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~person:"Zaremba, Adam"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Economic forecast"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Börsenkurs
Economic forecast
Forecasting model
40
Prognoseverfahren
40
Capital income
38
Kapitaleinkommen
38
CAPM
29
Estimation
26
Return predictability
26
Schätzung
26
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19
Asset pricing
18
Aktienmarkt
14
Portfolio selection
14
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14
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14
Welt
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14
Capital market returns
13
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13
Risikoprämie
12
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8
Behavioural finance
8
Equity anomalies
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The cross-section of stock returns
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return predictability
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International stock markets
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Article in journal
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Zaremba, Adam
Gupta, Rangan
89
Clements, Michael P.
53
Pierdzioch, Christian
53
Marcellino, Massimiliano
50
Timmermann, Allan
49
Ma, Feng
44
Michelsen, Claus
39
Rossi, Barbara
34
Hendry, David F.
30
Franses, Philip Hans
29
Stekler, Herman O.
29
Pesaran, M. Hashem
28
Salisu, Afees A.
28
Clark, Todd E.
27
Engerer, Hella
27
Baldi, Guido
26
McMillan, David G.
26
Giannone, Domenico
25
Narayan, Paresh Kumar
25
Zhang, Yaojie
25
Junker, Simon
23
Lahiri, Kajal
23
Sekhposyan, Tatevik
22
Dany-Knedlik, Geraldine
21
Holtemöller, Oliver
21
Wollmershäuser, Timo
21
Cholodilin, Konstantin Arkadʹevič
20
D'Agostino, Antonello
20
Dixon, Peter B.
20
Dovern, Jonas
20
Kapetanios, George
20
Kirby, Simon
20
Schorfheide, Frank
20
Clemens, Marius
19
Fritsche, Ulrich
19
Koop, Gary
19
Ruelke, Jan-Christoph
19
Galvão, Ana Beatriz C.
18
Huber, Florian
18
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Economic research
3
Journal of banking & finance
3
Finance research letters
2
Journal of economic dynamics & control
2
Journal of international financial markets, institutions & money
2
Pacific-Basin finance journal
2
Applied economics
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of financial analysis
1
Journal of empirical finance
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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19
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1
Do anomalies really predict market returns? : new data and new evidence
Cakici, Nusret
;
Fieberg, Christian
;
Metko, Daniel
; …
- In:
Review of finance : journal of the European Finance …
28
(
2024
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10014527106
Saved in:
2
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:
3
Cryptocurrency anomalies and economic constraints
Fieberg, Christian
;
Liedtke, Gerrit
;
Zaremba, Adam
- In:
International review of financial analysis
94
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014543917
Saved in:
4
Changes in shares outstanding and country stock returns around the world
Long, Huaigang
;
Chiah, Mardy
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of international financial markets, …
90
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014494713
Saved in:
5
Trade competitiveness and the aggregate returns in global stock markets
Chiah, Mardy
;
Long, Huaigang
;
Zaremba, Adam
;
Umar, Zaghum
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014240044
Saved in:
6
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:
7
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:
8
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
9
False discoveries in the anomaly research : new insights from the Stock Exchange of Melbourne (1927-1987)
Cakici, Nusret
;
Zaremba, Adam
;
Bianchi, Robert
;
Pham, Nga
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013392350
Saved in:
10
Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Economic research
33
(
2020
)
1,1
,
pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
Saved in:
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