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subject:"Prognoseverfahren"
~isPartOf:"Applied economics"
~isPartOf:"Department of Economics working paper series"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Economics and Business Letters : EBL"
~person:"Kudlyak, Marianna"
~person:"Wohar, Mark E."
~person:"Yang, Chunpeng"
~source:"econis"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Geldpolitik"
~subject:"Immobilienmarkt"
~subject:"Individual stock investor sentiment"
~subject:"Monetary policy"
~subject:"Theory"
~type:"article"
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Prognoseverfahren
Aktienmarkt
Business cycle
Geldpolitik
Immobilienmarkt
Individual stock investor sentiment
Monetary policy
Theory
Estimation
7
Schätzung
7
Börsenkurs
5
Share price
5
Capital income
4
Kapitaleinkommen
4
Forecasting model
3
Stock market
3
Theorie
3
Volatility
3
Volatilität
3
Anlageverhalten
2
Behavioural finance
2
Regression analysis
2
Regressionsanalyse
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USA
2
United States
2
1961-1992
1
ARCH model
1
ARCH-Modell
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model Averaging
1
Beta risk
1
Betafaktor
1
CAPM
1
Dividend
1
Dividende
1
Großbritannien
1
Handelsvolumen der Börse
1
Home sales
1
Immobilienpreis
1
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1
MIDAS regression model
1
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7
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Kudlyak, Marianna
Wohar, Mark E.
Yang, Chunpeng
Moosa, Imad A.
9
Gupta, Rangan
6
Gil-Alaña, Luis A.
5
Bahmani-Oskooee, Mohsen
4
Ma, Feng
4
Tawadros, George B.
4
Turner, Paul
4
Yoon, Seong-min
4
Zaremba, Adam
4
Blazsek, Szabolcs
3
Johnson, Paul A.
3
Kandil, Magda
3
Li, Bin
3
Löthgren, Mickael
3
Nguyen, Duc Khuong
3
Silvapulle, Paramsothy
3
Uctum, Remzi
3
Umar, Zaghum
3
Zhang, Yaojie
3
Abakah, Emmanuel Joel Aikins
2
Aloui, Chaker
2
Azali, Mohamed
2
Babalos, Vassilios
2
Benlagha, Noureddine
2
Burns, Kelly
2
Caporale, Guglielmo Maria
2
Cassou, Steven Peter
2
Clements, Kenneth W.
2
Dalamagas, Basil A.
2
Dutt, Swarna D.
2
Eichler, Stefan
2
Fraser, Iain M.
2
Fry, Jane M.
2
Fry, Tim R. L.
2
Ftiti, Zied
2
Fukuda, Kosei
2
Fullerton, Thomas M.
2
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2
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Applied economics
Department of Economics working paper series
Discussion papers / CEPR
Economics and Business Letters : EBL
Finance research letters
3
International review of economics & finance : IREF
3
Journal of macroeconomics
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of financial analysis
2
Open economies review
2
Research in international business and finance
2
Southern economic journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
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1
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1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of money, credit and banking : JMCB
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Macroeconomic dynamics
1
Structural change and economic dynamics : SC+ED
1
The Chinese economy
1
The European journal of finance
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The Manchester School
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The economic journal : the journal of the Royal Economic Society
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
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1
The role of monetary policy uncertainty in predicting equity market volatility of the United Kingdom : evidence from over 150 years of data
Gupta, Rangan
;
Wohar, Mark E.
- In:
Economics and Business Letters : EBL
8
(
2019
)
3
,
pp. 138-146
Persistent link: https://www.econbiz.de/10012156567
Saved in:
2
The role of real estate uncertainty in predicting US home sales growth : evidence from a quantiles-based Bayesian model averaging approach
Çepni, Oğuzhan
;
Gupta, Rangan
;
Wohar, Mark E.
- In:
Applied economics
52
(
2020
)
5
,
pp. 528-536
Persistent link: https://www.econbiz.de/10012197432
Saved in:
3
Order imbalance beta and stock returns
Yang, Chunpeng
;
Hu, Xiaoyi
- In:
Applied economics
52
(
2020
)
56
,
pp. 6100-6113
Persistent link: https://www.econbiz.de/10012308455
Saved in:
4
The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang
;
Yang, Chunpeng
- In:
Applied economics
49
(
2017
)
47
,
pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
Saved in:
5
Expected returns and expected dividend growth : time to rethink an established empirical literature
Ma, Jun
;
Wohar, Mark E.
- In:
Applied economics
46
(
2014
)
19/21
,
pp. 2462-2476
Persistent link: https://www.econbiz.de/10010417214
Saved in:
6
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
7
The differing effects of pre- and post-1981 federal budget deficits on tax-adjusted real interest rates
Allen, Stuart Douglas
- In:
Applied economics
28
(
1996
)
1
,
pp. 45-53
Persistent link: https://www.econbiz.de/10001193548
Saved in:
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