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~person:"Pierdzioch, Christian"
~person:"Ryu, Doojin"
~person:"Timmermann, Allan"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Capital income
Kapitaleinkommen
93
Börsenkurs
48
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48
Forecasting model
47
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47
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35
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Pierdzioch, Christian
Ryu, Doojin
Timmermann, Allan
Gupta, Rangan
125
Zaremba, Adam
99
McMillan, David G.
68
Narayan, Paresh Kumar
59
Wohar, Mark E.
58
Bouri, Elie
48
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45
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42
Bali, Turan G.
41
Ma, Feng
41
Tiwari, Aviral Kumar
39
Wang, Yudong
38
Fletcher, Jonathan
37
Demirer, Rıza
36
Brooks, Robert
34
Chiang, Thomas C.
34
Sehgal, Sanjay
34
Zhang, Wei
34
Caporale, Guglielmo Maria
32
Nguyen, Duc Khuong
32
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32
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30
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30
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Xuan Vinh Vo
28
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27
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26
Hammoudeh, Shawkat
26
Subrahmanyam, Avanidhar
26
Balcilar, Mehmet
25
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25
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25
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Finance research letters
10
The North American journal of economics and finance : a journal of financial economics studies
7
International journal of forecasting
4
International review of financial analysis
4
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4
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4
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3
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3
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1
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ECONIS (ZBW)
93
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1
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93
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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
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:
3
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:
4
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:
5
Term structure of sentiment effect on investor trading behavior
Kim, Karam
;
Ryu, Doojin
- In:
Finance research letters
43
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014633474
Saved in:
6
Real-time forecasting and political stock market anomalies : evidence for the United States
Bohl, Martin T.
;
Döpke, Jörg
;
Pierdzioch, Christian
- In:
The financial review : the official publication of the …
43
(
2008
)
3
,
pp. 323-335
Persistent link: https://www.econbiz.de/10003755362
Saved in:
7
Economic and financial crises and the predictability of US stock returns
Hartmann, Daniel
;
Kempa, Bernd
;
Pierdzioch, Christian
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 468-480
Persistent link: https://www.econbiz.de/10003759550
Saved in:
8
Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg
;
Hartmann, Daniel
;
Pierdzioch, Christian
- In:
International review of financial analysis
17
(
2008
)
2
,
pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
Saved in:
9
An econometric model of nonlinear dynamics in the joint distribution of stock and
bond
returns
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003309995
Saved in:
10
Instability of return prediction models
Paye, Bradley S.
;
Timmermann, Allan
- In:
Journal of empirical finance
13
(
2006
)
3
,
pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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