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~language:"eng"
~language:"nor"
~person:"Cakici, Nusret"
~person:"Demirer, Rıza"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Lehrbuch"
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Entwicklungsländer
Kapitaleinkommen
Capital income
77
Stock market
58
Aktienmarkt
56
Börsenkurs
54
Share price
54
Volatility
46
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Cakici, Nusret
Demirer, Rıza
Gupta, Rangan
121
Zaremba, Adam
99
Gnangnon, Sèna Kimm
90
McMillan, David G.
67
Narayan, Paresh Kumar
65
Nunnenkamp, Peter
65
Wohar, Mark E.
59
Bouri, Elie
46
Faff, Robert W.
45
Ma, Feng
41
Bahmani-Oskooee, Mohsen
40
Bali, Turan G.
40
Tiwari, Aviral Kumar
39
Bird, Graham R.
36
Fletcher, Jonathan
36
Wang, Yudong
36
Brooks, Robert
35
Chiang, Thomas C.
34
Pierdzioch, Christian
34
Zhang, Wei
34
Hassan, M. Kabir
33
Sehgal, Sanjay
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Nguyen, Duc Khuong
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Titman, Sheridan
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Apergēs, Nikolaos
31
Caporale, Guglielmo Maria
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Hammoudeh, Shawkat
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Lee, Chien-chiang
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Montiel, Peter
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Xuan Vinh Vo
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Zhou, Guofu
30
Agénor, Pierre-Richard
29
Gil-Alaña, Luis A.
29
Kutan, Ali Mustafa
29
Ryu, Doojin
29
Shahzad, Syed Jawad Hussain
29
Timmermann, Allan
29
Hoekman, Bernard M.
28
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Energy economics
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ECONIS (ZBW)
78
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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
Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
Saved in:
3
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:
4
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:
5
Anti-herding by hedge funds and its implications for expected returns
Ali, Sara
;
Badshah, Ihsan Ullah
;
Demirer, Rıza
- In:
Journal of economic behavior & organization : JEBO
211
(
2023
),
pp. 31-48
Persistent link: https://www.econbiz.de/10014447366
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
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:
8
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:
9
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:
10
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
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