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~language:"eng"
~person:"Bouri, Elie"
~person:"Pástor, Ľuboš"
~person:"Zhou, Guofu"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Schätzung
Capital income
88
Kapitaleinkommen
88
Volatility
36
Volatilität
36
Forecasting model
34
Prognoseverfahren
34
Estimation
33
Börsenkurs
29
Share price
29
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26
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24
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Bitcoin
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Aufsatz in Zeitschrift
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24
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Bouri, Elie
Pástor, Ľuboš
Zhou, Guofu
Gupta, Rangan
63
Zaremba, Adam
59
McMillan, David G.
31
Wohar, Mark E.
27
Wang, Yudong
21
Narayan, Paresh Kumar
20
Pierdzioch, Christian
20
Tiwari, Aviral Kumar
20
Bollerslev, Tim
18
Cakici, Nusret
18
Ma, Feng
18
Todorov, Viktor
18
Zhang, Yaojie
18
Bali, Turan G.
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Balcilar, Mehmet
13
Apergēs, Nikolaos
12
Demirer, Rıza
12
Jareño, Francisco
12
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Lee, Chien-chiang
11
Tauchen, George Eugene
11
Xuan Vinh Vo
11
Yin, Libo
11
Bohl, Martin T.
10
Li, Bin
10
Salisu, Afees A.
10
Shahzad, Syed Jawad Hussain
10
Umar, Zaghum
10
Yang, Chunpeng
10
Zhang, Wei
10
Zhu, Huiming
10
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Energy economics
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
Management science : journal of the Institute for Operations Research and the Management Sciences
3
International review of financial analysis
2
Journal of behavioral and experimental finance
2
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
2
Annals of economics and finance
1
Economic research
1
Finance research letters
1
Financial innovation : FIN
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international financial markets, institutions & money
1
Journal of risk
1
Review of quantitative finance and accounting
1
The quarterly review of economics and finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
33
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1
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:
2
Scale and skill in active management
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10011347321
Saved in:
3
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
Saved in:
4
Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie
;
Gabauer, David
;
Gupta, Rangan
;
Tiwari, …
- In:
Journal of behavioral and experimental finance
30
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012814541
Saved in:
5
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
Shahzad, Syed Jawad Hussain
;
Bouri, Elie
;
Raza, Naveed
; …
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 901-921
Persistent link: https://www.econbiz.de/10012171747
Saved in:
6
Investor sentiment and (anti) herding in the currency market : evidence from Twitter feed data
Sibande, Xolani
;
Gupta, Rangan
;
Demirer, Rıza
;
Bouri, Elie
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
1
,
pp. 56-72
Persistent link: https://www.econbiz.de/10013547854
Saved in:
7
Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries
Van Eyden, Reneé
;
Gupta, Rangan
;
Nielsen, Joshua
; …
- In:
Journal of behavioral and experimental finance
38
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014456628
Saved in:
8
Predictive systems : living with imperfect predictors
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
4
,
pp. 1583-1628
Persistent link: https://www.econbiz.de/10003874422
Saved in:
9
Tests of mean-variance spanning
Kan, Raymond
;
Zhou, Guofu
- In:
Annals of economics and finance
13
(
2012
)
1
,
pp. 139-187
Persistent link: https://www.econbiz.de/10009558304
Saved in:
10
International stock return predictability : what is the role of the United States?
Rapach, David E.
;
Strauss, Jack
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
68
(
2013
)
4
,
pp. 1633-1622
Persistent link: https://www.econbiz.de/10009790955
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