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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"Pacific-Basin finance journal"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Stock market
Estimation
138
Schätzung
138
Capital income
66
Kapitaleinkommen
66
Börsenkurs
53
Share price
53
Aktienmarkt
40
Volatility
33
Volatilität
33
Prognoseverfahren
32
CAPM
27
China
25
Australia
23
Australien
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Portfolio selection
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Portfolio-Management
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Anlageverhalten
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Behavioural finance
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Risiko
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Risk
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Theorie
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Theory
18
Capital market returns
15
Kapitalmarktrendite
15
Risikoprämie
14
Risk premium
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ARCH model
13
ARCH-Modell
13
Return predictability
11
Time series analysis
10
Zeitreihenanalyse
10
Ankündigungseffekt
9
Announcement effect
9
Financial crisis
9
Securities trading
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Welt
9
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61
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Aufsatz in Zeitschrift
Article in journal
61
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English
61
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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
2
Ko, Kuan-Cheng
2
Liang, Chao
2
Lin, Chaonan
2
Narayan, Paresh Kumar
2
Walsh, David M.
2
Yang, Nien-Tzu
2
Zaremba, Adam
2
Zhong, Angel
2
Zhu, Jie
2
Zhu, Xiaoneng
2
Ahmed, Walid M. A.
1
Al-Yahyaee, Khamis Hamed
1
Ang, Tze Chuan
1
Areola Hernandez, Jose
1
Bae, Jaewan
1
Bahrami, Afsaneh
1
Balcılar, Mehmet
1
Bannigidadmath, Deepa
1
Boulter, Terry
1
Brown, Philip
1
Chen, Chun-Da
1
Chen, Lifang
1
Chen, Pei-wen
1
Chen, Qi-an
1
Chen, Yi-Chi
1
Chen, Zhiyu
1
Chiang, Yi-Chein
1
Chuang, Hui-Ching
1
Chung, Yi-Tsai
1
Cohen, Michael
1
Dai, Zhifeng
1
Diao, Xundi
1
Evans, John P.
1
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Pacific-Basin finance journal
Finance research letters
163
International journal of forecasting
152
Applied economics
142
Economic modelling
137
International review of financial analysis
137
Applied economics letters
124
International review of economics & finance : IREF
122
Journal of forecasting
108
Journal of banking & finance
106
Journal of empirical finance
99
The North American journal of economics and finance : a journal of financial economics studies
99
Energy economics
86
Research in international business and finance
85
Applied financial economics
82
Journal of international financial markets, institutions & money
82
Journal of financial economics
75
Journal of econometrics
68
The European journal of finance
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Journal of risk and financial management : JRFM
57
Journal of international money and finance
55
Economics letters
54
International journal of finance & economics : IJFE
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
46
International journal of economics and finance
44
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Review of quantitative finance and accounting
40
Cogent economics & finance
35
Journal of applied econometrics
35
Journal of financial markets
34
The empirical economics letters : a monthly international journal of economics
34
Emerging markets, finance and trade : EMFT
31
The journal of futures markets
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
International journal of economics and financial issues : IJEFI
29
Emerging markets review
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Global finance journal
27
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ECONIS (ZBW)
61
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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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