat
10
Lee, Chien-chiang
10
Li, Bin
10
McAleer, Michael
10
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Applied economics
5
International review of financial analysis
5
Economic research
4
Emerging markets, finance and trade : EMFT
4
Economic modelling
3
Finance research letters
3
Research in international business and finance
3
Finance a úvěr
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Contemporary economics
1
Defence and peace economics
1
E-Finanse : finansowy kwartalnik internetowy
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets review
1
Empirica : journal of european economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of economics and financial issues : IJEFI
1
International journal of finance & economics : IJFE
1
International journal of management and economics
1
Journal of economic integration
1
Journal of economics and finance : JEF
1
Journal of financial stability
1
Journal of risk and financial management : JRFM
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Open economies review
1
Quantitative finance
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Review of finance : journal of the European Finance Association
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Review of international economics
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Scottish journal of political economy : the journal of the Scottish Economic Society
1
The journal of impact and ESG investing
1
The journal of investing : JOI
1
The journal of investment strategies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
Stock market linkages between the ASEAN countries, China and the US : a fractional integration/cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
You, Kefei
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
5
,
pp. 1502-1514
Persistent link: https://www.econbiz.de/10013167095
Saved in:
3
Persistence in ESG and conventional stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance : JEF
46
(
2022
)
4
,
pp. 678-703
Persistent link: https://www.econbiz.de/10013442222
Saved in:
4
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:
5
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:
6
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:
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
Responsible investing : ESG ratings and the cross section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
The journal of impact and ESG investing
3
(
2022
)
1
,
pp. 80-101
Persistent link: https://www.econbiz.de/10014232997
Saved in:
10
Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Long, Huaigang
;
Demir, Ender
;
Będowska-Sójka, Barbara
; …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479434
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