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person:"Zhang, Lu"
~person:"Kaniel, Ron"
~person:"Ma, Feng"
~subject:"Forecasting model"
~subject:"Share price"
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Forecasting model
Share price
Capital income
118
Kapitaleinkommen
118
Prognoseverfahren
48
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47
Aktienmarkt
36
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36
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29
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Zhang, Lu
Kaniel, Ron
Ma, Feng
Gupta, Rangan
131
Zaremba, Adam
103
Caporale, Guglielmo Maria
87
McMillan, David G.
73
Pierdzioch, Christian
58
Wohar, Mark E.
57
Narayan, Paresh Kumar
56
Plastun, Alex
54
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50
Bali, Turan G.
49
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49
Timmermann, Allan
46
Bollerslev, Tim
43
Cakici, Nusret
40
Wang, Yudong
39
Guidolin, Massimo
37
Bouri, Elie
35
Lux, Thomas
34
Diebold, Francis X.
33
Bohl, Martin T.
32
Bekaert, Geert
30
McAleer, Michael
29
Titman, Sheridan
28
Faff, Robert W.
27
Gil-Alaña, Luis A.
27
Zhang, Yaojie
27
Ang, Andrew
26
Ryu, Doojin
26
Tiwari, Aviral Kumar
26
Guo, Hui
25
Pesaran, M. Hashem
25
Chiang, Thomas C.
24
Engle, Robert F.
24
Lettau, Martin
24
Long, Huaigang
23
Massa, Massimo
23
Tang, Yi
23
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22
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National Bureau of Economic Research
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International review of financial analysis
7
NBER Working Paper
5
NBER working paper series
5
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4
Finance research letters
4
International review of economics & finance : IREF
4
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3
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3
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2
China finance review international
2
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2
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1
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1
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1
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ECONIS (ZBW)
70
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1
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
-
2009
Persistent link: https://www.econbiz.de/10003887136
Saved in:
2
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
- In:
Journal of financial economics
101
(
2011
)
2
,
pp. 264-296
Persistent link: https://www.econbiz.de/10009242863
Saved in:
3
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
4
Forecasting the U.S. stock volatility : an aligned jump index from G7 stock markets
Ma, Feng
;
Wahab, M. I. M.
;
Zhang, Yaojie
- In:
Pacific-Basin finance journal
54
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012133635
Saved in:
5
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
6
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
Saved in:
7
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
Saved in:
8
Forecasting excess stock returns with crude oil market data
Liu, Li
;
Ma, Feng
;
Wang, Yudong
- In:
Energy economics
48
(
2015
),
pp. 316-324
Persistent link: https://www.econbiz.de/10011533825
Saved in:
9
A neoclassical interpretation of momentum
Xiaolei Lui, Laura
;
Zhang, Lu
- In:
Journal of monetary economics
67
(
2014
),
pp. 109-128
Persistent link: https://www.econbiz.de/10010510918
Saved in:
10
Intraday momentum and stock return predictability : evidence from China
Zhang, Yaojie
;
Ma, Feng
;
Zhu, Bo
- In:
Economic modelling
76
(
2019
),
pp. 319-329
Persistent link: https://www.econbiz.de/10012198353
Saved in:
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