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~language:"eng"
~language:"ita"
~language:"nor"
~language:"und"
~person:"McMillan, David G."
~person:"Zaremba, Adam"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Unternehmenserfolg"
~subject:"Wirkungsanalyse"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
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Kapitaleinkommen
Share price
Unternehmenserfolg
Wirkungsanalyse
Zeitreihenanalyse
Capital income
171
Börsenkurs
116
Estimation
111
Schätzung
111
Forecasting model
97
Prognoseverfahren
97
Stock market
86
Aktienmarkt
85
CAPM
70
Volatility
70
Volatilität
70
Welt
59
World
59
Portfolio selection
45
Portfolio-Management
45
Return predictability
34
Asset pricing
32
Großbritannien
32
Risikoprämie
32
Risk premium
32
United Kingdom
32
ARCH model
29
ARCH-Modell
29
Theorie
29
Theory
29
Capital market returns
27
Kapitalmarktrendite
27
Risk
20
Risiko
19
Time series analysis
19
USA
19
United States
19
Exchange rate
18
Wechselkurs
18
Stock returns
16
Anlageverhalten
15
Behavioural finance
15
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Undetermined
119
Free
25
Type of publication
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Article
209
Book / Working Paper
4
Type of publication (narrower categories)
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Article in journal
Aufsatz im Buch
Bibliography included
Case study
Collection of articles of several authors
Conference paper
Graue Literatur
Handbuch
Aufsatz in Zeitschrift
208
Arbeitspapier
4
Non-commercial literature
4
Working Paper
4
Book section
1
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Language
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English
Italian
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McMillan, David G.
Zaremba, Adam
Gil-Alaña, Luis A.
411
Caporale, Guglielmo Maria
371
Gupta, Rangan
347
McAleer, Michael
213
Franses, Philip Hans
188
Phillips, Peter C. B.
182
Koopman, Siem Jan
174
Lechner, Michael
139
Pesaran, M. Hashem
136
Timmermann, Allan
124
Pierdzioch, Christian
120
Teräsvirta, Timo
117
Wohar, Mark E.
117
Narayan, Paresh Kumar
115
Tiwari, Aviral Kumar
109
Lütkepohl, Helmut
108
Stulz, René M.
108
Caliendo, Marco
103
Härdle, Wolfgang
103
Bloom, Nicholas
98
Diebold, Francis X.
98
Gao, Jiti
98
Wagner, Joachim
97
Lucas, André
96
Heckman, James J.
94
Allen, David E.
93
Bollerslev, Tim
93
Sibbertsen, Philipp
93
Van Reenen, John
92
Bouri, Elie
90
Kapetanios, George
89
Marcellino, Massimiliano
89
Linton, Oliver
87
Hyndman, Rob J.
86
Taylor, Robert
85
Faff, Robert W.
84
Görg, Holger
84
Koop, Gary
84
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Finance research letters
14
Research in international business and finance
13
Journal of international financial markets, institutions & money
10
Applied economics
9
Applied financial economics
8
International review of financial analysis
8
The journal of asset management
7
Journal of banking & finance
6
The European journal of finance
6
Economic research
5
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
Studies in economics and finance
4
Applied economics letters
3
E-Finanse : finansowy kwartalnik internetowy
3
Economic modelling
3
Economics letters
3
Emerging markets review
3
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial markets, institutions & instruments
3
International journal of finance & economics : IJFE
3
International review of applied economics
3
International review of economics & finance : IREF
3
Journal of economic dynamics & control
3
The North American journal of economics and finance : a journal of financial economics studies
3
Cogent economics & finance
2
Contemporary economics
2
Copernican Journal of Finance & Accounting : CJF&A
2
Finance a úvěr
2
International journal of finance & banking studies : JJFBS
2
International journal of forecasting
2
Journal of behavioral and experimental finance
2
Journal of business economics and management
2
Journal of empirical finance
2
Journal of forecasting
2
Managerial finance
2
Oxford bulletin of economics and statistics
2
Review of accounting & finance
2
The Manchester School
2
The journal of investing : JOI
2
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ECONIS (ZBW)
213
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213
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1
Air temperature and sovereign bond returns
Kizys, Renatas
;
Rouatbi, Wael
;
Umar, Zaghum
;
Zaremba, Adam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 179-209
Persistent link: https://www.econbiz.de/10014532260
Saved in:
2
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
3
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
4
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:
5
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:
6
Lottery stocks in the UK : evidence, characteristics and cause
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International journal of banking, accounting and …
14
(
2024
)
1
,
pp. 58-96
Persistent link: https://www.econbiz.de/10015057209
Saved in:
7
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret
;
Shahzad, Syed Jawad Hussain
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014543950
Saved in:
8
Stock market reactions under the shadow of the COVID-19 pandemic : evidence from China
Zhou, Wenyu
;
Zhou, Yujun
;
Zaremba, Adam
;
Long, Huaigang
- In:
Journal of behavioral and experimental finance
42
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014547441
Saved in:
9
Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
Korkusuz, Burak
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
4
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10014253685
Saved in:
10
Composite equity issuance and the cross-section of country and industry returns
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Applied economics
55
(
2023
)
56
,
pp. 6627-6645
Persistent link: https://www.econbiz.de/10014382720
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