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~isPartOf:"Economics letters"
~isPartOf:"Emerging markets, finance and trade : EMFT"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~language:"hun"
~language:"ita"
~person:"Bekiros, Stelios"
~person:"Clements, Michael P."
~person:"De Grauwe, Paul"
~person:"Sola, Martin"
~person:"Zaremba, Adam"
~subject:"CAPM"
~subject:"EU-Mitgliedschaft"
~subject:"EU-Staaten"
~subject:"Euro"
~subject:"Forecasting model"
~subject:"Konsumentenverhalten"
~subject:"Return predictability"
~subject:"Share price"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzbeitrag"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
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CAPM
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Bekiros, Stelios
Clements, Michael P.
De Grauwe, Paul
Sola, Martin
Zaremba, Adam
Peel, David
14
Gupta, Rangan
11
Hommes, Cars H.
8
Kapetanios, George
8
Levy, Haim
8
Branger, Nicole
7
Faff, Robert W.
7
Frijns, Bart
7
He, Xue-zhong
7
Molyneux, Philip
7
Prokopczuk, Marcel
7
Blackaby, David
6
Cakici, Nusret
6
Clare, Andrew D.
6
Fiordelisi, Franco
6
Guo, Hui
6
Hanaki, Nobuyuki
6
Li, Kai
6
Thomas, Stephen
6
Timmermann, Allan
6
Baghestani, Hamid
5
Bolt, Wilko
5
Carbó Valverde, Santiago
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Chang, Eric Chieh
5
Darrat, Ali F.
5
Hollstein, Fabian
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Lioui, Abraham
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MacDonald, Ronald
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Madura, Jeff
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Narayan, Paresh Kumar
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Panchenko, Valentyn
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Post, Thierry
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Rubio, Gonzalo
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Ruelke, Jan-Christoph
5
Shackleton, Mark B.
5
Skiadopoulos, George
5
Taylor, Mark P.
5
Taylor, Stephen
5
Vander Vennet, Rudi
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Economics letters
Emerging markets, finance and trade : EMFT
Journal of banking & finance
Journal of economic dynamics & control
International journal of forecasting
27
Intereconomics : review of European economic policy
13
Journal of applied econometrics
12
Applied economics
9
Finance research letters
9
International review of financial analysis
8
Economic modelling
7
Journal of forecasting
7
Research in international business and finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Economic research
5
European economic review : EER
5
Journal of common market studies : JCMS
5
Journal of international financial markets, institutions & money
5
Journal of international money and finance
5
Journal of empirical finance
4
Journal of macroeconomics
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
The North American journal of economics and finance : a journal of financial economics studies
4
Computational economics
3
E-Finanse : finansowy kwartalnik internetowy
3
Emerging markets review
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International finance
3
International journal of finance & economics : IJFE
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial stability
3
Oxford bulletin of economics and statistics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
The econometrics journal
3
The economic journal : the journal of the Royal Economic Society
3
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
2
CESifo forum : a bi-monthly journal on European economic issues
2
Copernican Journal of Finance & Accounting : CJF&A
2
Economic policy : a European forum
2
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ECONIS (ZBW)
21
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1
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10
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21
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1
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:
2
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:
3
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:
4
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
Saved in:
5
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:
6
Explaining equity anomalies in frontier markets : a horserace of factor pricing models
Zaremba, Adam
;
Maydybura, Alina
;
Czapkiewicz, Anna
; …
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
13
,
pp. 3604-3633
Persistent link: https://www.econbiz.de/10012623456
Saved in:
7
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
8
Measuring the effects of expectations shocks
Clements, Michael P.
;
Galvão, Ana Beatriz C.
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012666895
Saved in:
9
Performance persistence in anomaly returns : evidence from frontier markets
Zaremba, Adam
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
12
,
pp. 2852-2873
Persistent link: https://www.econbiz.de/10012312684
Saved in:
10
Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam
;
Umutlu, Mehmet
;
Maydybura, Alina
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
Saved in:
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