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~accessRights:"restricted"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Cakici, Nusret"
~person:"Sehgal, Sanjay"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Interview"
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Kapitaleinkommen
Capital income
40
Börsenkurs
31
CAPM
31
Share price
31
Estimation
29
Schätzung
29
Aktienmarkt
25
Stock market
25
India
12
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12
Return predictability
12
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11
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11
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11
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10
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10
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The cross-section of stock returns
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Cakici, Nusret
Sehgal, Sanjay
Gupta, Rangan
104
Zaremba, Adam
81
Bouri, Elie
42
Ma, Feng
39
Narayan, Paresh Kumar
39
Wohar, Mark E.
39
Wang, Yudong
34
Tiwari, Aviral Kumar
32
Demirer, Rıza
28
Zhang, Wei
27
Shahzad, Syed Jawad Hussain
26
Shen, Dehua
26
Zhang, Yaojie
26
Balcilar, Mehmet
23
McMillan, David G.
23
Yin, Libo
23
Xuan Vinh Vo
22
Zhong, Angel
22
Long, Huaigang
21
Pierdzioch, Christian
20
Umar, Zaghum
20
Liang, Chao
19
Xiong, Xiong
19
Chiah, Mardy
18
Ko, Kuan-Cheng
18
Li, Yan
18
Ryu, Doojin
18
Salisu, Afees A.
18
Wu, Chongfeng
17
Chiang, Thomas C.
16
Kang, Jangkoo
16
Kumar, Dilip
16
Li, Youwei
16
Ur Rehman, Mobeen
16
Bali, Turan G.
15
Caporale, Guglielmo Maria
15
Dinh Hoang Bach Phan
15
Grobys, Klaus
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IIMB management review
3
Journal of banking & finance
3
Journal of international financial markets, institutions & money
3
Pacific-Basin finance journal
3
International journal of emerging markets
2
Journal of advances in management research : JAMR
2
Journal of economic dynamics & control
2
Review of quantitative finance and accounting
2
Theoretical economics letters
2
Asia Pacific financial markets
1
Asia-Pacific financial markets
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Business and Economic Research : BER
1
Global business review
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International review of financial analysis
1
Investment management and financial innovations
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1
Journal of empirical finance
1
Journal of financial economics
1
Journal of financial stability
1
Journal of international money and finance
1
Journal of quantitative economics
1
The European journal of finance
1
The journal of financial data science
1
The journal of impact and ESG investing
1
The journal of investing : JOI
1
The journal of investment strategies
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Vision : the journal of business perspective
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ECONIS (ZBW)
40
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1
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:
2
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret
;
Shahzad, Syed Jawad Hussain
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
Saved in:
3
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:
4
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014479641
Saved in:
5
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:
6
Predicting returns with machine learning across horizons, firm size, and time
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
The journal of financial data science
5
(
2023
)
4
,
pp. 119-144
Persistent link: https://www.econbiz.de/10014424222
Saved in:
7
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:
8
Does betting against beta strategy work in major Asian Markets?
Sehgal, Sanjay
;
Rakhyani, Sarika
;
Deisting, Florent
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013552467
Saved in:
9
Responsible investing : ESG ratings and the cross section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
The journal of impact and ESG investing
3
(
2022
)
1
,
pp. 80-101
Persistent link: https://www.econbiz.de/10014232997
Saved in:
10
Salience theory and the cross-section of stock returns : International and further evidence
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 689-725
Persistent link: https://www.econbiz.de/10013482348
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