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~person:"Caporale, Guglielmo Maria"
~person:"Gil-Alaña, Luis A."
~person:"Guo, Hui"
~person:"Hess, Dieter"
~person:"Valente, Giorgio"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Prognoseverfahren
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333
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333
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148
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99
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Caporale, Guglielmo Maria
Gil-Alaña, Luis A.
Guo, Hui
Hess, Dieter
Valente, Giorgio
Gupta, Rangan
113
Stulz, René M.
48
Marcellino, Massimiliano
32
Madura, Jeff
31
Miller, Stephen M.
31
Timmermann, Allan
31
Pierdzioch, Christian
29
Wohar, Mark E.
29
Baghestani, Hamid
28
Campbell, John Y.
28
Balcilar, Mehmet
25
Diebold, Francis X.
25
Engle, Robert F.
25
Lettau, Martin
24
Rossi, Barbara
24
Wright, Jonathan H.
23
Hautsch, Nikolaus
22
Ravazzolo, Francesco
22
Watson, Mark W.
22
Ludvigson, Sydney C.
21
Shleifer, Andrei
21
Siklos, Pierre L.
21
Swanson, Norman R.
21
Sarno, Lucio
20
Schwert, George William
20
Stock, James H.
19
Ghysels, Eric
18
Hong, Harrison G.
18
Irwin, Scott H.
18
Kilian, Lutz
18
McAleer, Michael
18
Clark, Todd E.
17
Clements, Michael P.
17
Lakonishok, Josef
17
Pástor, Ľuboš
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1
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio
;
Valente, Giorgio
-
2008
Persistent link: https://www.econbiz.de/10003639612
Saved in:
2
Understanding stock return predictability
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2006
-
Rev.
Persistent link: https://www.econbiz.de/10003739712
Saved in:
3
Modelling long-run trends and cycles in financial time series data
Caporale, Guglielmo Maria
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003739803
Saved in:
4
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
Saved in:
5
Determinants of the relative price impact of unanticipated information in US macroeconomic releases
Hess, Dieter
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 609-629
Persistent link: https://www.econbiz.de/10002108770
Saved in:
6
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
Saved in:
7
Time-varying risk premia and the cross section of stock returns
Guo, Hui
- In:
Journal of banking & finance
30
(
2006
)
7
,
pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
Saved in:
8
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
9
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
Saved in:
10
Revisiting the predictability of bond risk premia
Thornton, Daniel L.
;
Valente, Giorgio
-
2009
Persistent link: https://www.econbiz.de/10003820335
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