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~isPartOf:"Pacific-Basin finance journal"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
CAPM
105
Capital income
64
Kapitaleinkommen
64
Börsenkurs
51
Share price
51
Aktienmarkt
42
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42
China
31
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26
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23
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23
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Zaremba, Adam
2
Bianchi, Robert
1
Bui, Dien Giau
1
Cakici, Nusret
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Dinh Hoang Bach Phan
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He, Zhongzhi
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Jurdi, Doureige J.
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Kam Fong Chan
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Pacific-Basin finance journal
Journal of financial economics
36
Journal of banking & finance
28
Finance research letters
25
Journal of empirical finance
17
Management science : journal of the Institute for Operations Research and the Management Sciences
15
The North American journal of economics and finance : a journal of financial economics studies
11
International review of financial analysis
10
Economics letters
8
Journal of econometrics
8
Journal of economic dynamics & control
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Journal of financial markets
7
Journal of forecasting
7
Quantitative finance
7
Applied economics
6
Research in international business and finance
6
Review of finance : journal of the European Finance Association
6
The journal of asset management
6
The journal of asset management : a major new, international quarterly journal for the financial community
6
Energy economics
5
Journal of international financial markets, institutions & money
5
Economic modelling
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European financial management : the journal of the European Financial Management Association
4
International review of economics & finance : IREF
4
Journal of financial and quantitative analysis : JFQA
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The journal of finance : the journal of the American Finance Association
4
Abacus : a journal of accounting, finance and business studies
3
Applied financial economics
3
Computational economics
3
Critical finance review
3
Emerging markets, finance and trade : EMFT
3
International journal of economics and finance
3
International journal of theoretical and applied finance
3
Journal of economic behavior & organization : JEBO
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Journal of financial econometrics
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Journal of international money and finance
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ECONIS (ZBW)
12
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12
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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
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:
3
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:
4
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:
5
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:
6
Trade links and return predictability : the Australian evidence
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463756
Saved in:
7
A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao
;
Kam Fong Chan
- In:
Pacific-Basin finance journal
50
(
2018
),
pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Saved in:
8
Exploiting the low-risk anomaly using machine learning to enhance the Black-Litterman framework : evidence from South Korea
Pyo, Sujin
;
Lee, Jaewook
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012035052
Saved in:
9
Price discovery and
asset
pricing
Narayan, Paresh Kumar
;
Dinh Hoang Bach Phan
; …
- In:
Pacific-Basin finance journal
40
(
2016
),
pp. 224-235
Persistent link: https://www.econbiz.de/10011712065
Saved in:
10
Dynamic factors and
asset
pricing
: international and further U.S. evidence
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
Saved in:
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