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subject:"Prognoseverfahren"
~isPartOf:"Journal of financial markets"
~isPartOf:"Pacific-Basin finance journal"
~type_genre:"Aufsatz in Zeitschrift"
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Prognoseverfahren
Estimation
211
Schätzung
211
Capital income
104
Kapitaleinkommen
104
Börsenkurs
86
Share price
86
Aktienmarkt
60
Stock market
60
Volatility
59
Volatilität
59
Forecasting model
52
Theorie
39
Theory
39
CAPM
37
Risikoprämie
33
Risk premium
33
Portfolio selection
30
Portfolio-Management
30
Anlageverhalten
27
Behavioural finance
27
China
25
Risiko
25
Risk
25
Australia
23
Australien
23
Handelsvolumen der Börse
20
Trading volume
20
ARCH model
18
ARCH-Modell
18
Capital market returns
18
Kapitalmarktrendite
18
Securities trading
18
Wertpapierhandel
18
USA
15
United States
15
Ankündigungseffekt
14
Announcement effect
14
Return predictability
13
Time series analysis
13
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Undetermined
47
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Article
52
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Aufsatz in Zeitschrift
Article in journal
52
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English
52
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Long, Huaigang
3
Jiang, Yuexiang
2
Narayan, Paresh Kumar
2
Zaremba, Adam
2
Alexandridis, Antonios K.
1
Andersen, Torben
1
Ang, Tze Chuan
1
Apergis, Iraklis
1
Ashour, Samar
1
Avramov, Doron
1
Bahrami, Afsaneh
1
Baltas, Nick
1
Bannigidadmath, Deepa
1
Bernales, Alejandro
1
Bonato, Matteo
1
Bondarenko, Oleg
1
Boulter, Terry
1
Cannavan, Damien
1
Cao, Charles Q.
1
Cepni, Oguzhan
1
Chen, Lifang
1
Chen, Pei-wen
1
Chen, Yi-Chi
1
Chen, Zhiyu
1
Chuang, Hui-Ching
1
Cohen, Michael
1
Dai, Zhifeng
1
Diao, Xundi
1
Easley, David
1
Evans, John P.
1
Faias, José Afonso
1
Fan, Xiaoqian
1
Faria, Gonçalo
1
Fu, Tao
1
Guidolin, Massimo
1
Gupta, Rangan
1
Han, Xing
1
Hao, Qing
1
Harper, Adam
1
Hasan, Iftekhar
1
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Journal of financial markets
Pacific-Basin finance journal
International journal of forecasting
151
Journal of forecasting
107
Finance research letters
88
Applied economics
78
Journal of banking & finance
77
Journal of empirical finance
65
Economic modelling
63
International review of financial analysis
63
Journal of econometrics
63
Journal of financial economics
58
Applied economics letters
55
Energy economics
53
International review of economics & finance : IREF
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
The North American journal of economics and finance : a journal of financial economics studies
48
Economics letters
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
38
Journal of international money and finance
34
Journal of applied econometrics
30
Journal of international financial markets, institutions & money
30
The European journal of finance
29
Management science : journal of the Institute for Operations Research and the Management Sciences
25
Applied financial economics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
The journal of futures markets
23
International journal of finance & economics : IJFE
22
Journal of risk and financial management : JRFM
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
Quantitative finance
20
Research in international business and finance
20
Econometric reviews
19
Journal of economic dynamics & control
19
Journal of money, credit and banking : JMCB
19
Journal of macroeconomics
18
Journal of financial and quantitative analysis : JFQA
16
Review of quantitative finance and accounting
16
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
15
International journal of economics and finance
15
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ECONIS (ZBW)
52
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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
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:
4
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:
5
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:
6
Financial stress and returns predictability : fresh evidence from China
Xu, Yongan
;
Liang, Chao
;
Wang, Jianqiong
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
Saved in:
7
Equity premium prediction : the role of information from the options market
Alexandridis, Antonios K.
;
Apergis, Iraklis
;
Panopulu, …
- In:
Journal of financial markets
64
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014466117
Saved in:
8
Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of financial markets
62
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
Saved in:
9
Investor sentiment, style investing, and momentum
Ashour, Samar
;
Hao, Qing
;
Harper, Adam
- In:
Journal of financial markets
62
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014226768
Saved in:
10
Predicting the equity risk premium using the smooth cross-sectional tail risk : the importance of correlation
Faias, José Afonso
- In:
Journal of financial markets
63
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014278629
Saved in:
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