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~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"Balcilar, Mehmet"
~person:"Bollerslev, Tim"
~person:"Cakici, Nusret"
~subject:"Arbeitsmarktpolitik"
~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles of several authors"
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Arbeitsmarktpolitik
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Estimation
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99
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99
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Capital income
92
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118
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Balcilar, Mehmet
Bollerslev, Tim
Cakici, Nusret
Gil-Alaña, Luis A.
189
Gupta, Rangan
179
Phillips, Peter C. B.
95
Zaremba, Adam
95
Franses, Philip Hans
84
Caporale, Guglielmo Maria
82
McMillan, David G.
77
Tiwari, Aviral Kumar
77
Wohar, Mark E.
76
Narayan, Paresh Kumar
70
Taylor, Robert
63
Moosa, Imad A.
59
Leybourne, Stephen James
56
Harvey, Andrew C.
53
Koopman, Siem Jan
51
McAleer, Michael
51
Perron, Pierre
51
Teräsvirta, Timo
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Bouri, Elie
47
Chang, Tsangyao
47
Faff, Robert W.
47
Ma, Feng
47
Hendry, David F.
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Timmermann, Allan
43
Mills, Terence C.
42
Wang, Yudong
42
Bali, Turan G.
41
Brooks, Robert
40
Koop, Gary
39
Lütkepohl, Helmut
39
Pierdzioch, Christian
38
Chiang, Thomas C.
37
Ghysels, Eric
37
Hammoudeh, Shawkat
37
Lee, Bong-soo
37
Nguyen, Duc Khuong
37
Demirer, Rıza
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Journal of econometrics
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Journal of financial economics
7
International review of economics & finance : IREF
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Journal of banking & finance
5
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4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The journal of real estate finance and economics
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Journal of economic dynamics & control
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Handbook of econometrics ; Vol. 4
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International economic review
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International journal of banking, accounting and finance
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
119
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
ESG investing in good and bad times : an international study
Long, Huaigang
;
Chiah, Mardy
;
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014494745
Saved in:
3
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:
4
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
5
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:
6
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
7
Predicting returns with machine learning across horizons, firm size, and time
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
The journal of financial data science
5
(
2023
)
4
,
pp. 119-144
Persistent link: https://www.econbiz.de/10014424222
Saved in:
8
Productivity and GDP : international evidence of persistence and trends over 130 years of data
Gil-Alaña, Luis A.
;
Solarin Sakiru Adebola
;
Balcilar, …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
3
,
pp. 1219-1246
Persistent link: https://www.econbiz.de/10014226350
Saved in:
9
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
10
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
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