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subject:"United States"
type_genre:"Article in journal"
~person:"Cheung, Yin-Wong"
~person:"Wohar, Mark E."
~person:"Zaremba, Adam"
~subject:"Prognoseverfahren"
~subject:"Regressionsanalyse"
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United States
Prognoseverfahren
Regressionsanalyse
Estimation
175
Schätzung
175
Capital income
86
Kapitaleinkommen
86
Börsenkurs
62
Share price
62
Aktienmarkt
45
Stock market
45
CAPM
43
Forecasting model
43
Welt
41
World
41
USA
30
Volatility
30
Volatilität
30
Return predictability
25
Portfolio selection
24
Portfolio-Management
24
Risikoprämie
23
Risk premium
23
Theorie
22
Theory
22
Asset pricing
19
Capital market returns
15
Exchange rate
15
Kapitalmarktrendite
15
Wechselkurs
15
Cointegration
13
Inflation
13
Kointegration
13
Risk
13
Risiko
12
Time series analysis
12
Zeitreihenanalyse
12
Anlageverhalten
10
Behavioural finance
10
Business cycle
10
Großbritannien
10
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39
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2
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Article
70
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Article in journal
Aufsatz in Zeitschrift
70
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Aufsatz im Buch
2
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2
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English
70
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Cheung, Yin-Wong
Wohar, Mark E.
Zaremba, Adam
Gupta, Rangan
101
Bahmani-Oskooee, Mohsen
32
Pierdzioch, Christian
31
Gil-Alaña, Luis A.
30
Ma, Feng
29
Caporale, Guglielmo Maria
26
McMillan, David G.
26
Wang, Yudong
22
Narayan, Paresh Kumar
21
Zhang, Yaojie
21
Balcilar, Mehmet
20
Bollerslev, Tim
19
Moosa, Imad A.
19
McAleer, Michael
18
Apergēs, Nikolaos
17
Salisu, Afees A.
17
Jawadi, Fredj
16
Marcellino, Massimiliano
16
Nonejad, Nima
15
Bali, Turan G.
14
Heckman, James J.
14
Hsing, Yu
14
Tiwari, Aviral Kumar
14
Koopman, Siem Jan
13
Lee, Chien-chiang
13
Payne, James E.
13
Pesaran, M. Hashem
13
Sarno, Lucio
13
Swanson, Norman R.
13
Wei, Yu
13
Bouri, Elie
12
Cebula, Richard J.
12
Chang, Tsangyao
12
Neumark, David
12
Serletis, Apostolos
12
Westerlund, Joakim
12
Andersen, Torben
11
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Finance research letters
5
International journal of finance & economics : IJFE
5
Applied economics
4
International review of economics & finance : IREF
4
International review of financial analysis
4
The North American journal of economics and finance : a journal of financial economics studies
3
Economic research
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of economic research
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Open economies review
2
Pacific-Basin finance journal
2
Southern economic journal
2
Applied economics letters
1
Applied financial economics
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economics and Business Letters : EBL
1
Emerging markets, finance and trade : EMFT
1
Finance a úvěr
1
Global finance journal
1
International economic journal
1
International journal of forecasting
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of econometrics
1
Journal of forecasting
1
Journal of macroeconomics
1
Macroeconomic dynamics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Pacific economic review
1
Quantitative finance
1
Research in international business and finance
1
Review of finance : journal of the European Finance Association
1
The Manchester School
1
The journal of investing : JOI
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
70
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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
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:
3
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:
4
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:
5
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
6
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:
7
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:
8
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
Saved in:
9
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
10
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
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