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~person:"Gupta, Rangan"
~person:"Zhou, Guofu"
~subject:"Capital income"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Hochschulschrift"
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Capital income
Theorie
129
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129
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42
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42
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27
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27
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26
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Gupta, Rangan
Zhou, Guofu
Timmermann, Allan
16
Ferson, Wayne E.
12
Bollerslev, Tim
11
Harvey, Campbell R.
11
Wang, Yudong
10
Auer, Benjamin R.
9
Bekaert, Geert
9
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9
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9
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9
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9
Asai, Manabu
8
Brooks, Robert
8
Diebold, Francis X.
8
Garcia, René
8
Kang, Jangkoo
8
Lee, Bong-soo
8
Satchell, Stephen
8
Andersen, Torben
7
Brennan, Michael J.
7
Caporale, Guglielmo Maria
7
Guidolin, Massimo
7
Jacobsen, Ben
7
Li, Kai
7
Madan, Dilip B.
7
Nonejad, Nima
7
Olmo, Jose
7
Pedersen, Lasse Heje
7
Prokopczuk, Marcel
7
Richardson, Matthew
7
Sentana, Enrique
7
Almeida, Caio
6
Aït-Sahalia, Yacine
6
Bouri, Elie
6
Campbell, John Y.
6
Chiang, Thomas C.
6
Chinloy, Peter
6
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6
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Finance research letters
6
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of financial economics
2
The review of financial studies
2
Annals of economics and finance
1
Annual review of financial economics
1
Applied financial economics
1
Energy economics
1
International review of economics & finance : IREF
1
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1
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1
Journal of international financial markets, institutions & money
1
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The European journal of finance
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ECONIS (ZBW)
26
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1
Asset-pricing tests under alternative distributions
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
Saved in:
2
Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
Saved in:
3
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
4
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
5
Can the Sharia-based Islamic stock market returns be forecasted using large number of predictors and models?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Simo-Kengne, Beatrice D.
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1147-1157
Persistent link: https://www.econbiz.de/10010418941
Saved in:
6
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Gupta, Rangan
;
Hammoudeh, Shawkat
;
Modise, Mampho P.
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 367-378
Persistent link: https://www.econbiz.de/10011299816
Saved in:
7
Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Chang, Tsangyao
;
Gupta, Rangan
;
Majumdar, Anandamayee
; …
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 458-467
Persistent link: https://www.econbiz.de/10012203261
Saved in:
8
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
9
Time-varying rare disaster risks, oil returns and volatility
Demirer, Rıza
;
Gupta, Rangan
;
Suleman, Tahir
;
Wohar, …
- In:
Energy economics
75
(
2018
),
pp. 239-248
Persistent link: https://www.econbiz.de/10011974013
Saved in:
10
What determines expected international asset returns?
Harvey, Campbell R.
;
Solnik, Bruno
;
Zhou, Guofu
- In:
Annals of economics and finance
3
(
2002
)
2
,
pp. 249-298
Persistent link: https://www.econbiz.de/10001731925
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