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~isPartOf:"International review of financial analysis"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Ahmad, Fawad"
~person:"Nonejad, Nima"
~subject:"Kreditrisiko"
~subject:"Risikoprämie"
~subject:"Share price"
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Kreditrisiko
Risikoprämie
Share price
Capital income
4
Kapitaleinkommen
4
Risk premium
4
Forecasting model
3
Prognoseverfahren
3
Equity premium
2
Estimation
2
Portfolio optimization
2
Portfolio selection
2
Portfolio-Management
2
Risiko
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Risk
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Schätzung
2
Theorie
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Theory
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ARCH model
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ARCH-Modell
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Anlageverhalten
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Behavioural finance
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Börsenkurs
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CAPM
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Decision under uncertainty
1
Density predictions
1
Economic policy
1
Endogeneity
1
Entscheidung unter Unsicherheit
1
Equity premium prediction
1
Information provision
1
Informationsversorgung
1
Investor attention
1
Measurement
1
Messung
1
Mispricing
1
News-based economic policy uncertainty
1
Newspaper-based uncertainty measures
1
Nonlinearity
1
Oil price
1
Out-of-sample predictability
1
Population-level predictability
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Ahmad, Fawad
Nonejad, Nima
Batten, Jonathan A.
3
Zhou, Guofu
3
Avino, Davide
2
Azad, A. S. M. Sohel
2
Bali, Turan G.
2
Blenman, Lloyd P.
2
Bouri, Elie
2
Branch, Ben Shirley
2
Dai, Min
2
Elkamhi, Redouane
2
Fang, Victor
2
Garlappi, Lorenzo
2
Hasler, Michael
2
Hsu, Alex
2
Peat, Maurice
2
Tamoni, Andrea
2
Teulon, Frédéric
2
Trojani, Fabio
2
Wolff, Christiaan Cornelis Petrus
2
Yu, Fan
2
Zhong, Angel
2
Adra, Samer
1
Aharon, David Y.
1
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Almaharmeh, Mohammad I.
1
Alonso-Conde, Ana B.
1
Andrei, Daniel
1
Anthonisz, Sean A.
1
Apergēs, Nikolaos
1
Aramonte, Sirio
1
Aretz, Kevin
1
Arouri, Mohamed
1
Arshanapalli, Bala Gangadhar
1
Augustin, Patrick
1
Aïd, René
1
Bakshi, Gurdip S.
1
Bams, Dennis
1
Baradarannia, M. Reza
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International review of financial analysis
Management science : journal of the Institute for Operations Research and the Management Sciences
Energy economics
2
Finance research letters
1
The North American journal of economics and finance : a journal of financial economics studies
1
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1
Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures : a comparative study
Nonejad, Nima
- In:
International review of financial analysis
83
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013455034
Saved in:
2
Investor attention, information acquisition, and value premium : a mispricing perspective
Ahmad, Fawad
;
Oriani, Raffaele
- In:
International review of financial analysis
79
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013349824
Saved in:
3
Predicting equity premium using news-based economic policy uncertainty : not all uncertainty changes are equally important
Nonejad, Nima
- In:
International review of financial analysis
77
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012805880
Saved in:
4
Déjà vol oil? : predicting S&P 500 equity premium using crude oil price volatility : evidence from old and recent time-series data
Nonejad, Nima
- In:
International review of financial analysis
58
(
2018
),
pp. 260-270
Persistent link: https://www.econbiz.de/10012006463
Saved in:
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