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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Financial market"
~subject:"Forecasting model"
~type_genre:"Aufsatz in Zeitschrift"
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Financial market
Forecasting model
Theorie
355
Theory
355
Portfolio selection
64
Portfolio-Management
64
Estimation
60
Schätzung
60
Börsenkurs
55
Share price
55
Volatility
45
Volatilität
45
CAPM
43
Capital income
43
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43
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31
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25
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Asymmetrische Information
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Arbeitspapier
Bibliographie enthalten
Aufsatz in Zeitschrift
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61
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English
61
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Dai, Zhifeng
4
Chen, Cathy W. S.
2
Hu, Duni
2
Wang, Hailong
2
Addo, Peter Martey
1
Adegboyega, Soliu Bidemi
1
Adekoya, Oluwasegun B.
1
Ahelegbey, Daniel Felix
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Aras, Güler
1
Argyropoulos, Efthymios
1
Asai, Manabu
1
Ash, J. C. K
1
Baghestani, Hamid
1
Bannouh, Karim
1
Billio, Monica
1
Brugal, Ivan
1
Buncic, Daniel
1
Caporin, Massimiliano
1
Chan, Jennifer So-kuen
1
Chang, Carolyn C. W.
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chatterjee, Rupak
1
Chen, An-sing
1
Chen, Dongqiao
1
Chen, Ji
1
Chen, Wei
1
Chen, Zan
1
Cheng, Lee-Young
1
Claassen, Bart
1
Croushore, Dean Darrell
1
Dam, Lammertjan
1
Denault, Michel
1
Deng, Shangkun
1
Dijk, Dick van
1
Dong, Manh Cuong
1
Dong, Xiaodi
1
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The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
677
Journal of forecasting
434
Working paper / National Bureau of Economic Research, Inc.
253
Discussion paper / Centre for Economic Policy Research
175
Journal of econometrics
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Journal of economic dynamics & control
132
Economic modelling
129
Economics letters
125
European journal of operational research : EJOR
119
Discussion paper / Tinbergen Institute
114
Journal of banking & finance
114
Computational economics
102
Working paper
98
Management science : journal of the Institute for Operations Research and the Management Sciences
91
Journal of empirical finance
90
CESifo working papers
89
Applied economics
88
Finance research letters
87
Working paper series / European Central Bank
79
Energy economics
77
Applied economics letters
76
International review of financial analysis
76
Risks : open access journal
76
Technological forecasting & social change : an international journal
75
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Journal of economic behavior & organization : JEBO
72
Journal of economic theory
72
Journal of monetary economics
70
Journal of applied econometrics
68
Journal of financial economics
68
Staff working paper / Bank of Canada
68
IMF working papers
66
International review of economics & finance : IREF
65
Journal of international money and finance
65
The European journal of finance
65
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
63
European economic review : EER
63
Macroeconomic dynamics
61
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ECONIS (ZBW)
61
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1
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
Saved in:
2
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
3
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
4
Corporate financing policies, financial leverage, and stock returns
Claassen, Bart
;
Dam, Lammertjan
;
Heijnen, Pim
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014486272
Saved in:
5
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
6
Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
Deng, Shangkun
;
Huang, Xiaoru
;
Zhu, Yingke
;
Su, Zhihao
; …
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246834
Saved in:
7
How does inter-industry spillover improve the performance of volatility forecasting?
Liu, Bin
;
Xiao, Wen
;
Zhu, Xingting
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309851
Saved in:
8
Group penalized logistic regressions predict up and down trends for stock prices
Yang, Yanlin
;
Hu, Xuemei
;
Jiang, Huifeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413355
Saved in:
9
Optimal time-consistent reinsurance and investment strategies for a jump-diffusion financial market without cash
Zhang, Caibin
;
Liang, Zhibin
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413423
Saved in:
10
Market insurance and endogenous saving with multiple loss states
Seog, S. Hun
;
Hong, Jimin
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013449355
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