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~person:"Ma, Feng"
~person:"Ryu, Doojin"
~person:"Timmermann, Allan"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Capital income
Kapitaleinkommen
96
Forecasting model
56
Prognoseverfahren
56
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54
Share price
54
Volatility
43
Volatilität
43
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96
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Ma, Feng
Ryu, Doojin
Timmermann, Allan
Gupta, Rangan
119
Zaremba, Adam
94
McMillan, David G.
67
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Faff, Robert W.
45
Bouri, Elie
44
Cakici, Nusret
41
Bali, Turan G.
40
Tiwari, Aviral Kumar
38
Fletcher, Jonathan
36
Demirer, Rıza
35
Wang, Yudong
35
Brooks, Robert
34
Chiang, Thomas C.
33
Pierdzioch, Christian
33
Sehgal, Sanjay
33
Zhang, Wei
33
Caporale, Guglielmo Maria
32
Titman, Sheridan
32
Nguyen, Duc Khuong
31
Zhou, Guofu
30
Gil-Alaña, Luis A.
28
Xuan Vinh Vo
28
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27
Wei, K. C. John
27
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26
Guidolin, Massimo
26
Hammoudeh, Shawkat
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26
Subrahmanyam, Avanidhar
26
Auer, Benjamin R.
25
Balcilar, Mehmet
25
Shen, Dehua
25
Zhang, Yaojie
25
Fabozzi, Frank J.
24
Harvey, Campbell R.
24
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International review of financial analysis
9
Finance research letters
6
International journal of forecasting
5
Applied economics
4
Energy economics
4
International review of economics & finance : IREF
4
Journal of financial economics
4
Journal of forecasting
4
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4
Journal of banking & finance
3
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3
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3
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3
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2
Romanian journal of economic forecasting
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
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Economic policy : a European forum
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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European finance review : the official journal of the European Finance Association
1
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Risk management : a journal of risk, crisis and disaster
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The European journal of finance
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ECONIS (ZBW)
96
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1
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96
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1
Bond
return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
2
Modeling covariance risk in Merton's ICAPM
Rossi, Alberto
;
Timmermann, Allan
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1428-1461
Persistent link: https://www.econbiz.de/10011338198
Saved in:
3
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
4
The Chinese equity premium predictability : evidence from a long historical data
Ma, Feng
;
Cao, Jiawei
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472501
Saved in:
5
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
- In:
Journal of financial economics
145
(
2022
)
2,2
,
pp. 553-576
Persistent link: https://www.econbiz.de/10013474424
Saved in:
6
Mutual fund performance : evidence from the UK
Blake, David
;
Timmermann, Allan
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 57-77
Persistent link: https://www.econbiz.de/10001400427
Saved in:
7
How learning in financial markets generates excess volatility and predictability in stock prices
Timmermann, Allan
- In:
The quarterly journal of economics
108
(
1993
)
4
,
pp. 1135-1145
Persistent link: https://www.econbiz.de/10001151027
Saved in:
8
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
Saved in:
9
Forecasting stock returns : an examination of stock market trading in the presence of transaction costs
Pesaran, M. Hashem
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-367
Persistent link: https://www.econbiz.de/10001166232
Saved in:
10
Why do dividend yields forecast stock returns?
Timmermann, Allan
- In:
Economics letters
46
(
1994
)
2
,
pp. 149-158
Persistent link: https://www.econbiz.de/10001171356
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