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~person:"Atilgan, Yigit"
~person:"Cakici, Nusret"
~person:"DeLisle, R. Jared"
~person:"Jiang, Yuexiang"
~subject:"Capital market returns"
~type_genre:"Article in journal"
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Search: subject_exact:"Kapitalmarktrendite"
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| 6 applied filters
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Capital market returns
Kapitalmarktrendite
25
Capital income
21
Kapitaleinkommen
21
Börsenkurs
14
Estimation
14
Schätzung
14
Share price
14
CAPM
13
Forecasting model
12
Prognoseverfahren
12
Aktienmarkt
11
Stock market
11
Return predictability
10
Risiko
9
Risk
9
Welt
9
World
9
Risikoprämie
7
Risk premium
7
Volatility
7
Volatilität
7
Asset pricing
6
Portfolio selection
6
Portfolio-Management
6
The cross-section of stock returns
5
China
4
Risikomaß
4
Risk measure
4
Tail risk
4
Anlageverhalten
3
Arbitrage
3
Behavioural finance
3
Emerging economies
3
International stock markets
3
Schwellenländer
3
Statistical distribution
3
Statistische Verteilung
3
Theorie
3
Theory
3
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Article
25
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Article in journal
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25
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
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English
25
Author
All
Atilgan, Yigit
Cakici, Nusret
DeLisle, R. Jared
Jiang, Yuexiang
Zaremba, Adam
25
Long, Huaigang
11
Bali, Turan G.
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
Zhou, Guofu
7
Guo, Hui
6
Jiang, Fuwei
6
Linnainmaa, Juhani
6
Walkshäusl, Christian
6
Yin, Libo
6
Zhong, Angel
6
Almeida, Caio
5
Blau, Benjamin
5
Cao, Jie
5
Christoffersen, Peter F.
5
Da, Zhi
5
Han, Bing
5
He, Mengxi
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
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Journal of international financial markets, institutions & money
3
Applied economics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Pacific-Basin finance journal
2
The journal of portfolio management : a publication of Institutional Investor
2
Economic research
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
Finance research letters
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
International review of financial analysis
1
Journal of financial stability
1
Journal of international money and finance
1
Review of asset pricing studies
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
The journal of real estate research
1
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ECONIS (ZBW)
25
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25
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1
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:
2
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:
3
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:
4
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
5
Average skewness in global equity markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
Saved in:
6
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:
7
When bad news is good news : geopolitical risk and the cross-section of emerging market stock returns
Zaremba, Adam
;
Cakici, Nusret
;
Demir, Ender
;
Long, Huaigang
- In:
Journal of financial stability
58
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013417457
Saved in:
8
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
9
Who should be afraid of infections? : Pandemic exposure and the cross-section of stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
72
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012801522
Saved in:
10
Predicting equity returns in emerging markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
- In:
Emerging markets, finance and trade : EMFT
57
(
2021
)
13
,
pp. 3721-3738
Persistent link: https://www.econbiz.de/10012623464
Saved in:
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