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~person:"Brown, Stephen J."
~person:"Fieberg, Christian"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Equity return"
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Prognoseverfahren
Capital income
6
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6
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5
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Brown, Stephen J.
Fieberg, Christian
Zaremba, Adam
13
Wang, Yudong
8
Zhang, Yaojie
8
Long, Huaigang
7
Bali, Turan G.
5
Cakici, Nusret
5
Zhou, Guofu
5
Demirtas, K. Ozgur
4
Garcia, René
4
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4
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3
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3
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3
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3
Jiang, Fuwei
3
Ma, Feng
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Ma, Yao
3
Maio, Paulo
3
Metko, Daniel
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Narayan, Paresh Kumar
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Ruan, Xinfeng
3
Vicente, Jose
3
Yang, Baochen
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Zhang, Jin E.
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Zhang, Qunzi
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Zhu, Xiaoneng
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2
Byun, Suk Joon
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Będowska-Sójka, Barbara
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Cao, Jie
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Cao, Zhen
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Chiah, Mardy
2
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Journal of financial economics
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Journal of economic dynamics & control
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OR spectrum : quantitative approaches in management
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ECONIS (ZBW)
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Machine learning techniques for cross-sectional equity returns' prediction
Fieberg, Christian
;
Metko, Daniel
;
Poddig, Thorsten
; …
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
1
,
pp. 289-323
Persistent link: https://www.econbiz.de/10014226390
Saved in:
2
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:
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
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:
5
Is economic uncertainty priced in the cross-section of stock returns?
Bali, Turan G.
;
Brown, Stephen J.
;
Tang, Yi
- In:
Journal of financial economics
126
(
2017
)
3
,
pp. 471-489
Persistent link: https://www.econbiz.de/10011818201
Saved in:
6
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
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