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~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"United States"
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Forecasting model
Share price
United States
Capital income
379
Kapitaleinkommen
379
Börsenkurs
150
Estimation
121
Schätzung
121
Theorie
116
Theory
116
Volatility
104
Volatilität
104
Prognoseverfahren
100
Portfolio selection
90
Portfolio-Management
90
CAPM
85
Aktienmarkt
70
Stock market
70
Risikoprämie
51
Risk premium
51
ARCH model
50
ARCH-Modell
50
Anlageverhalten
48
Behavioural finance
48
USA
45
Risk
43
Risiko
42
Time series analysis
39
Zeitreihenanalyse
39
Welt
33
World
33
Correlation
23
Korrelation
23
Asset pricing
20
Estimation theory
20
Investment Fund
20
Investmentfonds
20
Schätztheorie
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Ankündigungseffekt
19
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English
233
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Nelson, Charles R.
4
Wang, Yudong
4
Min, Byoung-Kyu
3
Yu, Deshui
3
Bekaert, Geert
2
Cenesizoglu, Tolga
2
Cheng, Tingting
2
Engsted, Tom
2
Gospodinov, Nikolaj
2
Granger, C. W. J.
2
Huang, Difang
2
Hur, Jungshik
2
Jiang, George J.
2
Karanasos, Menelaos
2
Kim, Chang-Jin
2
Kim, Chang-jin
2
Kim, Jae H.
2
Ko, Kuan-Cheng
2
Kolari, James W.
2
Li, Chen
2
Li, Youwei
2
Maio, Paulo
2
Møller, Stig Vinther
2
Pan, Zhiyuan
2
Papadimitriou, Fotios I.
2
Pedersen, Thomas Q.
2
Pynnönen, Seppo
2
Reschenhofer, Erhard
2
Schlag, Christian
2
Timmermann, Allan
2
Turtle, Harry J.
2
Wohar, Mark E.
2
Wu, Chongfeng
2
Wu, Yangru
2
Zaremba, Adam
2
Zhu, Yifeng
2
Aboulamer, Anas
1
Adra, Samer
1
Al Zaman, Ashraf
1
Aldrich, Eric M.
1
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Journal of empirical finance
Finance research letters
392
Working paper / National Bureau of Economic Research, Inc.
387
Journal of banking & finance
316
International review of financial analysis
303
The journal of finance : the journal of the American Finance Association
294
Journal of financial economics
287
Pacific-Basin finance journal
228
The review of financial studies
224
International review of economics & finance : IREF
222
NBER working paper series
207
Applied economics
178
Applied economics letters
170
The North American journal of economics and finance : a journal of financial economics studies
169
Review of quantitative finance and accounting
164
Journal of financial and quantitative analysis : JFQA
157
Applied financial economics
150
NBER Working Paper
150
Research in international business and finance
145
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
134
The European journal of finance
125
Journal of international financial markets, institutions & money
120
Economic modelling
113
Management science : journal of the Institute for Operations Research and the Management Sciences
111
The journal of real estate finance and economics
111
Energy economics
109
Economics letters
107
Journal of risk and financial management : JRFM
97
Journal of financial markets
93
Journal of forecasting
92
International journal of forecasting
91
International journal of economics and financial issues : IJEFI
90
International journal of economics and finance
88
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
86
Investment management and financial innovations
85
The financial review : the official publication of the Eastern Finance Association
80
Journal of economics and finance
78
Finance and economics discussion series
77
Cogent economics & finance
75
Journal of econometrics
75
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ECONIS (ZBW)
233
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1
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10
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233
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1
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing
;
Yang, Ge
- In:
Journal of empirical finance
77
(
2024
),
pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
Saved in:
4
The effect of investor attention on stock price crash risk
Chen, Ting-Hsuan
;
Chen, Kai-sheng
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014491859
Saved in:
5
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
6
Expensive anomalies
Anginer, Deniz
;
Ray, Sugata
;
Seyhun, H. Nejat
;
Xu, Luqi
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014474374
Saved in:
7
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
8
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
9
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
10
Global political risk and international stock returns
Gala, Vito D.
;
Pagliardi, Giovanni
;
Zenios, Stauros Andrea
- In:
Journal of empirical finance
72
(
2023
),
pp. 78-102
Persistent link: https://www.econbiz.de/10014476810
Saved in:
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