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~language:"eng"
~person:"Pierdzioch, Christian"
~person:"Zaremba, Adam"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
Estimation
161
Schätzung
161
Forecasting model
153
Prognoseverfahren
153
Capital income
147
Börsenkurs
120
Share price
120
Theorie
98
Theory
98
Volatility
91
Volatilität
90
Aktienmarkt
87
Stock market
87
Welt
70
World
70
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65
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53
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50
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47
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Pierdzioch, Christian
Zaremba, Adam
Gupta, Rangan
149
Caporale, Guglielmo Maria
103
McMillan, David G.
71
Narayan, Paresh Kumar
60
Wohar, Mark E.
60
Diebold, Francis X.
56
Timmermann, Allan
56
Bekaert, Geert
55
Bollerslev, Tim
55
Gil-Alaña, Luis A.
53
Plastun, Alex
53
Bouri, Elie
50
Faff, Robert W.
50
Bali, Turan G.
49
Guidolin, Massimo
49
McAleer, Michael
48
Campbell, John Y.
46
Titman, Sheridan
43
Cakici, Nusret
42
Ma, Feng
41
Harvey, Campbell R.
40
Zhang, Lu
40
Hoesli, Martin
39
Tiwari, Aviral Kumar
39
Stambaugh, Robert F.
37
Andersen, Torben
36
Demirer, Rıza
36
Fletcher, Jonathan
36
Wang, Yudong
36
Bohl, Martin T.
35
Brooks, Robert
35
Chiang, Thomas C.
34
Pástor, Ľuboš
34
Sehgal, Sanjay
34
Zhang, Wei
33
Guo, Hui
32
Lux, Thomas
32
Subrahmanyam, Avanidhar
32
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Finance research letters
12
Department of Economics working paper series
9
Applied economics
6
Journal of international financial markets, institutions & money
6
Research in international business and finance
6
Economic research
5
International review of financial analysis
5
Journal of banking & finance
5
Kiel working paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
Pacific-Basin finance journal
4
Economic modelling
3
Emerging markets review
3
Emerging markets, finance and trade : EMFT
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of forecasting
3
Kieler Arbeitspapiere
3
The European journal of finance
3
Contemporary economics
2
Copernican Journal of Finance & Accounting : CJF&A
2
Discussion paper / Deutsche Bundesbank
2
E-Finanse : finansowy kwartalnik internetowy
2
Energy economics
2
Finance a úvěr
2
International journal of finance & banking studies : JJFBS
2
Journal of business economics and management
2
Journal of financial markets
2
The journal of investing : JOI
2
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1
Applied economics letters
1
Applied financial economics
1
Applied financial economics letters
1
Argumenta oeconomica
1
Eastern European economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Eurasian economic review : a journal in applied macroeconomics and finance
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European journal of political economy
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ECONIS (ZBW)
147
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147
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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
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
3
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:
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
Climate risks and state-level stock market realized volatility
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014473150
Saved in:
7
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
Saved in:
8
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
9
Did David win a battle or the war against Goliath? : dynamic return and volatility connectedness between the GameStop stock and the high short interest indices
Aharon, David Y.
;
Kizys, Renatas
;
Umar, Zaghum
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014266177
Saved in:
10
Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? : a quantile machine-learning approach
Gupta, Rangan
;
Pierdzioch, Christian
- In:
Financial innovation : FIN
9
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014288917
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