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subject:"Forecasting model"
subject:"Stock market"
~person:"Caporale, Guglielmo Maria"
~person:"Jawadi, Fredj"
~person:"Zaremba, Adam"
~subject:"asset pricing"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
asset pricing
Estimation
187
Schätzung
187
Capital income
78
Kapitaleinkommen
78
Börsenkurs
60
Share price
60
CAPM
46
Aktienmarkt
44
Time series analysis
43
Zeitreihenanalyse
43
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41
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41
Cointegration
35
Kointegration
35
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34
USA
31
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31
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29
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29
Welt
28
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28
Portfolio selection
27
Portfolio-Management
27
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24
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21
Risk premium
21
Asset pricing
18
Fractional integration
18
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17
Kapitalmarktrendite
17
Nichtlineare Regression
17
Nonlinear regression
17
Großbritannien
15
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15
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Article
67
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67
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67
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Caporale, Guglielmo Maria
Jawadi, Fredj
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
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
Bekiros, Stelios
10
Hammoudeh, Shawkat
10
Lee, Chien-chiang
10
Li, Bin
10
McAleer, Michael
10
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Applied economics
6
Economic research
4
Emerging markets, finance and trade : EMFT
4
International review of financial analysis
4
Journal of economic dynamics & control
3
Journal of international financial markets, institutions & money
3
Computational economics
2
Econometric reviews
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Finance a úvěr
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Finance research letters
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Scottish journal of political economy : the journal of the Scottish Economic Society
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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)
67
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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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