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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Capital income"
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Purchasing power parity
Wechselkurs
Capital income
Estimation
140
Schätzung
140
Kapitaleinkommen
51
Theorie
44
Theory
44
Börsenkurs
35
Share price
35
CAPM
25
Forecasting model
25
Prognoseverfahren
25
Volatility
23
Volatilität
23
Risikoprämie
16
Risk premium
16
Anlageverhalten
15
Behavioural finance
15
Risiko
15
Risk
15
USA
14
United States
14
Welt
12
World
12
Portfolio selection
11
Portfolio-Management
11
return predictability
10
Yield curve
9
Zinsstruktur
9
asset pricing
9
Estimation theory
8
Schätztheorie
8
estimation
8
Aktienmarkt
7
Ankündigungseffekt
7
Anleihe
7
Announcement effect
7
Bond
7
Capital market returns
7
Financial analysis
7
Finanzanalyse
7
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Article
53
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English
53
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Yang, Liyan
3
Zhou, Guofu
3
Bali, Turan G.
2
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Massa, Massimo
2
Tang, Yi
2
Tu, Jun
2
Wei, K. C. John
2
Agarwal, Ashish
1
Agarwal, Sumit
1
Ahmed, Anwer S.
1
Aloosh, Arash
1
Andrei, Daniel
1
Bae, Joon Woo
1
Bakshi, Gurdip S.
1
Bekaert, Geert
1
Berardi, Andrea
1
Bodnaruk, Andrij
1
Brennan, Michael J.
1
Cenesizoglu, Tolga
1
Chabi-Yo, Fousseni
1
Chu, Liya
1
Chuprinin, Oleg
1
Cooper, Ilan
1
Cremers, Martijn
1
Della Corte, Pasquale
1
Dim, Chukwuma Chijioke
1
Dubiel-Teleszynski, Tomasz
1
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1
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1
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1
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1
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1
Gaspar, Sérgio
1
Goncalves-Pinto, Luis
1
Grundy, Bruce D.
1
Guo, Jiaqi
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Applied economics letters
210
Applied economics
203
Journal of international money and finance
183
NBER working paper series
179
International review of economics & finance : IREF
175
Working paper / National Bureau of Economic Research, Inc.
167
Finance research letters
163
Journal of banking & finance
153
NBER Working Paper
151
International review of financial analysis
150
Economic modelling
146
Applied financial economics
140
Journal of financial economics
132
Journal of empirical finance
130
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of international financial markets, institutions & money
117
CESifo working papers
101
International journal of finance & economics : IJFE
98
Research in international business and finance
83
The European journal of finance
83
Working paper
81
International journal of economics and financial issues : IJEFI
76
Discussion paper / Centre for Economic Policy Research
75
Economics letters
75
International journal of economics and finance
70
Pacific-Basin finance journal
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
Review of quantitative finance and accounting
63
Journal of econometrics
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Energy economics
58
Journal of risk and financial management : JRFM
58
Cogent economics & finance
57
The empirical economics letters : a monthly international journal of economics
55
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
48
International journal of forecasting
47
IMF working papers
46
Journal of international economics
46
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ECONIS (ZBW)
53
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1
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
2
Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
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3
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
4
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
5
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Karouzakis, Nikolaos
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
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6
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
7
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
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8
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
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9
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
Saved in:
10
Understanding alpha decay
Pénasse, Julien
- In:
Management science : journal of the Institute for …
68
(
2022
)
5
,
pp. 3966-3973
Persistent link: https://www.econbiz.de/10013368971
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