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~person:"Caporale, Guglielmo Maria"
~person:"Guo, Hui"
~person:"Lettau, Martin"
~person:"Valente, Giorgio"
~subject:"Prognoseverfahren"
~subject:"Share price"
~type:"article"
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Prognoseverfahren
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86
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86
Estimation
37
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37
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Caporale, Guglielmo Maria
Guo, Hui
Lettau, Martin
Valente, Giorgio
Gupta, Rangan
73
Madura, Jeff
31
Baghestani, Hamid
28
Wohar, Mark E.
23
Pierdzioch, Christian
17
Stulz, René M.
17
Balcilar, Mehmet
16
Irwin, Scott H.
16
Schwert, George William
14
Whaley, Robert E.
14
Akhigbe, Aigbe O.
13
Engle, Robert F.
13
Jegadeesh, Narasimhan
13
Lakonishok, Josef
13
Salisu, Afees A.
13
Campbell, John Y.
12
Stekler, Herman O.
12
Wu, Chunchi
12
Apergēs, Nikolaos
11
Clements, Michael P.
11
Hasbrouck, Joel
11
He, Ling T.
11
Lee, Charles M. C.
11
Michaely, Roni
11
Peterson, David R.
11
Shleifer, Andrei
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Sirmans, Clemon F.
11
Subrahmanyam, Avanidhar
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Swanson, Norman R.
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Tehranian, Hassan
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Gil-Alaña, Luis A.
10
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10
Ma, Feng
10
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10
Rapach, David E.
10
Richardson, Matthew
10
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10
Sarno, Lucio
10
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10
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
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2
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2
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2
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ECONIS (ZBW)
27
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1
Linkages between the US and European stock markets : a fractional cointegration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
21
(
2016
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10011560168
Saved in:
2
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Review of financial economics : RFE
13
(
2004
)
3
,
pp. 245-258
Persistent link: https://www.econbiz.de/10002087632
Saved in:
3
Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
3
,
pp. 599-609
Persistent link: https://www.econbiz.de/10001712171
Saved in:
4
Consumption, aggregate wealth, and expected stock returns
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10001593003
Saved in:
5
Why are stock market returns correlated with future economic activities?
Guo, Hui
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
2
,
pp. 19-33
Persistent link: https://www.econbiz.de/10001697099
Saved in:
6
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
7
Empirical exchange rate models and currency risk : some evidence density forecasts
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10002636012
Saved in:
8
Monetary policy rules, asset prices, and exchange rates
Chadha, Jagjit
;
Sarno, Lucio
;
Valente, Giorgio
- In:
IMF staff papers
51
(
2004
)
3
,
pp. 529-552
Persistent link: https://www.econbiz.de/10002733163
Saved in:
9
Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui
- In:
The quarterly review of economics and finance : journal …
44
(
2004
)
4
,
pp. 487-507
Persistent link: https://www.econbiz.de/10002375555
Saved in:
10
A rational pricing explanation for failure of the CAPM
Guo, Hui
- In:
Review / Federal Reserve Bank of St. Louis
86
(
2004
)
3
,
pp. 23-33
Persistent link: https://www.econbiz.de/10002156472
Saved in:
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