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Forecasting model
882
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882
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463
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463
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234
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234
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120
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Gupta, Rangan
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7
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5
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5
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4
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4
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4
McMillan, David G.
4
Panopulu, Aikaterinē
4
Pierdzioch, Christian
4
Salisu, Afees A.
4
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4
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Journal of forecasting
NBER working paper series
1,852
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1,702
International journal of forecasting
1,678
Finance research letters
1,423
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1,380
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1,311
International review of financial analysis
1,245
The journal of finance : the journal of the American Finance Association
1,071
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1,037
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987
Pacific-Basin finance journal
886
Applied financial economics
866
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International review of economics & finance : IREF
829
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813
The review of financial studies
812
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763
Journal of empirical finance
692
Energy economics
667
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665
Economics letters
628
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614
Research in international business and finance
614
The North American journal of economics and finance : a journal of financial economics studies
595
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584
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569
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540
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
520
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487
International journal of economics and finance
453
Journal of econometrics
444
Journal of risk and financial management : JRFM
439
CESifo working papers
437
Technological forecasting & social change : an international journal
430
The journal of futures markets
427
Journal of international money and finance
423
IMF Working Papers
385
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
371
Journal of financial markets
366
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ECONIS (ZBW)
940
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1
The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market
Chen, Yi-ting
;
Vincent, Kendro
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 504-527
Persistent link: https://www.econbiz.de/10011594746
Saved in:
2
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
3
Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man
- In:
Journal of forecasting
34
(
2015
)
5
,
pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
Saved in:
4
Estimating private information usage amongst analysts : evidence from UK earnings forecasts
Mira, Svetlana
;
Taylor, Nicholas
- In:
Journal of forecasting
30
(
2011
)
8
,
pp. 679-705
Persistent link: https://www.econbiz.de/10009423367
Saved in:
5
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
6
Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo
;
Demirer, Rıza
;
Suleman, Muhammad Tahir
; …
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
Saved in:
7
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
8
Optimal
forecast
error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
9
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
Saved in:
10
Two tales of return predictability : the case of Asia-Pacific equity markets
Shynkevich, Andrei
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 257-272
Persistent link: https://www.econbiz.de/10011729255
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