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~language:"eng"
~language:"hin"
~language:"ita"
~language:"nor"
~person:"Timmermann, Allan"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Share price
Wirkungsanalyse
Forecasting model
64
Prognoseverfahren
64
Theorie
63
Theory
62
Capital income
31
Börsenkurs
23
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20
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20
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20
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20
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18
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18
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14
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Timmermann, Allan
Gupta, Rangan
202
Zaremba, Adam
104
Narayan, Paresh Kumar
99
Wohar, Mark E.
95
McMillan, David G.
89
Faff, Robert W.
71
Tiwari, Aviral Kumar
68
Ma, Feng
65
Caporale, Guglielmo Maria
64
Bouri, Elie
62
Gil-Alaña, Luis A.
62
Ryu, Doojin
62
Hammoudeh, Shawkat
60
Zhang, Wei
60
Apergēs, Nikolaos
59
Madura, Jeff
59
Pierdzioch, Christian
58
Hassan, M. Kabir
56
Nguyen, Duc Khuong
56
Xuan Vinh Vo
56
Brooks, Robert
55
Chan, Kam C.
50
Chiang, Thomas C.
50
Subrahmanyam, Avanidhar
50
Demirer, Rıza
49
Xiong, Xiong
47
Lee, Chien-chiang
46
Bali, Turan G.
45
Cakici, Nusret
45
Salisu, Afees A.
45
Titman, Sheridan
45
Balcilar, Mehmet
44
Fabozzi, Frank J.
43
Kutan, Ali Mustafa
43
Lucey, Brian M.
43
Wang, Yudong
43
Wong, Wing Keung
43
Lien, Da-hsiang Donald
42
Sehgal, Sanjay
42
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The journal of finance : the journal of the American Finance Association
5
International journal of forecasting
4
Journal of econometrics
4
Journal of financial economics
4
The economic journal : the journal of the Royal Economic Society
4
The review of financial studies
3
Economics letters
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Journal of forecasting
2
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1
Economic policy : a European forum
1
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1
Essays in nonlinear time series econometrics
1
European finance review : the official journal of the European Finance Association
1
Forecasting volatility in the financial markets
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The Manchester School
1
The Scandinavian journal of economics
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ECONIS (ZBW)
46
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1
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46
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date (oldest first)
1
Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
Saved in:
2
Payout suspensions during the Covid-19 pandemic
Pettenuzzo, Davide
;
Sabbatucci, Riccardo
;
Timmermann, Allan
- In:
Economics letters
224
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014307907
Saved in:
3
Pockets of predictability
Farmer, Leland E.
;
Schmidt, Lawrence
;
Timmermann, Allan
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1279-1341
Persistent link: https://www.econbiz.de/10014312021
Saved in:
4
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
5
Break risk
Smith, Simon C.
;
Timmermann, Allan
- In:
The review of financial studies
34
(
2021
)
4
,
pp. 2045-2100
Persistent link: https://www.econbiz.de/10012504734
Saved in:
6
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
8
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
9
Bias and uncertainty in analyst earnings expectations at different forecast horizons
Aiolfi, Marco
;
Giudice Rodriguez, Marius del
; …
- In:
Essays in nonlinear time series econometrics
,
(pp. 288-306)
.
2014
Persistent link: https://www.econbiz.de/10010385836
Saved in:
10
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
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