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~person:"Cakici, Nusret"
~person:"Da, Zhi"
~person:"Demirtas, K. Ozgur"
~subject:"Erwartungsbildung"
~subject:"Forecasting model"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Kapitalmarktrendite"
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Erwartungsbildung
Forecasting model
Capital market returns
25
Kapitalmarktrendite
25
Capital income
18
Kapitaleinkommen
18
Prognoseverfahren
13
CAPM
12
Estimation
12
Schätzung
12
Börsenkurs
11
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11
Welt
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7
Return predictability
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Stock market
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Theorie
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Theory
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USA
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Asset pricing
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The cross-section of stock returns
5
Emerging economies
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Expectation formation
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Risiko
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Volatilität
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Portfolio selection
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emerging markets
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1962-2009
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1996-2011
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2
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English
14
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Cakici, Nusret
Da, Zhi
Demirtas, K. Ozgur
Zaremba, Adam
13
Nagel, Stefan
9
McAleer, Michael
8
Wang, Yudong
8
Zhang, Yaojie
8
Long, Huaigang
7
Adam, Klaus
6
Bali, Turan G.
6
Favero, Carlo A.
5
Garcia, René
5
Matveev, Dmitry
5
Rabitsch, Katrin
5
Stepanchuk, Serhiy
5
Zhou, Guofu
5
Almeida, Caio
4
Ardison, Kym
4
Asai, Manabu
4
Bauer, Michael D.
4
Gargano, Antonio
4
Ghysels, Eric
4
Golez, Benjamin
4
Hamilton, James D.
4
He, Mengxi
4
Hsu, Po-Hsuan
4
Jiang, Yuexiang
4
Liu, Li
4
Pettenuzzo, Davide
4
Pénasse, Julien
4
Schlag, Christian
4
Timmermann, Allan
4
Yang, Baochen
4
Zhang, Qunzi
4
Amaya, Diego
3
Andreou, Elena
3
Atilgan, Yigit
3
Bianchi, Francesco
3
Bouchaud, Jean-Philippe
3
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Journal of economic dynamics & control
2
Working paper / National Bureau of Economic Research, Inc.
2
Emerging markets, finance and trade : EMFT
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 and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of asset pricing studies
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ECONIS (ZBW)
14
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14
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1
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
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
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:
8
Extrapolative beliefs in the cross-section : what can we learn from the crowds?
Da, Zhi
;
Huang, Xing
;
Jin, Lawrence J.
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 175-196
Persistent link: https://www.econbiz.de/10013188689
Saved in:
9
Industrial electricity usage and stock returns
Da, Zhi
;
Huang, Dayong
;
Yun, Hayong
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 37-69
Persistent link: https://www.econbiz.de/10011667702
Saved in:
10
Studies of equity returns in emerging markets : a literature review
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Simsek, Koray D.
- In:
Emerging markets finance & trade : a journal of the …
51
(
2015
)
4
,
pp. 757-773
Persistent link: https://www.econbiz.de/10011404567
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