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~person:"Bohl, Martin T."
~person:"Bollerslev, Tim"
~person:"Faff, Robert W."
~person:"Narayan, Paresh Kumar"
~person:"Shleifer, Andrei"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Schätzung
Capital income
151
Kapitaleinkommen
151
Börsenkurs
93
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93
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57
Aktienmarkt
49
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Bohl, Martin T.
Bollerslev, Tim
Faff, Robert W.
Narayan, Paresh Kumar
Shleifer, Andrei
Gupta, Rangan
61
Zaremba, Adam
58
McMillan, David G.
31
Wohar, Mark E.
27
Tiwari, Aviral Kumar
20
Pierdzioch, Christian
19
Cakici, Nusret
18
Ma, Feng
18
Todorov, Viktor
18
Wang, Yudong
18
Bouri, Elie
17
Bali, Turan G.
16
Gil-Alaña, Luis A.
15
Kumar, Dilip
15
Sehgal, Sanjay
15
Chiang, Thomas C.
14
Long, Huaigang
14
Zhang, Yaojie
14
Balcilar, Mehmet
13
Apergēs, Nikolaos
12
Demirer, Rıza
12
Umutlu, Mehmet
12
Brooks, Robert
11
Caporale, Guglielmo Maria
11
Jareño, Francisco
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Lee, Chien-chiang
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Tauchen, George Eugene
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Xuan Vinh Vo
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Yin, Libo
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Li, Bin
10
Shahzad, Syed Jawad Hussain
10
Zhang, Wei
10
Zhou, Guofu
10
Zhu, Huiming
10
Ammann, Manuel
9
Andersen, Torben
9
Auer, Benjamin R.
9
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Journal of international financial markets, institutions & money
6
Journal of econometrics
5
Journal of financial economics
5
Emerging markets review
4
Journal of banking & finance
4
Pacific-Basin finance journal
3
Applied economics letters
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Australian journal of management
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
57
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57
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1
Stock returns, mutual fund flows and spillover shocks
Narayan, Paresh Kumar
;
Narayan, Seema
;
Prabheesh, K. P.
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 146-162
Persistent link: https://www.econbiz.de/10010493980
Saved in:
2
The simultaneous relation between fund flows and returns
Benson, Karen
;
Faff, Robert W.
;
Smith, Tom
- In:
Australian journal of management
35
(
2010
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10003975426
Saved in:
3
Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.
;
Czaja, Marc-Gregor
;
Kaufmann, Philipp
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 139-159
Persistent link: https://www.econbiz.de/10011627527
Saved in:
4
The case for herding is stronger than you think
Bohl, Martin T.
;
Branger, Nicole
;
Trede, Mark
- In:
Journal of banking & finance
85
(
2017
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011816847
Saved in:
5
Expectations of returns and expected returns
Greenwood, Robin
;
Shleifer, Andrei
- In:
The review of financial studies
27
(
2014
)
3
,
pp. 714-746
Persistent link: https://www.econbiz.de/10010357860
Saved in:
6
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
7
A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W.
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
Saved in:
8
Testing for stock return predictability in a large Chinese panel
Westerlund, Joakim
;
Narayan, Paresh Kumar
;
Zheng, Xinwei
- In:
Emerging markets review
24
(
2015
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
Saved in:
9
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
10
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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