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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Autocorrelation"
~subject:"Stock market"
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Capital income
Autocorrelation
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Estimation
359
Schätzung
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Börsenkurs
116
Share price
116
Kapitaleinkommen
103
Volatility
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Bohl, Martin T.
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Wisniewski, Tomasz Piotr
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Xuan Vinh Vo
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
187
International review of financial analysis
170
International review of economics & finance : IREF
166
Journal of banking & finance
159
Journal of empirical finance
145
Applied economics
142
Applied economics letters
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Journal of financial economics
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Economic modelling
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Applied financial economics
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NBER working paper series
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Research in international business and finance
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Pacific-Basin finance journal
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Review of quantitative finance and accounting
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Journal of econometrics
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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Energy economics
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International journal of finance & economics : IJFE
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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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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Economics letters
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Cogent economics & finance
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International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics and financial issues : IJEFI
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Discussion paper / Centre for Economic Policy Research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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2
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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3
The time-varying risk-return trade-off and its explanatory and predictive factors
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014485269
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4
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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5
Extreme dependence and spillovers between uncertainty indices and stock markets : does the US market play a major role?
Mensi, Walid
;
Kamal, Md Rajib
;
Xuan Vinh Vo
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014485327
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6
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
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7
Cognitive biases, downside risk shocks, and stock expected returns
Li, Si
;
He, Fangyi
;
Shi, Fangquan
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485480
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8
Inflation risk and stock returns : evidence from US aggregate and sectoral markets
Chiang, Thomas C.
;
Chen, Pei-Ying
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485580
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9
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
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10
The impact of Twitter-based sentiment on US sectoral returns
Zeitun, Rami
;
Ur Rehman, Mobeen
;
Ahmad, Nasir
;
Xuan Vinh Vo
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246833
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