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subject:"Forecasting model"
subject:"United States"
~isPartOf:"Journal of empirical finance"
~subject:"Share price"
~subject:"Theorie"
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Forecasting model
United States
Share price
Theorie
Estimation
254
Schätzung
254
Capital income
120
Kapitaleinkommen
120
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100
Börsenkurs
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Cenesizoglu, Tolga
3
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Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
1,778
NBER working paper series
688
Discussion paper series / IZA
661
Discussion paper / Centre for Economic Policy Research
647
Applied economics
636
NBER Working Paper
591
CESifo working papers
398
Applied economics letters
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Economic modelling
333
Working paper
325
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
261
Journal of econometrics
247
Journal of international money and finance
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Journal of banking & finance
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International review of economics & finance : IREF
238
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied financial economics
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Finance research letters
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International review of financial analysis
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IZA Discussion Paper
180
The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
170
International journal of forecasting
169
Journal of financial economics
167
Discussion papers / CEPR
160
Journal of macroeconomics
157
Journal of economic dynamics & control
153
Europäische Hochschulschriften / 5
151
The journal of futures markets
137
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
184
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1
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
2
Stock return predictability and cyclical movements in valuation ratios
Yu, Deshui
;
Huang, Difang
;
Li, Chen
- In:
Journal of empirical finance
72
(
2023
),
pp. 36-53
Persistent link: https://www.econbiz.de/10014476797
Saved in:
3
Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
Cheng, Hung-Wen
;
Chang, Li-Han
;
Lo, Chien-Ling
;
Tsai, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 122-142
Persistent link: https://www.econbiz.de/10014476812
Saved in:
4
Expected returns and risk in the stock market
Brennan, Michael J.
;
Taylor, Alex P.
- In:
Journal of empirical finance
72
(
2023
),
pp. 276-300
Persistent link: https://www.econbiz.de/10014476857
Saved in:
5
Investor sentiment and global economic conditions
Herculano, Miguel C.
;
Lütkebohmert-Holtz, Eva
- In:
Journal of empirical finance
73
(
2023
),
pp. 134-152
Persistent link: https://www.econbiz.de/10014477003
Saved in:
6
Technology spillover, corporate investment, and stock returns
Hsu, Yen-Ju
;
Yanzhi, Wang
- In:
Journal of empirical finance
73
(
2023
),
pp. 238-250
Persistent link: https://www.econbiz.de/10014477016
Saved in:
7
Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin
;
Bai, Lu
;
He, Lidan
;
Liu, Zhi
- In:
Journal of empirical finance
73
(
2023
),
pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
Saved in:
8
Forecasting realized volatility with wavelet decomposition
Souropanis, Ioannis
;
Vivian, Andrew
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477112
Saved in:
9
Option gamma and stock returns
Soebhag, Amar
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014477131
Saved in:
10
Spillover effects in managerial compensation
Kieschnick, Robert L.
;
Shi, Wenyun
- In:
Journal of empirical finance
70
(
2023
),
pp. 62-73
Persistent link: https://www.econbiz.de/10014423607
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