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subject:"Volatility"
subject:"Yield curve"
~accessRights:"restricted"
~person:"Kumar, Dilip"
~person:"Zaremba, Adam"
~subject:"Börsenkurs"
~subject:"Kapitalmarktrendite"
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Volatility
Yield curve
Börsenkurs
Kapitalmarktrendite
Estimation
65
Schätzung
65
Capital income
60
Kapitaleinkommen
60
CAPM
36
Forecasting model
32
Prognoseverfahren
32
Share price
25
Return predictability
23
Aktienmarkt
22
Stock market
22
Portfolio selection
21
Portfolio-Management
21
Welt
21
World
21
Asset pricing
18
Capital market returns
14
Risikoprämie
14
Risk premium
14
Volatilität
14
ARCH model
11
ARCH-Modell
11
Anlageverhalten
9
Behavioural finance
9
The cross-section of stock returns
8
Equity anomalies
7
Momentum
7
equity anomalies
7
return predictability
7
Estimation theory
6
Public bond
6
Schätztheorie
6
Theorie
6
Theory
6
Öffentliche Anleihe
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5
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English
46
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Kumar, Dilip
Zaremba, Adam
Gupta, Rangan
77
Ma, Feng
31
Balcilar, Mehmet
25
Bouri, Elie
25
Tiwari, Aviral Kumar
24
Pierdzioch, Christian
23
Wohar, Mark E.
23
Bahmani-Oskooee, Mohsen
21
Gil-Alaña, Luis A.
21
Xuan Vinh Vo
21
Zhang, Yaojie
21
Salisu, Afees A.
19
Jawadi, Fredj
18
Narayan, Paresh Kumar
18
Wang, Yudong
18
McMillan, David G.
17
Todorov, Viktor
16
Kang, Sang Hoon
15
Lee, Chien-chiang
15
Mensi, Walid
15
Sehgal, Sanjay
14
Umar, Zaghum
14
Wei, Yu
14
Yoon, Seong-min
14
Bollerslev, Tim
13
Demirer, Rıza
13
Li, Jia
13
Wu, Xinyu
13
Zhu, Huiming
13
Caporale, Guglielmo Maria
12
Hammoudeh, Shawkat
12
Kelly, Bryan T.
12
Nonejad, Nima
12
Chiang, Thomas C.
11
Long, Huaigang
11
Massa, Massimo
11
Yin, Libo
11
Apergēs, Nikolaos
10
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Applied economics
4
Economic research
4
Journal of banking & finance
4
Journal of international financial markets, institutions & money
4
Theoretical economics letters
3
Economic modelling
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Finance research letters
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Pacific-Basin finance journal
2
The journal of prediction markets
2
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Journal of quantitative economics
1
Quantitative finance
1
Research in international business and finance
1
Studies in economics and finance
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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46
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1
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:
2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
Factor seasonalities : international and further evidence
Mercik, Aleksander
;
Cupriak, Daniel
;
Zaremba, Adam
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014581028
Saved in:
4
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:
5
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:
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
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:
8
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
9
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
Saved in:
10
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
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