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~language:"eng"
~person:"Bali, Turan G."
~person:"Gil-Alaña, Luis A."
~person:"Haan, Jakob de"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Stock market"
~type_genre:"Article in journal"
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Capital income
Kapitaleinkommen
Stock market
Time series analysis
180
Zeitreihenanalyse
180
Estimation
173
Schätzung
173
USA
116
United States
116
Theorie
105
Theory
105
Welt
81
World
81
Cointegration
70
Kointegration
70
EU countries
66
EU-Staaten
66
Volatility
60
Volatilität
60
Börsenkurs
59
Share price
59
Fractional integration
55
Geldpolitik
51
Monetary policy
51
Aktienmarkt
48
Großbritannien
44
United Kingdom
44
fractional integration
44
Einheitswurzeltest
40
Structural break
40
Strukturbruch
40
Unit root test
40
Inflation
38
Persistence
38
Economic growth
37
Wirtschaftswachstum
37
Interest rate
34
Long memory
34
Zins
34
Central bank independence
33
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101
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101
Arbeitspapier
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Graue Literatur
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4
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Bali, Turan G.
Gil-Alaña, Luis A.
Haan, Jakob de
Gupta, Rangan
167
Zaremba, Adam
102
McMillan, David G.
84
Wohar, Mark E.
78
Narayan, Paresh Kumar
73
Hammoudeh, Shawkat
71
Bouri, Elie
66
Tiwari, Aviral Kumar
65
Xuan Vinh Vo
64
Ma, Feng
59
Faff, Robert W.
57
Demirer, Rıza
56
Nguyen, Duc Khuong
55
Caporale, Guglielmo Maria
54
Brooks, Robert
52
Wong, Wing Keung
48
Lucey, Brian M.
47
Pierdzioch, Christian
47
Shahzad, Syed Jawad Hussain
46
Hassan, M. Kabir
45
Kang, Sang Hoon
45
Ryu, Doojin
45
Mensi, Walid
44
Sehgal, Sanjay
44
Wang, Yudong
43
Cakici, Nusret
42
Chiang, Thomas C.
42
Zhang, Wei
40
Subrahmanyam, Avanidhar
38
Guesmi, Khaled
37
Lee, Bong-soo
37
Balcilar, Mehmet
36
Fletcher, Jonathan
36
Ur Rehman, Mobeen
36
Zhang, Yaojie
35
Arouri, Mohamed
34
Kumar, Dilip
34
Salisu, Afees A.
34
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Journal of financial economics
8
Journal of banking & finance
7
Journal of financial and quantitative analysis : JFQA
5
Applied economics letters
4
Finance research letters
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
International journal of finance & economics : IJFE
3
International journal of theoretical and applied finance
3
Journal of economics and finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international money and finance
3
Research in international business and finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Computational economics
2
European review of economics and finance
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of economic studies
2
Journal of economics and finance : JEF
2
Review of development finance
2
Review of quantitative finance and accounting
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of portfolio management : a publication of Institutional Investor
2
African journal of economic and sustainable development
1
Applied financial economics
1
Applied financial economics letters
1
China finance review international
1
Defence and peace economics
1
Economic modelling
1
Economics letters
1
Emerging markets, finance and trade : EMFT
1
Financial management
1
Global finance journal
1
International journal of bonds and derivatives
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic integration : jei
1
Journal of empirical finance
1
Journal of forecasting
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ECONIS (ZBW)
101
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101
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
China finance review international
13
(
2023
)
3
,
pp. 309-341
Persistent link: https://www.econbiz.de/10014362710
Saved in:
3
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
4
Lottery demand, lottery factor, and anomalies
Bali, Turan G.
;
Wen, Quan
- In:
Review of financial economics : RFE
41
(
2023
)
4
,
pp. 392-407
Persistent link: https://www.econbiz.de/10014431277
Saved in:
5
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
6
Profitability of private equity : mean reversion and transitory shocks
Gil-Alaña, Luis A.
;
Puertolas-Montanes, Francisco
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10014252694
Saved in:
7
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
8
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
Saved in:
9
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
10
The outbreak of COVID-19 and stock market liquidity : evidence from emerging and developed equity markets
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534137
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