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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Wertpapierhandel"
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Forecasting model
Stock market
Wertpapierhandel
Estimation
138
Schätzung
138
Capital income
66
Kapitaleinkommen
66
Börsenkurs
53
Share price
53
Aktienmarkt
40
Volatility
33
Volatilität
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Prognoseverfahren
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CAPM
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China
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Australia
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Australien
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Portfolio selection
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Portfolio-Management
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Behavioural finance
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Risiko
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Theory
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Capital market returns
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Kapitalmarktrendite
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Risk premium
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ARCH model
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ARCH-Modell
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Return predictability
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Time series analysis
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Zeitreihenanalyse
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Ankündigungseffekt
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Long, Huaigang
3
Cheema, Muhammad A.
2
Chiah, Mardy
2
Demirer, Rıza
2
Hammoudeh, Shawkat
2
Jiang, Yuexiang
2
Kang, Sang Hoon
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Ko, Kuan-Cheng
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Liang, Chao
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Lin, Chaonan
2
Narayan, Paresh Kumar
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Walsh, David M.
2
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2
Zhu, Jie
2
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2
Ahmed, Walid M. A.
1
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1
Ang, Tze Chuan
1
Areola Hernandez, Jose
1
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1
Bahrami, Afsaneh
1
Balcılar, Mehmet
1
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1
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1
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Pacific-Basin finance journal
Finance research letters
168
International journal of forecasting
152
Applied economics
145
International review of financial analysis
141
Economic modelling
137
Applied economics letters
128
International review of economics & finance : IREF
124
Journal of banking & finance
116
Journal of forecasting
108
Working paper / National Bureau of Economic Research, Inc.
105
Journal of empirical finance
104
The North American journal of economics and finance : a journal of financial economics studies
100
NBER working paper series
94
Applied financial economics
89
NBER Working Paper
88
Energy economics
86
Research in international business and finance
86
Journal of international financial markets, institutions & money
85
Discussion paper / Centre for Economic Policy Research
83
Journal of financial economics
83
Journal of econometrics
70
CESifo working papers
64
The European journal of finance
64
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Working paper
61
Journal of risk and financial management : JRFM
58
Economics letters
55
Journal of international money and finance
55
International journal of finance & economics : IJFE
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
45
International journal of economics and finance
44
Review of quantitative finance and accounting
44
Finance and economics discussion series
42
Journal of financial markets
39
Cogent economics & finance
35
Discussion paper / Tinbergen Institute
35
Journal of applied econometrics
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ECONIS (ZBW)
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1
Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach
Wu, Xinyu
;
Qian, Jia
;
Zhao, Xiaohan
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014491122
Saved in:
2
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
3
Asset pricing models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
4
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
5
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
6
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
7
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
8
Asset pricing with two types of heterogeneous consumption volatilities in mind : evidence from China
Chen, Qi-an
;
Li, Huashi
;
Lin, Jianyi
;
Yan, Youliang
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-36
Persistent link: https://www.econbiz.de/10014463601
Saved in:
9
Trade links and return predictability : the Australian evidence
Yu, Miao
;
Hu, Xiaolu
;
Zhong, Angel
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463756
Saved in:
10
Stock market risk and suicide
Koh, Kanghyock
;
Han, Hyojin
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463761
Saved in:
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