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~person:"Ryu, Doojin"
~person:"Timmermann, Allan"
~subject:"Capital income"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Ryu, Doojin
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Finance research letters
4
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4
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4
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4
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ECONIS (ZBW)
58
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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
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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