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~subject:"Capital income"
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Capital income
Theorie
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Theory
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USA
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Gupta, Rangan
119
Zaremba, Adam
80
Campbell, John Y.
78
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71
Bollerslev, Tim
68
Timmermann, Allan
61
Stambaugh, Robert F.
60
McMillan, David G.
55
Caporale, Guglielmo Maria
54
Guidolin, Massimo
50
Pierdzioch, Christian
50
Bali, Turan G.
47
Wohar, Mark E.
47
Harvey, Campbell R.
46
Bekaert, Geert
42
Zhou, Guofu
42
Ferson, Wayne E.
40
Gil-Alaña, Luis A.
39
McAleer, Michael
39
Pesaran, M. Hashem
38
Titman, Sheridan
36
Ang, Andrew
34
Lettau, Martin
34
Ludvigson, Sydney C.
34
Cakici, Nusret
33
Engle, Robert F.
33
Guo, Hui
33
Wang, Yudong
33
Bohl, Martin T.
32
Poterba, James M.
32
Andersen, Torben
30
Bouri, Elie
30
Lakonishok, Josef
30
Subrahmanyam, Avanidhar
30
Zhang, Lu
30
Goetzmann, William N.
29
Lux, Thomas
29
Pedersen, Lasse Heje
29
Moskowitz, Tobias J.
28
Todorov, Viktor
28
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National Bureau of Economic Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
20
Rodney L. White Center for Financial Research
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Federal Reserve Bank of St. Louis
11
University of Chicago / Center for Research in Security Prices
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Erasmus Research Institute of Management
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The Wharton Financial Institutions Center
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Federal Reserve System / Division of Research and Statistics
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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University of Canterbury / Dept. of Economics and Finance
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Gottfried Wilhelm Leibniz Universität Hannover
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Svenska Handelshögskolan <Helsinki>
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University of Exeter / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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Harvard Institute of Economic Research
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International Center for Financial Asset Management and Engineering
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Judge Institute of Management Studies
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Centre for Economic Policy Research
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Centre for New and Emerging Markets <London>
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Chambre de commerce et d'industrie de Paris
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Econometrisch Instituut <Rotterdam>
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Frank J. Fabozzi Associates <New Hope, Pa.>
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INSEAD-Wharton Alliance Center for Global Research & Development
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Internationaler Währungsfonds / Western Hemisphere Department
2
Massachusetts Institute of Technology / Department of Economics
2
Nationalekonomiska Institutionen <Göteborg>
2
Pensions Institute
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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Working paper / National Bureau of Economic Research, Inc.
410
The journal of finance : the journal of the American Finance Association
305
Journal of banking & finance
290
Journal of financial economics
281
NBER working paper series
279
Finance research letters
271
Journal of empirical finance
237
The review of financial studies
235
International review of financial analysis
216
NBER Working Paper
209
International review of economics & finance : IREF
179
Applied financial economics
168
Journal of financial and quantitative analysis : JFQA
161
Applied economics
160
The North American journal of economics and finance : a journal of financial economics studies
138
The European journal of finance
126
Applied economics letters
123
Review of quantitative finance and accounting
120
Journal of international financial markets, institutions & money
115
Economic modelling
108
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
104
Economics letters
103
The journal of real estate finance and economics
103
Pacific-Basin finance journal
99
Research in international business and finance
99
Discussion paper / Centre for Economic Policy Research
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Journal of econometrics
93
Management science : journal of the Institute for Operations Research and the Management Sciences
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Working paper
84
Finance and economics discussion series
82
Research paper series / Swiss Finance Institute
80
Journal of international money and finance
79
Journal of risk and financial management : JRFM
75
Energy economics
74
Journal of forecasting
74
International journal of forecasting
73
CESifo working papers
71
Journal of economic dynamics & control
70
Journal of financial markets
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ECONIS (ZBW)
18,045
EconStor
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1
Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios
;
Gupta, Rangan
;
Majumdar, Anandamayee
- In:
Finance research letters
18
(
2016
),
pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
Saved in:
2
US stock market sensitivity to interest and inflation rates : a quantile regression approach
Jareño, Francisco
;
Ferrer, Román
;
Miroslavova, Stanislava
- In:
Applied economics
48
(
2016
)
25/27
,
pp. 2469-2481
Persistent link: https://www.econbiz.de/10011591154
Saved in:
3
The role of current account balance in forecasting the US equity premium : evidence from a quantile predictive regression approach
Gupta, Rangan
;
Majumdar, Anandamayee
;
Wohar, Mark E.
- In:
Open economies review
28
(
2017
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10011804281
Saved in:
4
An empirical investigation of COVID-19 effects on herding behaviour in
USA
and UK stock markets using a quantile regression approach
Ampofo, Richard T.
;
Aidoo, Eric N.
;
Ntiamoah, Bernard O.
; …
- In:
Journal of economics and finance : JEF
47
(
2023
)
2
,
pp. 517-540
Persistent link: https://www.econbiz.de/10014252698
Saved in:
5
Infectious diseases tracking and sectoral stock market returns : a quantile regression analysis
Alomari, Mohammad
;
Al Rababa'a, Abdel Razzaq
;
Ur …
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013413448
Saved in:
6
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Saved in:
7
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
8
Predictable return distributions
Pedersen, Thomas Q.
- In:
Journal of forecasting
34
(
2015
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10011305289
Saved in:
9
A simple two-component model for the distribution of intraday returns
Coroneo, Laura
;
Veredas, David
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
Saved in:
10
A comparative study of monotone quantile regression methods for financial returns
Cai, Yuzhi
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011523744
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