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isPartOf:"The journal of economics"
subject:"Forecasting model"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"CAPM"
~subject:"Dienstleistungsqualität"
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Forecasting model
CAPM
Dienstleistungsqualität
Estimation
212
Schätzung
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Theorie
59
Theory
59
USA
59
United States
59
Capital income
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asset pricing
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estimation
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Hasler, Michael
3
Zhou, Guofu
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Da, Zhi
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Russo, Benjamin
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Subrahmanyam, Avanidhar
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Tu, Jun
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The journal of economics
Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of forecasting
152
Working paper / National Bureau of Economic Research, Inc.
133
Finance research letters
120
NBER working paper series
116
Journal of financial economics
112
Journal of empirical finance
108
Journal of forecasting
107
NBER Working Paper
107
Applied economics
106
Journal of banking & finance
105
International review of financial analysis
100
Economic modelling
84
International review of economics & finance : IREF
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Journal of econometrics
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Discussion paper / Centre for Economic Policy Research
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
The North American journal of economics and finance : a journal of financial economics studies
68
Applied economics letters
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Journal of international money and finance
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Energy economics
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Journal of international financial markets, institutions & money
55
Pacific-Basin finance journal
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Economics letters
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CESifo working papers
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The European journal of finance
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Discussion paper / Tinbergen Institute
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Finance and economics discussion series
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Journal of financial and quantitative analysis : JFQA
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Research paper series / Swiss Finance Institute
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Journal of applied econometrics
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Research in international business and finance
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The journal of finance : the journal of the American Finance Association
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International journal of finance & economics : IJFE
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Journal of risk and financial management : JRFM
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Testing pricing errors of models with latent factors and firm characteristics as covariances
Zhang, Chu
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1706-1728
Persistent link: https://www.econbiz.de/10014515107
Saved in:
2
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Saved in:
3
Digesting FOREXS : information transmission across asset classes and return predictability
Bae, Joon Woo
;
Da, Zhi
;
Zurita, Virgilio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1943-1969
Persistent link: https://www.econbiz.de/10014515168
Saved in:
4
The beta anomaly and mutual fund performance
Irvine, Paul
;
Kim, Jeong-ho
;
Ren, Jue
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10014469917
Saved in:
5
Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz
;
Kalogeropoulos, Konstantinos
; …
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
Saved in:
6
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
7
Option trading activity, news releases, and stock return predictability
Weinbaum, David
;
Fodor, Andrew
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
69
(
2023
)
8
,
pp. 4810-4827
Persistent link: https://www.econbiz.de/10014339460
Saved in:
8
Explaining the failure of the unconditional CAPM with the conditional CAPM
Hasler, Michael
;
Martineau, Charles
- In:
Management science : journal of the Institute for …
69
(
2023
)
3
,
pp. 1835-1855
Persistent link: https://www.econbiz.de/10014305169
Saved in:
9
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
10
Generalized bounds on the conditional expected excess return on individual stocks
Chabi-Yo, Fousseni
;
Dim, Chukwuma Chijioke
;
Vilkov, Grigory
- In:
Management science : journal of the Institute for …
69
(
2023
)
2
,
pp. 922-939
Persistent link: https://www.econbiz.de/10014295173
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