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Estimation
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75
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71
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70
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61
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60
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55
Pesaran, M. Hashem
52
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50
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49
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48
Narayan, Paresh Kumar
48
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46
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45
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43
Härdle, Wolfgang
41
Todorov, Viktor
39
Allen, David E.
36
Bali, Turan G.
36
Ghysels, Eric
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Ma, Feng
36
Tiwari, Aviral Kumar
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35
Cheung, Yin-Wong
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34
Theissen, Erik
34
Bouri, Elie
33
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32
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31
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30
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Lettau, Martin
29
Swanson, Norman R.
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Cakici, Nusret
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Clark, Todd E.
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Guidolin, Massimo
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Shaker Verlag
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Kansantaloustieteen Laitos <Tampere>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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2
European University Institute / Department of Law
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Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Finance research letters
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International review of financial analysis
216
Journal of banking & finance
199
International review of economics & finance : IREF
198
Economic modelling
188
Applied financial economics
186
NBER Working Paper
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Journal of empirical finance
177
International journal of forecasting
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Journal of financial economics
154
The North American journal of economics and finance : a journal of financial economics studies
152
Discussion paper / Centre for Economic Policy Research
135
Journal of international financial markets, institutions & money
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Journal of econometrics
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Energy economics
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Research in international business and finance
123
Journal of forecasting
114
The European journal of finance
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CESifo working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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Pacific-Basin finance journal
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Economics letters
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Journal of risk and financial management : JRFM
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Review of quantitative finance and accounting
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International journal of finance & economics : IJFE
83
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
77
International journal of economics and finance
74
Discussion paper / Tinbergen Institute
70
The journal of futures markets
70
Finance and economics discussion series
67
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
66
Research paper series / Swiss Finance Institute
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Cogent economics & finance
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ECONIS (ZBW)
18,093
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1
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:
2
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:
3
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:
4
Seasonalities in the German stock market
Hofmann, Daniel
;
Keiber, Karl Ludwig
- In:
Financial markets and portfolio management
35
(
2021
)
2
,
pp. 151-192
Persistent link: https://www.econbiz.de/10012588317
Saved in:
5
Stock return
predictability
: evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
Saved in:
6
Predictability
of return in Pakistan stock market through the application of the threshold quantile autoregressive models
Rasheed, Muhammad Haroon
;
Gul, Faid
;
Hashmi, Aijaz Mustafa
- In:
Iranian economic review : journal of University of Tehran
25
(
2021
)
4
,
pp. 815-828
Persistent link: https://www.econbiz.de/10012806683
Saved in:
7
Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking & finance
97
(
2018
),
pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
Saved in:
8
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
9
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:
10
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:
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