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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~subject:"Forecasting model"
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Search: subject:"Capital-Asset-Pricing-Modell"
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Forecasting model
CAPM
278
Theorie
136
Theory
136
Capital income
85
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85
Börsenkurs
72
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72
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Option pricing theory
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Zaremba, Adam
5
Cakici, Nusret
3
Long, Huaigang
3
Bianchi, Robert
2
Bui, Dien Giau
1
Chiah, Mardy
1
Dinh Hoang Bach Phan
1
Fieberg, Christian
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He, Zhongzhi
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Jurdi, Doureige J.
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Kam Fong Chan
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Kim, Jinyong
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Lioui, Abraham
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Narayan, Paresh Kumar
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Pan, Zheyao
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Pyo, Sujin
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Rabanal, Jean Paul
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Szyszka, Adam
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1
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1
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Journal of economic dynamics & control
Pacific-Basin finance journal
Journal of financial economics
33
Journal of banking & finance
26
Finance research letters
22
Journal of empirical finance
14
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The North American journal of economics and finance : a journal of financial economics studies
10
International review of financial analysis
8
Journal of econometrics
8
NBER working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
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Research paper series / Swiss Finance Institute
7
The review of financial studies
7
Applied economics
6
Journal of financial markets
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Research in international business and finance
6
Review of finance : journal of the European Finance Association
6
Swiss Finance Institute Research Paper
6
The journal of asset management
6
Working paper
6
Working paper / National Bureau of Economic Research, Inc.
6
CREATES research paper
5
Discussion papers / CEPR
5
Journal of international financial markets, institutions & money
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
Economic modelling
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Energy economics
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European financial management : the journal of the European Financial Management Association
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Review of quantitative finance and accounting
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Staff working paper / Bank of Canada
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The journal of asset management : a major new, international quarterly journal for the financial community
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Abacus : a journal of accounting, finance and business studies
3
Critical finance review
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Emerging markets, finance and trade : EMFT
3
International journal of economics and finance
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International journal of theoretical and applied finance
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ECONIS (ZBW)
18
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1
An empirical evaluation of the salience-based asset pricing model : evidence from Australia
Lee, Deok-Hyeon
;
Min, Byoung-Kyu
;
Xiao, Yucaho
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014534600
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
Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau
;
Kong, De-Rong
;
Lin, Chih-Yung
;
Lin, Tse-Chun
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
Saved in:
4
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:
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
Predicting the Australian equity risk premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
7
False discoveries in the anomaly research : new insights from the Stock Exchange of Melbourne (1927-1987)
Cakici, Nusret
;
Zaremba, Adam
;
Bianchi, Robert
;
Pham, Nga
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013392350
Saved in:
8
Factor investing for the long run
Lioui, Abraham
;
Tarelli, Andrea
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012503351
Saved in:
9
Business sentiment and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Long, Huaigang
;
Zawadka, …
- In:
Pacific-Basin finance journal
61
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012494421
Saved in:
10
Can competition between forecasters stabilize asset prices in learning to forecast experiments?
Kopányi, Dávid
;
Rabanal, Jean Paul
;
Rud, Olga A.
; …
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012314007
Saved in:
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