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~person:"Cakici, Nusret"
~person:"Griffin, John M."
~source:"econis"
~subject:"Return predictability"
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Return predictability
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Cakici, Nusret
Griffin, John M.
Zaremba, Adam
13
Long, Huaigang
8
Zhang, Yaojie
5
Bali, Turan G.
3
Brown, Stephen J.
3
Chiah, Mardy
3
Jiang, Yuexiang
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Ma, Yao
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Wang, Yudong
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Yang, Baochen
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Bollerslev, Tim
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Będowska-Sójka, Barbara
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Fieberg, Christian
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He, Mengxi
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Hu, Xiaolu
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Su, Yunpeng
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Tang, Yi
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Todorov, Viktor
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Xu, Lai
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Zhong, Angel
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Barunik, Jozef
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Ben-Rephael, Azi
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Bianchi, Robert
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Journal of international financial markets, institutions & money
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Journal of economic dynamics & control
2
International review of financial analysis
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Journal of financial stability
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
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
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:
6
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:
7
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:
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