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Predicting Relative Returns
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Schätzung
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Gupta, Rangan
119
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70
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65
Marcellino, Massimiliano
59
McMillan, David G.
52
McAleer, Michael
48
Timmermann, Allan
47
Pesaran, M. Hashem
45
Bollerslev, Tim
41
Caporale, Guglielmo Maria
36
Diebold, Francis X.
36
Ma, Feng
35
Döpke, Jörg
34
Engle, Robert F.
31
Swanson, Norman R.
31
Campbell, John Y.
30
Wohar, Mark E.
30
Bohl, Martin T.
29
Wang, Yudong
29
Bali, Turan G.
28
Clark, Todd E.
28
Ghysels, Eric
28
Herwartz, Helmut
28
Siliverstovs, Boriss
28
Zhou, Guofu
28
Härdle, Wolfgang
27
Franses, Philip Hans
26
Guidolin, Massimo
26
Kilian, Lutz
26
Narayan, Paresh Kumar
26
Schorfheide, Frank
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Koopman, Siem Jan
25
Schumacher, Christian
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Todorov, Viktor
25
Zhang, Yaojie
25
Baumeister, Christiane
24
Huber, Florian
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Kapetanios, George
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Bouri, Elie
23
Gil-Alaña, Luis A.
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National Bureau of Economic Research
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University of Reading / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Gottfried Wilhelm Leibniz Universität Hannover
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Birkbeck College / Department of Economics
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Federal Reserve Bank of Cleveland
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
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University of Canterbury / Dept. of Economics and Finance
3
University of Chicago / Center for Research in Security Prices
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Verlag Dr. Kovač
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Centre for Analytical Finance <Århus>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Erasmus Research Institute of Management
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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Institut für Höhere Studien
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School of Economics, Mathematics and Statistics <London>
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Shaker Verlag
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Bonn Graduate School of Economics
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Bundesinstitut für Bevölkerungsforschung
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Bureau of Economic and Business Research <Champaign, Ill.>
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Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
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Finance research letters
200
International journal of forecasting
164
Applied economics
163
Journal of banking & finance
163
International review of financial analysis
159
Journal of empirical finance
142
International review of economics & finance : IREF
139
Journal of financial economics
138
Working paper / National Bureau of Economic Research, Inc.
138
NBER working paper series
137
Applied economics letters
135
Economic modelling
124
Journal of forecasting
113
NBER Working Paper
112
The North American journal of economics and finance : a journal of financial economics studies
109
Applied financial economics
105
Journal of econometrics
95
Journal of international financial markets, institutions & money
94
Energy economics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
The European journal of finance
86
Discussion paper / Centre for Economic Policy Research
83
Research in international business and finance
81
Journal of international money and finance
80
Working paper
80
Economics letters
78
Pacific-Basin finance journal
76
CESifo working papers
69
Review of quantitative finance and accounting
67
International journal of finance & economics : IJFE
60
Finance and economics discussion series
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
57
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
52
Journal of risk and financial management : JRFM
52
Discussion papers / CEPR
50
International journal of economics and finance
47
Research paper series / Swiss Finance Institute
47
Journal of financial markets
46
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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1
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1
Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1992
Persistent link: https://www.econbiz.de/10000137149
Saved in:
2
Analyst
forecast
dispersion, trading volume, and stock return
Choi, Wonseok
;
Hoyem, Kenton
;
Kim, Jung-Wook
- In:
Seoul journal of economics
22
(
2009
)
2
,
pp. 263-287
Persistent link: https://www.econbiz.de/10003866538
Saved in:
3
Forecasting realized volatility : a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-733
Persistent link: https://www.econbiz.de/10003931571
Saved in:
4
A probabilistic model for predicting management buyouts
Salamone, Diane Marsan
-
1991
Persistent link: https://www.econbiz.de/10003303895
Saved in:
5
Efficiency of heterogeneity measures : an asset pricing perspective
Qin, Lu
;
Zhu, Hongquan
- In:
China finance review international
5
(
2015
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10011391759
Saved in:
6
Forecasting stock returns : do commodity prices help?
Black, Angela J.
;
Klinkowska, Olga
;
McMillan, David G.
; …
- In:
Journal of forecasting
33
(
2014
)
8
,
pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
Saved in:
7
A quantile regression approach to equity premium prediction
Meligkotsidou, Loukia
;
Panopulu, Aikaterinē
;
Vrontos, …
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 558-576
Persistent link: https://www.econbiz.de/10011282859
Saved in:
8
Analysts'
forecast
dispersion and stock returns : a quantile regression approach
Li, Ming-yuan Leon
;
Wu, Jyong-Sian
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
3
,
pp. 175-183
Persistent link: https://www.econbiz.de/10011303211
Saved in:
9
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:
10
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
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