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~person:"Almeida, Caio"
~person:"Zhou, Guofu"
~subject:"Capital market returns"
~subject:"Oil price"
~subject:"Risiko"
~subject:"Risk"
~type_genre:"Article in journal"
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Search: subject_exact:"Kapitalmarktrendite"
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Capital market returns
Oil price
Risiko
Risk
Kapitalmarktrendite
12
Capital income
8
Forecasting model
8
Kapitaleinkommen
8
Prognoseverfahren
8
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5
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5
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risk-neutral probability
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tail risk
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economic predictability
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prediction of market returns
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risk factor
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1959-2013
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1963-2015
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1965-2010
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1970-2017
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Almeida, Caio
Zhou, Guofu
Zaremba, Adam
25
Long, Huaigang
11
Bali, Turan G.
10
Cakici, Nusret
10
McAleer, Michael
10
Wang, Yudong
9
Zhang, Yaojie
9
Narayan, Paresh Kumar
8
Chiah, Mardy
7
Demirer, Rıza
7
Demirtas, K. Ozgur
7
Maio, Paulo
7
Atilgan, Yigit
6
Guo, Hui
6
Jiang, Fuwei
6
Linnainmaa, Juhani
6
Walkshäusl, Christian
6
Yin, Libo
6
Zhong, Angel
6
Blau, Benjamin
5
Cao, Jie
5
Christoffersen, Peter F.
5
Da, Zhi
5
Han, Bing
5
He, Mengxi
5
Jiang, Yuexiang
5
Kang, Wensheng
5
Ratti, Ronald A.
5
Ruan, Xinfeng
5
Schiereck, Dirk
5
Subrahmanyam, Avanidhar
5
Whitby, Ryan J.
5
Zhang, Jin E.
5
Chai, Daniel
4
Chang, Chia-Lin
4
Chordia, Tarun
4
Daniel, Kent
4
DeLisle, R. Jared
4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of financial and quantitative analysis : JFQA
2
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Revista Brasileira de Finanças : RBFin
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
12
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1
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
2
Employee sentiment and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014285101
Saved in:
3
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
4
Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
17
(
2019
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
Saved in:
5
Stock return asymmetry : beyond skewness
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
;
Zhu, Yifeng
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10012195585
Saved in:
6
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
7
Manager sentiment and stock returns
Jiang, Fuwei
;
Lee, Joshua
;
Martin, Xiumin
;
Zhou, Guofu
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
Saved in:
8
Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
9
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
10
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
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