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person:"Lakonishok, Josef"
~person:"Cakici, Nusret"
~subject:"Forecasting model"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Forecasting model
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60
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26
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Lakonishok, Josef
Cakici, Nusret
Gupta, Rangan
95
McMillan, David G.
48
Zaremba, Adam
44
Wohar, Mark E.
41
Ma, Feng
40
Bouri, Elie
37
Narayan, Paresh Kumar
36
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36
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30
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29
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25
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21
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21
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20
Bali, Turan G.
19
Balcilar, Mehmet
18
Todorov, Viktor
18
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18
Andersen, Torben
17
Li, Bin
17
Tiwari, Aviral Kumar
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Wu, Chunchi
17
Zhou, Guofu
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Yin, Libo
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Salisu, Afees A.
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Xuan Vinh Vo
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Long, Huaigang
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Sharma, Susan Sunila
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13
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13
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13
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Journal of economic dynamics & control
2
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2
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1
Emerging markets review
1
International review of financial analysis
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1
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1
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ECONIS (ZBW)
19
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1
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
2
Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
Saved in:
3
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
4
Return predictability of Turkish stocks : an empirical investigation
Cakici, Nusret
;
Topyan, Kudret
- In:
Emerging markets finance & trade : a journal of the …
49
(
2013
)
5
,
pp. 99-119
Persistent link: https://www.econbiz.de/10010258511
Saved in:
5
Cross-sectional return predictability in Taiwan Stock Exchange : an empirical investigation
Cakici, Nusret
;
Topyan, Kudret
;
Wang, Chia-jane
- In:
Review of Pacific Basin financial markets and policies
17
(
2014
)
2
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010392606
Saved in:
6
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Saved in:
7
Momentum strategies
Chan, Louis K. C.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1681-1713
Persistent link: https://www.econbiz.de/10001211774
Saved in:
8
Matched-long term maturity stock and bond returns in international markets
Cakici, Nusret
;
Kellman, Mitchell H.
;
Kraizberg, Elli
- In:
The American economist : journal of Omnicron Delta …
46
(
2002
)
2
,
pp. 45-53
Persistent link: https://www.econbiz.de/10001745542
Saved in:
9
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
10
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
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