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~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Cepni, Oguzhan"
~person:"Hirshleifer, David"
~subject:"Capital income"
~type_genre:"Biografie"
~type_genre:"Non-commercial literature"
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Capital income
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44
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Time series analysis
31
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31
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25
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Caporale, Guglielmo Maria
Cepni, Oguzhan
Hirshleifer, David
Hou, Kewei
13
McAleer, Michael
11
Gupta, Rangan
10
Gil-Alaña, Luis A.
8
Guo, Hui
8
Ben-David, Itzhak
7
Birru, Justin
7
Chang, Chia-Lin
7
Krippner, Leo
7
Sercu, Piet
7
Stulz, René M.
7
Diebold, Francis X.
6
Guidolin, Massimo
6
Souza, Thiago de Oliveira
6
Timmermann, Allan
6
Allen, David E.
5
Christiansen, Charlotte
5
Engsted, Tom
5
Karolyi, G. Andrew
5
Kostakis, Alexandros
5
Pettenuzzo, Davide
5
Pierdzioch, Christian
5
Sanders, Anthony B.
5
Zhang, Lu
5
Zhang, Shaojun
5
Anderson, Warwick
4
Backus, David
4
Bonato, Matteo
4
Chabi-Yo, Fousseni
4
Chollete, Loran
4
Copeland, Laurence S.
4
Laurent, Sébastien
4
Lin, Xiaoji
4
Moor, Lieven de
4
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4
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Economics and finance working paper series
16
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5
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ECONIS (ZBW)
25
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Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
-
2024
Persistent link: https://www.econbiz.de/10014521269
Saved in:
2
Energy market uncertainties and US state-level stock market volatility : a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
3
Economic conditions and predictability of US stock returns volatility : local factor versus national factor in a GARCH-MIDAS model
Salisu, Afees A.
;
Liao, Wenting
;
Gupta, Rangan
;
Cepni, …
-
2023
Persistent link: https://www.econbiz.de/10014329743
Saved in:
4
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
5
The weekend effect : an exploitable anomaly in the Ukrainian stock market?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520749
Saved in:
6
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
7
The Kenyan stock market : inefficiency, long memory, persistence and anomalities in the NSE-20
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527181
Saved in:
8
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
9
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010431601
Saved in:
10
Persistent doubt : an examination of the performance of hedge funds
Caporale, Guglielmo Maria
;
Papageorgiou, Nicolas A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010364595
Saved in:
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