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type:"article"
~isPartOf:"Journal of empirical finance"
~subject:"Forward premium anomaly"
~subject:"Least squares method"
~subject:"Risikoprämie"
~subject:"Schätztheorie"
~subject:"Theorie"
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Search: subject_exact:"Regression coefficient"
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Forward premium anomaly
Least squares method
Risikoprämie
Schätztheorie
Theorie
Regression analysis
31
Regressionsanalyse
31
Capital income
16
Kapitaleinkommen
16
Estimation
12
Schätzung
12
Forecasting model
11
Prognoseverfahren
11
Theory
10
Börsenkurs
6
Share price
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Estimation theory
5
Risk premium
5
Portfolio selection
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Portfolio-Management
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Predictive regression
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4
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4
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3
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English
18
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Baillie, Richard
2
Wang, Yudong
2
Al Zaman, Ashraf
1
Amihud, Yakov
1
Blake, David
1
Caporin, Massimiliano
1
Castro, Carlos
1
Cho, Dooyeon
1
Diao, Xundi
1
Ferrari, Stijn
1
Harvey, Campbell R.
1
Hirk, Rainer
1
Hornik, Kurt
1
Hurvich, Clifford M.
1
Jayetileke, Harshanie L.
1
Kim, Kun Ho
1
Li, Ming-yuan Leon
1
Liu, Li
1
Liu, Wei
1
Long, Wei
1
Lunde, Asger
1
Ma, Feng
1
Maynard, Alex
1
Miu, Peter
1
Natvik, Gisle J.
1
Pan, Zhiyuan
1
Pettenuzzo, Davide
1
Ravazzolo, Francesco
1
Ren, Yu
1
Santucci de Magistris, Paolo
1
Siegmann, Adriaan Hendrik
1
Sizova, Natalia
1
Stefanov, Denitsa
1
Sy, Oumar
1
Timmermann, Allan
1
Tu, Yundong
1
Vana, Laura
1
Wang, Yi
1
Wang, You-Gan
1
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Journal of empirical finance
Journal of econometrics
374
Economics letters
144
Econometric theory
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Journal of the American Statistical Association : JASA
104
Econometric reviews
100
The econometrics journal
73
International journal of forecasting
64
European journal of operational research : EJOR
55
Journal of forecasting
47
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Economic modelling
43
Applied economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Applied economics
36
Insurance / Mathematics & economics
36
Computational economics
34
Journal of applied econometrics
34
Econometrics : open access journal
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of risk and financial management : JRFM
25
Oxford bulletin of economics and statistics
25
Statistical papers
25
Quantitative economics : QE ; journal of the Econometric Society
23
Risks : open access journal
22
Energy economics
19
Journal of the Operational Research Society : OR
17
The empirical economics letters : a monthly international journal of economics
17
Journal of business research : JBR
16
Organizational research methods : ORM
16
Finance research letters
15
Journal of econometric methods
15
Journal of quantitative economics : official journal of the Indian Econometric Society
15
Statistics in transition : an international journal of the Polish Statistical Association
15
International journal of production research
14
Journal of banking & finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
The review of economics and statistics
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ECONIS (ZBW)
18
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1
A corporate credit rating model with autoregressive errors
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
- In:
Journal of empirical finance
69
(
2022
),
pp. 224-240
Persistent link: https://www.econbiz.de/10013478530
Saved in:
2
Testing predictability of stock returns under possible bubbles
Yang, Bingduo
;
Long, Wei
;
Yang, Zihui
- In:
Journal of empirical finance
68
(
2022
),
pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
Saved in:
5
Is the presidential premium spurious?
Sy, Oumar
;
Al Zaman, Ashraf
- In:
Journal of empirical finance
56
(
2020
),
pp. 94-104
Persistent link: https://www.econbiz.de/10012430413
Saved in:
6
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
7
The bank-sovereign nexus : evidence from a non-bailout episode
Caporin, Massimiliano
;
Natvik, Gisle J.
;
Ravazzolo, …
- In:
Journal of empirical finance
53
(
2019
),
pp. 181-196
Persistent link: https://www.econbiz.de/10012171688
Saved in:
8
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
9
The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik
;
Stefanov, Denitsa
- In:
Journal of empirical finance
44
(
2017
),
pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
Saved in:
10
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
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