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~isPartOf:"Journal of empirical finance"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Volatility"
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Search: subject:"Capital income"
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Forecasting model
Share price
Volatility
Capital income
379
Kapitaleinkommen
379
Börsenkurs
150
Estimation
121
Schätzung
121
Theorie
116
Theory
116
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
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50
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48
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48
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45
United States
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43
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42
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39
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Welt
33
World
33
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23
Asset pricing
20
Estimation theory
20
Investment Fund
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English
254
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Wang, Yudong
5
Christiansen, Charlotte
3
Wu, Chongfeng
3
Yu, Deshui
3
Bekaert, Geert
2
Cakici, Nusret
2
Cenesizoglu, Tolga
2
Engsted, Tom
2
Gospodinov, Nikolaj
2
Huang, Difang
2
Hur, Jungshik
2
Jiang, George J.
2
Karanasos, Menelaos
2
Kim, Chang-jin
2
Kim, Dongcheol
2
Kim, Jae H.
2
Ko, Kuan-Cheng
2
Kolari, James W.
2
Li, Chen
2
Li, Youwei
2
Linton, Oliver
2
Maio, Paulo
2
Min, Byoung-Kyu
2
Møller, Stig Vinther
2
Nelson, Charles R.
2
Pan, Zhiyuan
2
Papadimitriou, Fotios I.
2
Pedersen, Thomas Q.
2
Perron, Pierre
2
Pynnönen, Seppo
2
Reschenhofer, Erhard
2
Salvador, Enrique
2
Schlag, Christian
2
Timmermann, Allan
2
Turtle, Harry J.
2
Wohar, Mark E.
2
Wu, Yangru
2
Zaremba, Adam
2
Zhu, Yifeng
2
Aboulamer, Anas
1
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Journal of empirical finance
Finance research letters
435
International review of financial analysis
333
Journal of banking & finance
318
Journal of financial economics
254
Pacific-Basin finance journal
248
International review of economics & finance : IREF
240
NBER working paper series
219
Applied economics
194
The North American journal of economics and finance : a journal of financial economics studies
185
Applied economics letters
184
Working paper / National Bureau of Economic Research, Inc.
179
Research in international business and finance
178
NBER Working Paper
166
Applied financial economics
143
Journal of international financial markets, institutions & money
143
Energy economics
142
Review of quantitative finance and accounting
140
Economic modelling
138
The European journal of finance
133
The journal of finance : the journal of the American Finance Association
130
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
126
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Journal of risk and financial management : JRFM
113
Economics letters
111
Journal of econometrics
106
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
102
International journal of economics and finance
99
International journal of forecasting
99
Investment management and financial innovations
98
Journal of financial markets
98
International journal of economics and financial issues : IJEFI
97
Journal of forecasting
89
The review of financial studies
88
Journal of financial and quantitative analysis : JFQA
86
Cogent economics & finance
83
International journal of finance & economics : IJFE
79
Working paper
69
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Journal of international money and finance
67
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ECONIS (ZBW)
254
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1
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254
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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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