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~isPartOf:"Journal of financial economics"
~subject:"Kapitaleinkommen"
~subject:"USA"
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Kapitaleinkommen
USA
Theorie
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Gupta, Rangan
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1
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 178-212
Persistent link: https://www.econbiz.de/10003546307
Saved in:
2
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
3
"Déjà vol" : predictive regressions for aggregate stock market volatility using macroeconomic variables
Paye, Bradley S.
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 527-546
Persistent link: https://www.econbiz.de/10009710165
Saved in:
4
No news is good news : an asymmetric model of changing volatility in stock returns
Campbell, John Y.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 281-318
Persistent link: https://www.econbiz.de/10001131966
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5
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi
;
Suominen, Matti
;
Vaittinen, Lauri
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Saved in:
6
State variables, macroeconomic activity, and the cross section of individual stocks
Boons, Martijn
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 489-511
Persistent link: https://www.econbiz.de/10011589914
Saved in:
7
Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng
;
Lu, Min
;
Lai, Yongzeng
- In:
Energy economics
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
9
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
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10
Time-varying short-horizon predictability
Henkel, Sam James
;
Martin, J. Spencer
;
Nardari, Federico
- In:
Journal of financial economics
99
(
2011
)
3
,
pp. 560-580
Persistent link: https://www.econbiz.de/10009242307
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