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~person:"Ryu, Doojin"
~person:"Timmermann, Allan"
~subject:"Business cycle"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Kapitaleinkommen
58
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Ryu, Doojin
Timmermann, Allan
Gupta, Rangan
123
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99
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67
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60
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59
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47
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40
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35
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35
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34
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32
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28
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28
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26
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26
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25
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The North American journal of economics and finance : a journal of financial economics studies
5
Finance research letters
4
International journal of forecasting
4
Journal of financial economics
4
Journal of econometrics
3
Romanian journal of economic forecasting
3
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3
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3
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International review of financial analysis
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1
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1
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1
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1
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1
Journal of international financial markets, institutions & money
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Risk management : a journal of risk, crisis and disaster
1
The Manchester School
1
The quarterly journal of economics
1
The quarterly review of economics and finance
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Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
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ECONIS (ZBW)
60
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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
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
Predicting bank's subordinated
bond
issuances
Yu, Jinyoung
;
Ryu, Doojin
- In:
Romanian journal of economic forecasting
22
(
2019
)
4
,
pp. 87-99
Persistent link: https://www.econbiz.de/10012420587
Saved in:
7
Information in mispricing factors for future investment opportunities
Kang, Hankil
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 657-668
Persistent link: https://www.econbiz.de/10012120149
Saved in:
8
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:
9
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:
10
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
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