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Börsenkurs
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42
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33
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29
Salisu, Afees A.
28
Zhang, Yaojie
23
Zaremba, Adam
20
Bekaert, Geert
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Timmermann, Allan
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18
Bollerslev, Tim
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Bouri, Elie
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Zhou, Hao
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Londono, Juan M.
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Medeiros, Marcelo C.
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Finance research letters
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International journal of forecasting
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Research in international business and finance
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Journal of financial markets
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Review of quantitative finance and accounting
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Discussion paper / Tinbergen Institute
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Quantitative finance
17
The review of financial studies
17
Economics letters
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of economics and financial issues : IJEFI
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The journal of futures markets
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Applied financial economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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EconStor
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1
A random coefficient approach to the predictability of stock returns in panels
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 605-664
Persistent link: https://www.econbiz.de/10011339261
Saved in:
2
A
panel
analysis of the stock return-dividend yield relation : predicting returns and dividend growth
McMillan, David G.
;
Wohar, Mark E.
- In:
The Manchester School
81
(
2013
)
3
,
pp. 386-400
Persistent link: https://www.econbiz.de/10009755542
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3
Dynamic quantile
panel
data analysis of stock returns predictability
Güloğlu, Bülent
;
Uyar, Sinem Güler Kangalli
;
Uyar, Umut
- In:
International journal of economics and finance
8
(
2016
)
2
,
pp. 115-126
Persistent link: https://www.econbiz.de/10011442125
Saved in:
4
Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar
;
Narayan, Seema
;
Westerlund, Joakim
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
Saved in:
5
Testing for stock return predictability in a large Chinese
panel
Westerlund, Joakim
;
Narayan, Paresh Kumar
;
Zheng, Xinwei
- In:
Emerging markets review
24
(
2015
),
pp. 81-100
Persistent link: https://www.econbiz.de/10011538541
Saved in:
6
Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng
;
Zhang, Rengui
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
Saved in:
7
Return predictability in international financial markets and the role of investor sentiment
Kadilli, Anjeza
-
2014
-
This version: August 31, 2014
Persistent link: https://www.econbiz.de/10010438224
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8
The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian
-
2014
-
This version: November 2014
account impacts from oil price return and oil price volatility on forecast changes. The
panel
smooth transition regression …
Persistent link: https://www.econbiz.de/10010438928
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9
A Closer Look at Return Predictability of the US Stock Market : Evidence from a
Panel
Variance Ratio Test
Kim, Jae H.
-
2013
-to-market ratio, and industry. A novel
panel
variance ratio test is proposed and employed to evaluate time-varying return …
Persistent link: https://www.econbiz.de/10013086798
Saved in:
10
Assessing financial distress and predicting stock prices of automotive sector : robustness of Altman Z-score
Sareen, Amit
;
Sharma, Sudhi
- In:
Vision : the journal of business perspective
26
(
2022
)
1
,
pp. 11-24
Persistent link: https://www.econbiz.de/10012821979
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