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~subject:"Capital income"
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Capital income
Autocorrelation
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Dinh Hoang Bach Phan
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ECONIS (ZBW)
478
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1
Can linear
predictability
models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele
;
Guidolin, Massimo
- In:
The journal of real estate finance and economics
49
(
2014
)
1
,
pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
Saved in:
2
Stock return
predictability
in Iranian stock market : the application of multifactor and autoregressive models
Rahimi, Mohammad
;
Shahabadi, Aboulfazl
- In:
Theoretical and applied economics : GAER review
21
(
2014
)
2
,
pp. 77-86
Persistent link: https://www.econbiz.de/10010342389
Saved in:
3
Stock return autocorrelations and
predictability
in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun
;
Zhang, Li-Wen
- In:
Economic modelling
60
(
2017
),
pp. 391-401
Persistent link: https://www.econbiz.de/10011734259
Saved in:
4
Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Strobel, Marcus
;
Auer, Benjamin R.
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 168-184
Persistent link: https://www.econbiz.de/10011791732
Saved in:
5
Stock return autocorrelations and
predictability
in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun
;
Zhang, Li-Wen
-
2016
Persistent link: https://www.econbiz.de/10011617906
Saved in:
6
Do consumption-based asset pricing models explain own-history
predictability
in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
7
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
8
Bond variance risk premia
Mueller, Philippe
;
Vedolin, Andrea
;
Yen, Yu-min
-
2012
Persistent link: https://www.econbiz.de/10009552228
Saved in:
9
Aggregate earnings and expected stock returns in emerging markets
Demirtas, K. Ozgur
;
Zirek, Duygu
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
)
3
,
pp. 4-22
Persistent link: https://www.econbiz.de/10009313732
Saved in:
10
Modelling time-variation in the stock return-dividend yield predictive equation
McMillan, David G.
- In:
Financial markets, institutions & instruments
23
(
2014
)
5
,
pp. 273-302
Persistent link: https://www.econbiz.de/10010516099
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